Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 02-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
135.75 |
135.78 |
0.03 |
0.0% |
134.50 |
High |
136.29 |
135.88 |
-0.41 |
-0.3% |
136.29 |
Low |
135.20 |
134.82 |
-0.38 |
-0.3% |
134.37 |
Close |
136.25 |
134.93 |
-1.32 |
-1.0% |
134.93 |
Range |
1.09 |
1.06 |
-0.03 |
-2.8% |
1.92 |
ATR |
0.98 |
1.01 |
0.03 |
3.3% |
0.00 |
Volume |
1,204,091 |
1,166,462 |
-37,629 |
-3.1% |
5,755,573 |
|
Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.39 |
137.72 |
135.51 |
|
R3 |
137.33 |
136.66 |
135.22 |
|
R2 |
136.27 |
136.27 |
135.12 |
|
R1 |
135.60 |
135.60 |
135.03 |
135.41 |
PP |
135.21 |
135.21 |
135.21 |
135.11 |
S1 |
134.54 |
134.54 |
134.83 |
134.35 |
S2 |
134.15 |
134.15 |
134.74 |
|
S3 |
133.09 |
133.48 |
134.64 |
|
S4 |
132.03 |
132.42 |
134.35 |
|
|
Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.96 |
139.86 |
135.99 |
|
R3 |
139.04 |
137.94 |
135.46 |
|
R2 |
137.12 |
137.12 |
135.28 |
|
R1 |
136.02 |
136.02 |
135.11 |
136.57 |
PP |
135.20 |
135.20 |
135.20 |
135.47 |
S1 |
134.10 |
134.10 |
134.75 |
134.65 |
S2 |
133.28 |
133.28 |
134.58 |
|
S3 |
131.36 |
132.18 |
134.40 |
|
S4 |
129.44 |
130.26 |
133.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.29 |
134.37 |
1.92 |
1.4% |
1.04 |
0.8% |
29% |
False |
False |
1,151,114 |
10 |
136.29 |
133.55 |
2.74 |
2.0% |
0.92 |
0.7% |
50% |
False |
False |
1,028,063 |
20 |
136.29 |
133.55 |
2.74 |
2.0% |
0.87 |
0.6% |
50% |
False |
False |
1,034,805 |
40 |
138.84 |
133.55 |
5.29 |
3.9% |
0.96 |
0.7% |
26% |
False |
False |
927,131 |
60 |
138.84 |
129.72 |
9.12 |
6.8% |
0.90 |
0.7% |
57% |
False |
False |
661,170 |
80 |
138.84 |
127.44 |
11.40 |
8.4% |
0.83 |
0.6% |
66% |
False |
False |
495,941 |
100 |
138.84 |
126.95 |
11.89 |
8.8% |
0.74 |
0.6% |
67% |
False |
False |
396,764 |
120 |
138.84 |
126.95 |
11.89 |
8.8% |
0.65 |
0.5% |
67% |
False |
False |
330,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.39 |
2.618 |
138.66 |
1.618 |
137.60 |
1.000 |
136.94 |
0.618 |
136.54 |
HIGH |
135.88 |
0.618 |
135.48 |
0.500 |
135.35 |
0.382 |
135.22 |
LOW |
134.82 |
0.618 |
134.16 |
1.000 |
133.76 |
1.618 |
133.10 |
2.618 |
132.04 |
4.250 |
130.32 |
|
|
Fisher Pivots for day following 02-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
135.35 |
135.56 |
PP |
135.21 |
135.35 |
S1 |
135.07 |
135.14 |
|