Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
140.22 |
140.01 |
-0.21 |
-0.1% |
139.91 |
High |
140.29 |
140.01 |
-0.28 |
-0.2% |
140.52 |
Low |
139.84 |
140.01 |
0.17 |
0.1% |
139.71 |
Close |
140.01 |
140.01 |
0.00 |
0.0% |
140.01 |
Range |
0.45 |
0.00 |
-0.45 |
-100.0% |
0.81 |
ATR |
0.81 |
0.76 |
-0.06 |
-7.1% |
0.00 |
Volume |
56,131 |
200 |
-55,931 |
-99.6% |
2,995,931 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.01 |
140.01 |
140.01 |
|
R3 |
140.01 |
140.01 |
140.01 |
|
R2 |
140.01 |
140.01 |
140.01 |
|
R1 |
140.01 |
140.01 |
140.01 |
140.01 |
PP |
140.01 |
140.01 |
140.01 |
140.01 |
S1 |
140.01 |
140.01 |
140.01 |
140.01 |
S2 |
140.01 |
140.01 |
140.01 |
|
S3 |
140.01 |
140.01 |
140.01 |
|
S4 |
140.01 |
140.01 |
140.01 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.51 |
142.07 |
140.46 |
|
R3 |
141.70 |
141.26 |
140.23 |
|
R2 |
140.89 |
140.89 |
140.16 |
|
R1 |
140.45 |
140.45 |
140.08 |
140.67 |
PP |
140.08 |
140.08 |
140.08 |
140.19 |
S1 |
139.64 |
139.64 |
139.94 |
139.86 |
S2 |
139.27 |
139.27 |
139.86 |
|
S3 |
138.46 |
138.83 |
139.79 |
|
S4 |
137.65 |
138.02 |
139.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.52 |
139.71 |
0.81 |
0.6% |
0.42 |
0.3% |
37% |
False |
False |
599,186 |
10 |
140.52 |
138.81 |
1.71 |
1.2% |
0.64 |
0.5% |
70% |
False |
False |
689,309 |
20 |
140.52 |
137.23 |
3.29 |
2.3% |
0.77 |
0.5% |
84% |
False |
False |
672,463 |
40 |
140.52 |
136.93 |
3.59 |
2.6% |
0.84 |
0.6% |
86% |
False |
False |
685,456 |
60 |
140.52 |
136.61 |
3.91 |
2.8% |
0.86 |
0.6% |
87% |
False |
False |
567,820 |
80 |
140.52 |
132.87 |
7.65 |
5.5% |
0.99 |
0.7% |
93% |
False |
False |
483,969 |
100 |
140.52 |
132.87 |
7.65 |
5.5% |
1.06 |
0.8% |
93% |
False |
False |
387,405 |
120 |
140.52 |
132.87 |
7.65 |
5.5% |
1.07 |
0.8% |
93% |
False |
False |
322,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.01 |
2.618 |
140.01 |
1.618 |
140.01 |
1.000 |
140.01 |
0.618 |
140.01 |
HIGH |
140.01 |
0.618 |
140.01 |
0.500 |
140.01 |
0.382 |
140.01 |
LOW |
140.01 |
0.618 |
140.01 |
1.000 |
140.01 |
1.618 |
140.01 |
2.618 |
140.01 |
4.250 |
140.01 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
140.01 |
140.18 |
PP |
140.01 |
140.12 |
S1 |
140.01 |
140.07 |
|