Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
140.22 |
140.22 |
0.00 |
0.0% |
139.12 |
| High |
140.52 |
140.29 |
-0.23 |
-0.2% |
140.28 |
| Low |
140.10 |
139.84 |
-0.26 |
-0.2% |
138.81 |
| Close |
140.27 |
140.01 |
-0.26 |
-0.2% |
140.06 |
| Range |
0.42 |
0.45 |
0.03 |
7.1% |
1.47 |
| ATR |
0.84 |
0.81 |
-0.03 |
-3.3% |
0.00 |
| Volume |
718,305 |
56,131 |
-662,174 |
-92.2% |
3,897,161 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.40 |
141.15 |
140.26 |
|
| R3 |
140.95 |
140.70 |
140.13 |
|
| R2 |
140.50 |
140.50 |
140.09 |
|
| R1 |
140.25 |
140.25 |
140.05 |
140.15 |
| PP |
140.05 |
140.05 |
140.05 |
140.00 |
| S1 |
139.80 |
139.80 |
139.97 |
139.70 |
| S2 |
139.60 |
139.60 |
139.93 |
|
| S3 |
139.15 |
139.35 |
139.89 |
|
| S4 |
138.70 |
138.90 |
139.76 |
|
|
| 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 |
139.39 |
1.13 |
0.8% |
0.58 |
0.4% |
55% |
False |
False |
730,522 |
| 10 |
140.52 |
138.81 |
1.71 |
1.2% |
0.68 |
0.5% |
70% |
False |
False |
737,704 |
| 20 |
140.52 |
136.93 |
3.59 |
2.6% |
0.82 |
0.6% |
86% |
False |
False |
714,094 |
| 40 |
140.52 |
136.93 |
3.59 |
2.6% |
0.87 |
0.6% |
86% |
False |
False |
700,993 |
| 60 |
140.52 |
135.97 |
4.55 |
3.2% |
0.87 |
0.6% |
89% |
False |
False |
575,456 |
| 80 |
140.52 |
132.87 |
7.65 |
5.5% |
1.00 |
0.7% |
93% |
False |
False |
484,020 |
| 100 |
140.52 |
132.87 |
7.65 |
5.5% |
1.07 |
0.8% |
93% |
False |
False |
387,404 |
| 120 |
140.52 |
132.87 |
7.65 |
5.5% |
1.08 |
0.8% |
93% |
False |
False |
322,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.20 |
|
2.618 |
141.47 |
|
1.618 |
141.02 |
|
1.000 |
140.74 |
|
0.618 |
140.57 |
|
HIGH |
140.29 |
|
0.618 |
140.12 |
|
0.500 |
140.07 |
|
0.382 |
140.01 |
|
LOW |
139.84 |
|
0.618 |
139.56 |
|
1.000 |
139.39 |
|
1.618 |
139.11 |
|
2.618 |
138.66 |
|
4.250 |
137.93 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.07 |
140.18 |
| PP |
140.05 |
140.12 |
| S1 |
140.03 |
140.07 |
|