Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
121.55 |
122.12 |
0.57 |
0.5% |
121.50 |
| High |
121.95 |
122.12 |
0.17 |
0.1% |
122.58 |
| Low |
121.55 |
121.90 |
0.35 |
0.3% |
121.50 |
| Close |
121.91 |
122.07 |
0.16 |
0.1% |
121.91 |
| Range |
0.40 |
0.22 |
-0.18 |
-45.0% |
1.08 |
| ATR |
0.38 |
0.37 |
-0.01 |
-3.0% |
0.00 |
| Volume |
172 |
4 |
-168 |
-97.7% |
395 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.69 |
122.60 |
122.19 |
|
| R3 |
122.47 |
122.38 |
122.13 |
|
| R2 |
122.25 |
122.25 |
122.11 |
|
| R1 |
122.16 |
122.16 |
122.09 |
122.10 |
| PP |
122.03 |
122.03 |
122.03 |
122.00 |
| S1 |
121.94 |
121.94 |
122.05 |
121.88 |
| S2 |
121.81 |
121.81 |
122.03 |
|
| S3 |
121.59 |
121.72 |
122.01 |
|
| S4 |
121.37 |
121.50 |
121.95 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.24 |
124.65 |
122.50 |
|
| R3 |
124.16 |
123.57 |
122.21 |
|
| R2 |
123.08 |
123.08 |
122.11 |
|
| R1 |
122.49 |
122.49 |
122.01 |
122.79 |
| PP |
122.00 |
122.00 |
122.00 |
122.14 |
| S1 |
121.41 |
121.41 |
121.81 |
121.71 |
| S2 |
120.92 |
120.92 |
121.71 |
|
| S3 |
119.84 |
120.33 |
121.61 |
|
| S4 |
118.76 |
119.25 |
121.32 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.06 |
|
2.618 |
122.70 |
|
1.618 |
122.48 |
|
1.000 |
122.34 |
|
0.618 |
122.26 |
|
HIGH |
122.12 |
|
0.618 |
122.04 |
|
0.500 |
122.01 |
|
0.382 |
121.98 |
|
LOW |
121.90 |
|
0.618 |
121.76 |
|
1.000 |
121.68 |
|
1.618 |
121.54 |
|
2.618 |
121.32 |
|
4.250 |
120.97 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.05 |
121.99 |
| PP |
122.03 |
121.91 |
| S1 |
122.01 |
121.84 |
|