Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
122.49 |
122.82 |
0.33 |
0.3% |
122.87 |
| High |
123.02 |
122.88 |
-0.14 |
-0.1% |
122.98 |
| Low |
122.49 |
122.59 |
0.10 |
0.1% |
122.40 |
| Close |
122.83 |
122.61 |
-0.22 |
-0.2% |
122.52 |
| Range |
0.53 |
0.29 |
-0.24 |
-45.3% |
0.58 |
| ATR |
0.47 |
0.46 |
-0.01 |
-2.8% |
0.00 |
| Volume |
878,601 |
690,951 |
-187,650 |
-21.4% |
2,517,004 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.56 |
123.38 |
122.77 |
|
| R3 |
123.27 |
123.09 |
122.69 |
|
| R2 |
122.98 |
122.98 |
122.66 |
|
| R1 |
122.80 |
122.80 |
122.64 |
122.75 |
| PP |
122.69 |
122.69 |
122.69 |
122.67 |
| S1 |
122.51 |
122.51 |
122.58 |
122.46 |
| S2 |
122.40 |
122.40 |
122.56 |
|
| S3 |
122.11 |
122.22 |
122.53 |
|
| S4 |
121.82 |
121.93 |
122.45 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.37 |
124.03 |
122.84 |
|
| R3 |
123.79 |
123.45 |
122.68 |
|
| R2 |
123.21 |
123.21 |
122.63 |
|
| R1 |
122.87 |
122.87 |
122.57 |
122.75 |
| PP |
122.63 |
122.63 |
122.63 |
122.58 |
| S1 |
122.29 |
122.29 |
122.47 |
122.17 |
| S2 |
122.05 |
122.05 |
122.41 |
|
| S3 |
121.47 |
121.71 |
122.36 |
|
| S4 |
120.89 |
121.13 |
122.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.02 |
122.26 |
0.76 |
0.6% |
0.44 |
0.4% |
46% |
False |
False |
747,573 |
| 10 |
123.03 |
122.26 |
0.77 |
0.6% |
0.41 |
0.3% |
45% |
False |
False |
479,096 |
| 20 |
123.03 |
121.10 |
1.93 |
1.6% |
0.43 |
0.3% |
78% |
False |
False |
244,454 |
| 40 |
123.05 |
120.56 |
2.49 |
2.0% |
0.44 |
0.4% |
82% |
False |
False |
122,538 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.41 |
0.3% |
88% |
False |
False |
81,727 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.33 |
0.3% |
88% |
False |
False |
61,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.11 |
|
2.618 |
123.64 |
|
1.618 |
123.35 |
|
1.000 |
123.17 |
|
0.618 |
123.06 |
|
HIGH |
122.88 |
|
0.618 |
122.77 |
|
0.500 |
122.74 |
|
0.382 |
122.70 |
|
LOW |
122.59 |
|
0.618 |
122.41 |
|
1.000 |
122.30 |
|
1.618 |
122.12 |
|
2.618 |
121.83 |
|
4.250 |
121.36 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.74 |
122.64 |
| PP |
122.69 |
122.63 |
| S1 |
122.65 |
122.62 |
|