Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
122.84 |
122.86 |
0.02 |
0.0% |
121.27 |
| High |
122.93 |
122.87 |
-0.06 |
0.0% |
123.03 |
| Low |
122.48 |
122.52 |
0.04 |
0.0% |
121.10 |
| Close |
122.74 |
122.61 |
-0.13 |
-0.1% |
122.98 |
| Range |
0.45 |
0.35 |
-0.10 |
-22.2% |
1.93 |
| ATR |
0.48 |
0.47 |
-0.01 |
-2.0% |
0.00 |
| Volume |
226,684 |
555,188 |
328,504 |
144.9% |
233,450 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.72 |
123.51 |
122.80 |
|
| R3 |
123.37 |
123.16 |
122.71 |
|
| R2 |
123.02 |
123.02 |
122.67 |
|
| R1 |
122.81 |
122.81 |
122.64 |
122.74 |
| PP |
122.67 |
122.67 |
122.67 |
122.63 |
| S1 |
122.46 |
122.46 |
122.58 |
122.39 |
| S2 |
122.32 |
122.32 |
122.55 |
|
| S3 |
121.97 |
122.11 |
122.51 |
|
| S4 |
121.62 |
121.76 |
122.42 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.16 |
127.50 |
124.04 |
|
| R3 |
126.23 |
125.57 |
123.51 |
|
| R2 |
124.30 |
124.30 |
123.33 |
|
| R1 |
123.64 |
123.64 |
123.16 |
123.97 |
| PP |
122.37 |
122.37 |
122.37 |
122.54 |
| S1 |
121.71 |
121.71 |
122.80 |
122.04 |
| S2 |
120.44 |
120.44 |
122.63 |
|
| S3 |
118.51 |
119.78 |
122.45 |
|
| S4 |
116.58 |
117.85 |
121.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.03 |
122.48 |
0.55 |
0.4% |
0.37 |
0.3% |
24% |
False |
False |
210,620 |
| 10 |
123.03 |
121.10 |
1.93 |
1.6% |
0.48 |
0.4% |
78% |
False |
False |
114,582 |
| 20 |
123.05 |
121.10 |
1.95 |
1.6% |
0.48 |
0.4% |
77% |
False |
False |
57,933 |
| 40 |
123.05 |
119.78 |
3.27 |
2.7% |
0.43 |
0.4% |
87% |
False |
False |
29,105 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.40 |
0.3% |
88% |
False |
False |
19,434 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.30 |
0.2% |
88% |
False |
False |
14,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.36 |
|
2.618 |
123.79 |
|
1.618 |
123.44 |
|
1.000 |
123.22 |
|
0.618 |
123.09 |
|
HIGH |
122.87 |
|
0.618 |
122.74 |
|
0.500 |
122.70 |
|
0.382 |
122.65 |
|
LOW |
122.52 |
|
0.618 |
122.30 |
|
1.000 |
122.17 |
|
1.618 |
121.95 |
|
2.618 |
121.60 |
|
4.250 |
121.03 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.70 |
122.73 |
| PP |
122.67 |
122.69 |
| S1 |
122.64 |
122.65 |
|