Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
123.26 |
123.06 |
-0.20 |
-0.2% |
122.55 |
High |
123.39 |
123.27 |
-0.12 |
-0.1% |
123.39 |
Low |
122.98 |
122.87 |
-0.11 |
-0.1% |
122.45 |
Close |
123.08 |
123.19 |
0.11 |
0.1% |
123.19 |
Range |
0.41 |
0.40 |
-0.01 |
-2.4% |
0.94 |
ATR |
0.48 |
0.47 |
-0.01 |
-1.2% |
0.00 |
Volume |
741,747 |
723,182 |
-18,565 |
-2.5% |
3,583,237 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.31 |
124.15 |
123.41 |
|
R3 |
123.91 |
123.75 |
123.30 |
|
R2 |
123.51 |
123.51 |
123.26 |
|
R1 |
123.35 |
123.35 |
123.23 |
123.43 |
PP |
123.11 |
123.11 |
123.11 |
123.15 |
S1 |
122.95 |
122.95 |
123.15 |
123.03 |
S2 |
122.71 |
122.71 |
123.12 |
|
S3 |
122.31 |
122.55 |
123.08 |
|
S4 |
121.91 |
122.15 |
122.97 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.83 |
125.45 |
123.71 |
|
R3 |
124.89 |
124.51 |
123.45 |
|
R2 |
123.95 |
123.95 |
123.36 |
|
R1 |
123.57 |
123.57 |
123.28 |
123.76 |
PP |
123.01 |
123.01 |
123.01 |
123.11 |
S1 |
122.63 |
122.63 |
123.10 |
122.82 |
S2 |
122.07 |
122.07 |
123.02 |
|
S3 |
121.13 |
121.69 |
122.93 |
|
S4 |
120.19 |
120.75 |
122.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.39 |
122.45 |
0.94 |
0.8% |
0.45 |
0.4% |
79% |
False |
False |
716,647 |
10 |
123.39 |
122.07 |
1.32 |
1.1% |
0.45 |
0.4% |
85% |
False |
False |
734,844 |
20 |
123.39 |
121.10 |
2.29 |
1.9% |
0.47 |
0.4% |
91% |
False |
False |
504,944 |
40 |
123.39 |
121.10 |
2.29 |
1.9% |
0.46 |
0.4% |
91% |
False |
False |
253,201 |
60 |
123.39 |
119.52 |
3.87 |
3.1% |
0.41 |
0.3% |
95% |
False |
False |
168,840 |
80 |
123.39 |
119.52 |
3.87 |
3.1% |
0.37 |
0.3% |
95% |
False |
False |
126,658 |
100 |
123.39 |
119.52 |
3.87 |
3.1% |
0.30 |
0.2% |
95% |
False |
False |
101,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.97 |
2.618 |
124.32 |
1.618 |
123.92 |
1.000 |
123.67 |
0.618 |
123.52 |
HIGH |
123.27 |
0.618 |
123.12 |
0.500 |
123.07 |
0.382 |
123.02 |
LOW |
122.87 |
0.618 |
122.62 |
1.000 |
122.47 |
1.618 |
122.22 |
2.618 |
121.82 |
4.250 |
121.17 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
123.15 |
123.17 |
PP |
123.11 |
123.15 |
S1 |
123.07 |
123.13 |
|