Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 01-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
134.91 |
135.75 |
0.84 |
0.6% |
134.17 |
High |
135.94 |
136.29 |
0.35 |
0.3% |
135.02 |
Low |
134.84 |
135.20 |
0.36 |
0.3% |
133.55 |
Close |
135.85 |
136.25 |
0.40 |
0.3% |
134.29 |
Range |
1.10 |
1.09 |
-0.01 |
-0.9% |
1.47 |
ATR |
0.97 |
0.98 |
0.01 |
0.9% |
0.00 |
Volume |
1,574,839 |
1,204,091 |
-370,748 |
-23.5% |
4,525,059 |
|
Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.18 |
138.81 |
136.85 |
|
R3 |
138.09 |
137.72 |
136.55 |
|
R2 |
137.00 |
137.00 |
136.45 |
|
R1 |
136.63 |
136.63 |
136.35 |
136.82 |
PP |
135.91 |
135.91 |
135.91 |
136.01 |
S1 |
135.54 |
135.54 |
136.15 |
135.73 |
S2 |
134.82 |
134.82 |
136.05 |
|
S3 |
133.73 |
134.45 |
135.95 |
|
S4 |
132.64 |
133.36 |
135.65 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.70 |
137.96 |
135.10 |
|
R3 |
137.23 |
136.49 |
134.69 |
|
R2 |
135.76 |
135.76 |
134.56 |
|
R1 |
135.02 |
135.02 |
134.42 |
135.39 |
PP |
134.29 |
134.29 |
134.29 |
134.47 |
S1 |
133.55 |
133.55 |
134.16 |
133.92 |
S2 |
132.82 |
132.82 |
134.02 |
|
S3 |
131.35 |
132.08 |
133.89 |
|
S4 |
129.88 |
130.61 |
133.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.29 |
134.16 |
2.13 |
1.6% |
1.00 |
0.7% |
98% |
True |
False |
1,090,411 |
10 |
136.29 |
133.55 |
2.74 |
2.0% |
0.88 |
0.6% |
99% |
True |
False |
990,436 |
20 |
137.96 |
133.55 |
4.41 |
3.2% |
0.92 |
0.7% |
61% |
False |
False |
1,036,794 |
40 |
138.84 |
133.42 |
5.42 |
4.0% |
0.95 |
0.7% |
52% |
False |
False |
926,867 |
60 |
138.84 |
129.72 |
9.12 |
6.7% |
0.90 |
0.7% |
72% |
False |
False |
641,748 |
80 |
138.84 |
127.44 |
11.40 |
8.4% |
0.83 |
0.6% |
77% |
False |
False |
481,362 |
100 |
138.84 |
126.95 |
11.89 |
8.7% |
0.73 |
0.5% |
78% |
False |
False |
385,099 |
120 |
138.84 |
126.95 |
11.89 |
8.7% |
0.64 |
0.5% |
78% |
False |
False |
320,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.92 |
2.618 |
139.14 |
1.618 |
138.05 |
1.000 |
137.38 |
0.618 |
136.96 |
HIGH |
136.29 |
0.618 |
135.87 |
0.500 |
135.75 |
0.382 |
135.62 |
LOW |
135.20 |
0.618 |
134.53 |
1.000 |
134.11 |
1.618 |
133.44 |
2.618 |
132.35 |
4.250 |
130.57 |
|
|
Fisher Pivots for day following 01-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
136.08 |
135.94 |
PP |
135.91 |
135.64 |
S1 |
135.75 |
135.33 |
|