Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 09-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
134.04 |
133.40 |
-0.64 |
-0.5% |
134.90 |
High |
134.28 |
133.92 |
-0.36 |
-0.3% |
134.98 |
Low |
133.34 |
133.20 |
-0.14 |
-0.1% |
133.20 |
Close |
133.62 |
133.30 |
-0.32 |
-0.2% |
133.30 |
Range |
0.94 |
0.72 |
-0.22 |
-23.4% |
1.78 |
ATR |
0.97 |
0.96 |
-0.02 |
-1.9% |
0.00 |
Volume |
889,854 |
905,341 |
15,487 |
1.7% |
4,880,048 |
|
Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.63 |
135.19 |
133.70 |
|
R3 |
134.91 |
134.47 |
133.50 |
|
R2 |
134.19 |
134.19 |
133.43 |
|
R1 |
133.75 |
133.75 |
133.37 |
133.61 |
PP |
133.47 |
133.47 |
133.47 |
133.41 |
S1 |
133.03 |
133.03 |
133.23 |
132.89 |
S2 |
132.75 |
132.75 |
133.17 |
|
S3 |
132.03 |
132.31 |
133.10 |
|
S4 |
131.31 |
131.59 |
132.90 |
|
|
Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.17 |
138.01 |
134.28 |
|
R3 |
137.39 |
136.23 |
133.79 |
|
R2 |
135.61 |
135.61 |
133.63 |
|
R1 |
134.45 |
134.45 |
133.46 |
134.14 |
PP |
133.83 |
133.83 |
133.83 |
133.67 |
S1 |
132.67 |
132.67 |
133.14 |
132.36 |
S2 |
132.05 |
132.05 |
132.97 |
|
S3 |
130.27 |
130.89 |
132.81 |
|
S4 |
128.49 |
129.11 |
132.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.98 |
133.20 |
1.78 |
1.3% |
0.84 |
0.6% |
6% |
False |
True |
976,009 |
10 |
136.29 |
133.20 |
3.09 |
2.3% |
0.94 |
0.7% |
3% |
False |
True |
1,063,562 |
20 |
136.29 |
133.20 |
3.09 |
2.3% |
0.86 |
0.6% |
3% |
False |
True |
1,017,246 |
40 |
138.84 |
133.20 |
5.64 |
4.2% |
0.95 |
0.7% |
2% |
False |
True |
934,578 |
60 |
138.84 |
129.72 |
9.12 |
6.8% |
0.92 |
0.7% |
39% |
False |
False |
742,412 |
80 |
138.84 |
127.44 |
11.40 |
8.6% |
0.84 |
0.6% |
51% |
False |
False |
556,929 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.77 |
0.6% |
53% |
False |
False |
445,564 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.68 |
0.5% |
53% |
False |
False |
371,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.98 |
2.618 |
135.80 |
1.618 |
135.08 |
1.000 |
134.64 |
0.618 |
134.36 |
HIGH |
133.92 |
0.618 |
133.64 |
0.500 |
133.56 |
0.382 |
133.48 |
LOW |
133.20 |
0.618 |
132.76 |
1.000 |
132.48 |
1.618 |
132.04 |
2.618 |
131.32 |
4.250 |
130.14 |
|
|
Fisher Pivots for day following 09-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
133.56 |
133.90 |
PP |
133.47 |
133.70 |
S1 |
133.39 |
133.50 |
|