Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
139.61 |
139.93 |
0.32 |
0.2% |
137.88 |
| High |
140.20 |
140.28 |
0.08 |
0.1% |
139.18 |
| Low |
139.52 |
139.48 |
-0.04 |
0.0% |
137.70 |
| Close |
139.96 |
139.80 |
-0.16 |
-0.1% |
139.03 |
| Range |
0.68 |
0.80 |
0.12 |
17.6% |
1.48 |
| ATR |
0.92 |
0.91 |
-0.01 |
-0.9% |
0.00 |
| Volume |
724,918 |
910,214 |
185,296 |
25.6% |
2,471,376 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.25 |
141.83 |
140.24 |
|
| R3 |
141.45 |
141.03 |
140.02 |
|
| R2 |
140.65 |
140.65 |
139.95 |
|
| R1 |
140.23 |
140.23 |
139.87 |
140.04 |
| PP |
139.85 |
139.85 |
139.85 |
139.76 |
| S1 |
139.43 |
139.43 |
139.73 |
139.24 |
| S2 |
139.05 |
139.05 |
139.65 |
|
| S3 |
138.25 |
138.63 |
139.58 |
|
| S4 |
137.45 |
137.83 |
139.36 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.08 |
142.53 |
139.84 |
|
| R3 |
141.60 |
141.05 |
139.44 |
|
| R2 |
140.12 |
140.12 |
139.30 |
|
| R1 |
139.57 |
139.57 |
139.17 |
139.85 |
| PP |
138.64 |
138.64 |
138.64 |
138.77 |
| S1 |
138.09 |
138.09 |
138.89 |
138.37 |
| S2 |
137.16 |
137.16 |
138.76 |
|
| S3 |
135.68 |
136.61 |
138.62 |
|
| S4 |
134.20 |
135.13 |
138.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.28 |
138.51 |
1.77 |
1.3% |
0.73 |
0.5% |
73% |
True |
False |
716,484 |
| 10 |
140.28 |
137.70 |
2.58 |
1.8% |
0.83 |
0.6% |
81% |
True |
False |
702,338 |
| 20 |
140.28 |
136.93 |
3.35 |
2.4% |
0.91 |
0.6% |
86% |
True |
False |
700,798 |
| 40 |
140.28 |
136.93 |
3.35 |
2.4% |
0.89 |
0.6% |
86% |
True |
False |
660,618 |
| 60 |
140.28 |
134.13 |
6.15 |
4.4% |
0.97 |
0.7% |
92% |
True |
False |
563,471 |
| 80 |
140.28 |
132.87 |
7.41 |
5.3% |
1.06 |
0.8% |
94% |
True |
False |
428,599 |
| 100 |
140.28 |
132.87 |
7.41 |
5.3% |
1.11 |
0.8% |
94% |
True |
False |
342,957 |
| 120 |
140.28 |
132.87 |
7.41 |
5.3% |
1.09 |
0.8% |
94% |
True |
False |
285,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.68 |
|
2.618 |
142.37 |
|
1.618 |
141.57 |
|
1.000 |
141.08 |
|
0.618 |
140.77 |
|
HIGH |
140.28 |
|
0.618 |
139.97 |
|
0.500 |
139.88 |
|
0.382 |
139.79 |
|
LOW |
139.48 |
|
0.618 |
138.99 |
|
1.000 |
138.68 |
|
1.618 |
138.19 |
|
2.618 |
137.39 |
|
4.250 |
136.08 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.88 |
139.72 |
| PP |
139.85 |
139.63 |
| S1 |
139.83 |
139.55 |
|