Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 08-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
134.46 |
134.04 |
-0.42 |
-0.3% |
134.50 |
High |
134.60 |
134.28 |
-0.32 |
-0.2% |
136.29 |
Low |
133.97 |
133.34 |
-0.63 |
-0.5% |
134.37 |
Close |
134.30 |
133.62 |
-0.68 |
-0.5% |
134.93 |
Range |
0.63 |
0.94 |
0.31 |
49.2% |
1.92 |
ATR |
0.98 |
0.97 |
0.00 |
-0.1% |
0.00 |
Volume |
933,086 |
889,854 |
-43,232 |
-4.6% |
5,755,573 |
|
Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.57 |
136.03 |
134.14 |
|
R3 |
135.63 |
135.09 |
133.88 |
|
R2 |
134.69 |
134.69 |
133.79 |
|
R1 |
134.15 |
134.15 |
133.71 |
133.95 |
PP |
133.75 |
133.75 |
133.75 |
133.65 |
S1 |
133.21 |
133.21 |
133.53 |
133.01 |
S2 |
132.81 |
132.81 |
133.45 |
|
S3 |
131.87 |
132.27 |
133.36 |
|
S4 |
130.93 |
131.33 |
133.10 |
|
|
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 |
135.88 |
133.34 |
2.54 |
1.9% |
0.91 |
0.7% |
11% |
False |
True |
1,028,233 |
10 |
136.29 |
133.34 |
2.95 |
2.2% |
0.95 |
0.7% |
9% |
False |
True |
1,059,322 |
20 |
136.29 |
133.34 |
2.95 |
2.2% |
0.87 |
0.6% |
9% |
False |
True |
1,027,788 |
40 |
138.84 |
133.34 |
5.50 |
4.1% |
0.94 |
0.7% |
5% |
False |
True |
926,544 |
60 |
138.84 |
129.72 |
9.12 |
6.8% |
0.91 |
0.7% |
43% |
False |
False |
727,340 |
80 |
138.84 |
127.44 |
11.40 |
8.5% |
0.84 |
0.6% |
54% |
False |
False |
545,615 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.77 |
0.6% |
56% |
False |
False |
436,511 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.68 |
0.5% |
56% |
False |
False |
363,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.28 |
2.618 |
136.74 |
1.618 |
135.80 |
1.000 |
135.22 |
0.618 |
134.86 |
HIGH |
134.28 |
0.618 |
133.92 |
0.500 |
133.81 |
0.382 |
133.70 |
LOW |
133.34 |
0.618 |
132.76 |
1.000 |
132.40 |
1.618 |
131.82 |
2.618 |
130.88 |
4.250 |
129.35 |
|
|
Fisher Pivots for day following 08-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
133.81 |
133.97 |
PP |
133.75 |
133.85 |
S1 |
133.68 |
133.74 |
|