Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 29-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
138.72 |
138.14 |
-0.58 |
-0.4% |
137.69 |
High |
138.72 |
138.37 |
-0.35 |
-0.3% |
138.84 |
Low |
138.01 |
137.07 |
-0.94 |
-0.7% |
137.07 |
Close |
138.31 |
137.22 |
-1.09 |
-0.8% |
137.22 |
Range |
0.71 |
1.30 |
0.59 |
83.1% |
1.77 |
ATR |
0.93 |
0.95 |
0.03 |
2.9% |
0.00 |
Volume |
1,004,058 |
474,435 |
-529,623 |
-52.7% |
1,832,861 |
|
Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.45 |
140.64 |
137.94 |
|
R3 |
140.15 |
139.34 |
137.58 |
|
R2 |
138.85 |
138.85 |
137.46 |
|
R1 |
138.04 |
138.04 |
137.34 |
137.80 |
PP |
137.55 |
137.55 |
137.55 |
137.43 |
S1 |
136.74 |
136.74 |
137.10 |
136.50 |
S2 |
136.25 |
136.25 |
136.98 |
|
S3 |
134.95 |
135.44 |
136.86 |
|
S4 |
133.65 |
134.14 |
136.51 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.02 |
141.89 |
138.19 |
|
R3 |
141.25 |
140.12 |
137.71 |
|
R2 |
139.48 |
139.48 |
137.54 |
|
R1 |
138.35 |
138.35 |
137.38 |
138.03 |
PP |
137.71 |
137.71 |
137.71 |
137.55 |
S1 |
136.58 |
136.58 |
137.06 |
136.26 |
S2 |
135.94 |
135.94 |
136.90 |
|
S3 |
134.17 |
134.81 |
136.73 |
|
S4 |
132.40 |
133.04 |
136.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.84 |
137.07 |
1.77 |
1.3% |
0.86 |
0.6% |
8% |
False |
True |
579,335 |
10 |
138.84 |
135.81 |
3.03 |
2.2% |
0.98 |
0.7% |
47% |
False |
False |
706,286 |
20 |
138.84 |
132.29 |
6.55 |
4.8% |
0.99 |
0.7% |
75% |
False |
False |
778,990 |
40 |
138.84 |
128.69 |
10.15 |
7.4% |
0.88 |
0.6% |
84% |
False |
False |
396,225 |
60 |
138.84 |
126.95 |
11.89 |
8.7% |
0.78 |
0.6% |
86% |
False |
False |
264,209 |
80 |
138.84 |
126.95 |
11.89 |
8.7% |
0.66 |
0.5% |
86% |
False |
False |
198,161 |
100 |
138.84 |
126.95 |
11.89 |
8.7% |
0.56 |
0.4% |
86% |
False |
False |
158,529 |
120 |
138.84 |
126.95 |
11.89 |
8.7% |
0.47 |
0.3% |
86% |
False |
False |
132,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.90 |
2.618 |
141.77 |
1.618 |
140.47 |
1.000 |
139.67 |
0.618 |
139.17 |
HIGH |
138.37 |
0.618 |
137.87 |
0.500 |
137.72 |
0.382 |
137.57 |
LOW |
137.07 |
0.618 |
136.27 |
1.000 |
135.77 |
1.618 |
134.97 |
2.618 |
133.67 |
4.250 |
131.55 |
|
|
Fisher Pivots for day following 29-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
137.72 |
137.96 |
PP |
137.55 |
137.71 |
S1 |
137.39 |
137.47 |
|