Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
139.98 |
140.22 |
0.24 |
0.2% |
139.12 |
| High |
140.48 |
140.52 |
0.04 |
0.0% |
140.28 |
| Low |
139.92 |
140.10 |
0.18 |
0.1% |
138.81 |
| Close |
140.30 |
140.27 |
-0.03 |
0.0% |
140.06 |
| Range |
0.56 |
0.42 |
-0.14 |
-25.0% |
1.47 |
| ATR |
0.88 |
0.84 |
-0.03 |
-3.7% |
0.00 |
| Volume |
1,276,821 |
718,305 |
-558,516 |
-43.7% |
3,897,161 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.56 |
141.33 |
140.50 |
|
| R3 |
141.14 |
140.91 |
140.39 |
|
| R2 |
140.72 |
140.72 |
140.35 |
|
| R1 |
140.49 |
140.49 |
140.31 |
140.61 |
| PP |
140.30 |
140.30 |
140.30 |
140.35 |
| S1 |
140.07 |
140.07 |
140.23 |
140.19 |
| S2 |
139.88 |
139.88 |
140.19 |
|
| S3 |
139.46 |
139.65 |
140.15 |
|
| S4 |
139.04 |
139.23 |
140.04 |
|
|
| 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 |
140.52 |
139.13 |
1.39 |
1.0% |
0.67 |
0.5% |
82% |
True |
False |
878,138 |
| 10 |
140.52 |
138.51 |
2.01 |
1.4% |
0.70 |
0.5% |
88% |
True |
False |
797,311 |
| 20 |
140.52 |
136.93 |
3.59 |
2.6% |
0.82 |
0.6% |
93% |
True |
False |
742,424 |
| 40 |
140.52 |
136.93 |
3.59 |
2.6% |
0.87 |
0.6% |
93% |
True |
False |
712,134 |
| 60 |
140.52 |
135.22 |
5.30 |
3.8% |
0.89 |
0.6% |
95% |
True |
False |
581,617 |
| 80 |
140.52 |
132.87 |
7.65 |
5.5% |
1.02 |
0.7% |
97% |
True |
False |
483,363 |
| 100 |
140.52 |
132.87 |
7.65 |
5.5% |
1.09 |
0.8% |
97% |
True |
False |
386,848 |
| 120 |
140.52 |
132.87 |
7.65 |
5.5% |
1.08 |
0.8% |
97% |
True |
False |
322,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.31 |
|
2.618 |
141.62 |
|
1.618 |
141.20 |
|
1.000 |
140.94 |
|
0.618 |
140.78 |
|
HIGH |
140.52 |
|
0.618 |
140.36 |
|
0.500 |
140.31 |
|
0.382 |
140.26 |
|
LOW |
140.10 |
|
0.618 |
139.84 |
|
1.000 |
139.68 |
|
1.618 |
139.42 |
|
2.618 |
139.00 |
|
4.250 |
138.32 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.31 |
140.22 |
| PP |
140.30 |
140.17 |
| S1 |
140.28 |
140.12 |
|