Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
134.90 |
134.14 |
-0.76 |
-0.6% |
134.50 |
| High |
134.98 |
134.55 |
-0.43 |
-0.3% |
136.29 |
| Low |
133.87 |
133.76 |
-0.11 |
-0.1% |
134.37 |
| Close |
133.91 |
134.24 |
0.33 |
0.2% |
134.93 |
| Range |
1.11 |
0.79 |
-0.32 |
-28.8% |
1.92 |
| ATR |
1.02 |
1.00 |
-0.02 |
-1.6% |
0.00 |
| Volume |
984,676 |
1,167,091 |
182,415 |
18.5% |
5,755,573 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.55 |
136.19 |
134.67 |
|
| R3 |
135.76 |
135.40 |
134.46 |
|
| R2 |
134.97 |
134.97 |
134.38 |
|
| R1 |
134.61 |
134.61 |
134.31 |
134.79 |
| PP |
134.18 |
134.18 |
134.18 |
134.28 |
| S1 |
133.82 |
133.82 |
134.17 |
134.00 |
| S2 |
133.39 |
133.39 |
134.10 |
|
| S3 |
132.60 |
133.03 |
134.02 |
|
| S4 |
131.81 |
132.24 |
133.81 |
|
|
| 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 |
133.76 |
2.53 |
1.9% |
1.03 |
0.8% |
19% |
False |
True |
1,219,431 |
| 10 |
136.29 |
133.55 |
2.74 |
2.0% |
0.98 |
0.7% |
25% |
False |
False |
1,087,851 |
| 20 |
136.29 |
133.55 |
2.74 |
2.0% |
0.86 |
0.6% |
25% |
False |
False |
1,042,721 |
| 40 |
138.84 |
133.55 |
5.29 |
3.9% |
0.95 |
0.7% |
13% |
False |
False |
928,017 |
| 60 |
138.84 |
129.72 |
9.12 |
6.8% |
0.91 |
0.7% |
50% |
False |
False |
697,003 |
| 80 |
138.84 |
127.44 |
11.40 |
8.5% |
0.83 |
0.6% |
60% |
False |
False |
522,831 |
| 100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.76 |
0.6% |
61% |
False |
False |
418,281 |
| 120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.66 |
0.5% |
61% |
False |
False |
348,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.91 |
|
2.618 |
136.62 |
|
1.618 |
135.83 |
|
1.000 |
135.34 |
|
0.618 |
135.04 |
|
HIGH |
134.55 |
|
0.618 |
134.25 |
|
0.500 |
134.16 |
|
0.382 |
134.06 |
|
LOW |
133.76 |
|
0.618 |
133.27 |
|
1.000 |
132.97 |
|
1.618 |
132.48 |
|
2.618 |
131.69 |
|
4.250 |
130.40 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
134.21 |
134.82 |
| PP |
134.18 |
134.63 |
| S1 |
134.16 |
134.43 |
|