Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
139.50 |
139.91 |
0.41 |
0.3% |
139.12 |
| High |
140.16 |
140.39 |
0.23 |
0.2% |
140.28 |
| Low |
139.39 |
139.71 |
0.32 |
0.2% |
138.81 |
| Close |
140.06 |
139.81 |
-0.25 |
-0.2% |
140.06 |
| Range |
0.77 |
0.68 |
-0.09 |
-11.7% |
1.47 |
| ATR |
0.91 |
0.89 |
-0.02 |
-1.8% |
0.00 |
| Volume |
656,880 |
944,474 |
287,594 |
43.8% |
3,897,161 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.01 |
141.59 |
140.18 |
|
| R3 |
141.33 |
140.91 |
140.00 |
|
| R2 |
140.65 |
140.65 |
139.93 |
|
| R1 |
140.23 |
140.23 |
139.87 |
140.10 |
| PP |
139.97 |
139.97 |
139.97 |
139.91 |
| S1 |
139.55 |
139.55 |
139.75 |
139.42 |
| S2 |
139.29 |
139.29 |
139.69 |
|
| S3 |
138.61 |
138.87 |
139.62 |
|
| S4 |
137.93 |
138.19 |
139.44 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.13 |
143.56 |
140.87 |
|
| R3 |
142.66 |
142.09 |
140.46 |
|
| R2 |
141.19 |
141.19 |
140.33 |
|
| R1 |
140.62 |
140.62 |
140.19 |
140.91 |
| PP |
139.72 |
139.72 |
139.72 |
139.86 |
| S1 |
139.15 |
139.15 |
139.93 |
139.44 |
| S2 |
138.25 |
138.25 |
139.79 |
|
| S3 |
136.78 |
137.68 |
139.66 |
|
| S4 |
135.31 |
136.21 |
139.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.39 |
139.13 |
1.26 |
0.9% |
0.77 |
0.5% |
54% |
True |
False |
806,139 |
| 10 |
140.39 |
137.70 |
2.69 |
1.9% |
0.79 |
0.6% |
78% |
True |
False |
731,301 |
| 20 |
140.39 |
136.93 |
3.46 |
2.5% |
0.87 |
0.6% |
83% |
True |
False |
711,011 |
| 40 |
140.39 |
136.93 |
3.46 |
2.5% |
0.88 |
0.6% |
83% |
True |
False |
681,413 |
| 60 |
140.39 |
135.18 |
5.21 |
3.7% |
0.94 |
0.7% |
89% |
True |
False |
568,119 |
| 80 |
140.39 |
132.87 |
7.52 |
5.4% |
1.04 |
0.7% |
92% |
True |
False |
458,482 |
| 100 |
140.39 |
132.87 |
7.52 |
5.4% |
1.10 |
0.8% |
92% |
True |
False |
366,909 |
| 120 |
140.39 |
132.87 |
7.52 |
5.4% |
1.09 |
0.8% |
92% |
True |
False |
305,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.28 |
|
2.618 |
142.17 |
|
1.618 |
141.49 |
|
1.000 |
141.07 |
|
0.618 |
140.81 |
|
HIGH |
140.39 |
|
0.618 |
140.13 |
|
0.500 |
140.05 |
|
0.382 |
139.97 |
|
LOW |
139.71 |
|
0.618 |
139.29 |
|
1.000 |
139.03 |
|
1.618 |
138.61 |
|
2.618 |
137.93 |
|
4.250 |
136.82 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.05 |
139.79 |
| PP |
139.97 |
139.78 |
| S1 |
139.89 |
139.76 |
|