Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
123.28 |
122.76 |
-0.52 |
-0.4% |
123.17 |
| High |
123.36 |
122.88 |
-0.48 |
-0.4% |
123.78 |
| Low |
122.53 |
122.60 |
0.07 |
0.1% |
122.53 |
| Close |
122.87 |
122.74 |
-0.13 |
-0.1% |
122.74 |
| Range |
0.83 |
0.28 |
-0.55 |
-66.3% |
1.25 |
| ATR |
0.50 |
0.49 |
-0.02 |
-3.2% |
0.00 |
| Volume |
1,039,743 |
738,598 |
-301,145 |
-29.0% |
4,153,415 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.58 |
123.44 |
122.89 |
|
| R3 |
123.30 |
123.16 |
122.82 |
|
| R2 |
123.02 |
123.02 |
122.79 |
|
| R1 |
122.88 |
122.88 |
122.77 |
122.81 |
| PP |
122.74 |
122.74 |
122.74 |
122.71 |
| S1 |
122.60 |
122.60 |
122.71 |
122.53 |
| S2 |
122.46 |
122.46 |
122.69 |
|
| S3 |
122.18 |
122.32 |
122.66 |
|
| S4 |
121.90 |
122.04 |
122.59 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.77 |
126.00 |
123.43 |
|
| R3 |
125.52 |
124.75 |
123.08 |
|
| R2 |
124.27 |
124.27 |
122.97 |
|
| R1 |
123.50 |
123.50 |
122.85 |
123.26 |
| PP |
123.02 |
123.02 |
123.02 |
122.90 |
| S1 |
122.25 |
122.25 |
122.63 |
122.01 |
| S2 |
121.77 |
121.77 |
122.51 |
|
| S3 |
120.52 |
121.00 |
122.40 |
|
| S4 |
119.27 |
119.75 |
122.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.78 |
122.53 |
1.25 |
1.0% |
0.49 |
0.4% |
17% |
False |
False |
830,683 |
| 10 |
123.78 |
122.45 |
1.33 |
1.1% |
0.47 |
0.4% |
22% |
False |
False |
773,665 |
| 20 |
123.78 |
122.07 |
1.71 |
1.4% |
0.46 |
0.4% |
39% |
False |
False |
700,942 |
| 40 |
123.78 |
121.10 |
2.68 |
2.2% |
0.46 |
0.4% |
61% |
False |
False |
356,995 |
| 60 |
123.78 |
119.52 |
4.26 |
3.5% |
0.43 |
0.4% |
76% |
False |
False |
238,057 |
| 80 |
123.78 |
119.52 |
4.26 |
3.5% |
0.40 |
0.3% |
76% |
False |
False |
178,568 |
| 100 |
123.78 |
119.52 |
4.26 |
3.5% |
0.32 |
0.3% |
76% |
False |
False |
142,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.07 |
|
2.618 |
123.61 |
|
1.618 |
123.33 |
|
1.000 |
123.16 |
|
0.618 |
123.05 |
|
HIGH |
122.88 |
|
0.618 |
122.77 |
|
0.500 |
122.74 |
|
0.382 |
122.71 |
|
LOW |
122.60 |
|
0.618 |
122.43 |
|
1.000 |
122.32 |
|
1.618 |
122.15 |
|
2.618 |
121.87 |
|
4.250 |
121.41 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.74 |
123.15 |
| PP |
122.74 |
123.01 |
| S1 |
122.74 |
122.88 |
|