Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 12-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
133.40 |
133.42 |
0.02 |
0.0% |
134.90 |
High |
133.92 |
133.82 |
-0.10 |
-0.1% |
134.98 |
Low |
133.20 |
133.36 |
0.16 |
0.1% |
133.20 |
Close |
133.30 |
133.45 |
0.15 |
0.1% |
133.30 |
Range |
0.72 |
0.46 |
-0.26 |
-36.1% |
1.78 |
ATR |
0.96 |
0.92 |
-0.03 |
-3.3% |
0.00 |
Volume |
905,341 |
652,107 |
-253,234 |
-28.0% |
4,880,048 |
|
Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.92 |
134.65 |
133.70 |
|
R3 |
134.46 |
134.19 |
133.58 |
|
R2 |
134.00 |
134.00 |
133.53 |
|
R1 |
133.73 |
133.73 |
133.49 |
133.87 |
PP |
133.54 |
133.54 |
133.54 |
133.61 |
S1 |
133.27 |
133.27 |
133.41 |
133.41 |
S2 |
133.08 |
133.08 |
133.37 |
|
S3 |
132.62 |
132.81 |
133.32 |
|
S4 |
132.16 |
132.35 |
133.20 |
|
|
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 |
134.60 |
133.20 |
1.40 |
1.0% |
0.71 |
0.5% |
18% |
False |
False |
909,495 |
10 |
136.29 |
133.20 |
3.09 |
2.3% |
0.90 |
0.7% |
8% |
False |
False |
1,052,090 |
20 |
136.29 |
133.20 |
3.09 |
2.3% |
0.85 |
0.6% |
8% |
False |
False |
1,001,597 |
40 |
138.84 |
133.20 |
5.64 |
4.2% |
0.94 |
0.7% |
4% |
False |
False |
930,859 |
60 |
138.84 |
130.00 |
8.84 |
6.6% |
0.92 |
0.7% |
39% |
False |
False |
753,253 |
80 |
138.84 |
127.44 |
11.40 |
8.5% |
0.85 |
0.6% |
53% |
False |
False |
565,080 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.77 |
0.6% |
55% |
False |
False |
452,085 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.69 |
0.5% |
55% |
False |
False |
376,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.78 |
2.618 |
135.02 |
1.618 |
134.56 |
1.000 |
134.28 |
0.618 |
134.10 |
HIGH |
133.82 |
0.618 |
133.64 |
0.500 |
133.59 |
0.382 |
133.54 |
LOW |
133.36 |
0.618 |
133.08 |
1.000 |
132.90 |
1.618 |
132.62 |
2.618 |
132.16 |
4.250 |
131.41 |
|
|
Fisher Pivots for day following 12-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
133.59 |
133.74 |
PP |
133.54 |
133.64 |
S1 |
133.50 |
133.55 |
|