Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 05-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
135.78 |
134.90 |
-0.88 |
-0.6% |
134.50 |
High |
135.88 |
134.98 |
-0.90 |
-0.7% |
136.29 |
Low |
134.82 |
133.87 |
-0.95 |
-0.7% |
134.37 |
Close |
134.93 |
133.91 |
-1.02 |
-0.8% |
134.93 |
Range |
1.06 |
1.11 |
0.05 |
4.7% |
1.92 |
ATR |
1.01 |
1.02 |
0.01 |
0.7% |
0.00 |
Volume |
1,166,462 |
984,676 |
-181,786 |
-15.6% |
5,755,573 |
|
Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.58 |
136.86 |
134.52 |
|
R3 |
136.47 |
135.75 |
134.22 |
|
R2 |
135.36 |
135.36 |
134.11 |
|
R1 |
134.64 |
134.64 |
134.01 |
134.45 |
PP |
134.25 |
134.25 |
134.25 |
134.16 |
S1 |
133.53 |
133.53 |
133.81 |
133.34 |
S2 |
133.14 |
133.14 |
133.71 |
|
S3 |
132.03 |
132.42 |
133.60 |
|
S4 |
130.92 |
131.31 |
133.30 |
|
|
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 |
133.87 |
2.42 |
1.8% |
1.09 |
0.8% |
2% |
False |
True |
1,194,684 |
10 |
136.29 |
133.55 |
2.74 |
2.0% |
0.99 |
0.7% |
13% |
False |
False |
1,060,763 |
20 |
136.29 |
133.55 |
2.74 |
2.0% |
0.87 |
0.7% |
13% |
False |
False |
1,033,836 |
40 |
138.84 |
133.55 |
5.29 |
4.0% |
0.96 |
0.7% |
7% |
False |
False |
926,613 |
60 |
138.84 |
129.72 |
9.12 |
6.8% |
0.91 |
0.7% |
46% |
False |
False |
677,574 |
80 |
138.84 |
127.44 |
11.40 |
8.5% |
0.83 |
0.6% |
57% |
False |
False |
508,244 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.75 |
0.6% |
59% |
False |
False |
406,610 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.66 |
0.5% |
59% |
False |
False |
338,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.70 |
2.618 |
137.89 |
1.618 |
136.78 |
1.000 |
136.09 |
0.618 |
135.67 |
HIGH |
134.98 |
0.618 |
134.56 |
0.500 |
134.43 |
0.382 |
134.29 |
LOW |
133.87 |
0.618 |
133.18 |
1.000 |
132.76 |
1.618 |
132.07 |
2.618 |
130.96 |
4.250 |
129.15 |
|
|
Fisher Pivots for day following 05-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
134.43 |
135.08 |
PP |
134.25 |
134.69 |
S1 |
134.08 |
134.30 |
|