Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 13-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
133.42 |
133.57 |
0.15 |
0.1% |
134.90 |
High |
133.82 |
134.00 |
0.18 |
0.1% |
134.98 |
Low |
133.36 |
132.81 |
-0.55 |
-0.4% |
133.20 |
Close |
133.45 |
133.11 |
-0.34 |
-0.3% |
133.30 |
Range |
0.46 |
1.19 |
0.73 |
158.7% |
1.78 |
ATR |
0.92 |
0.94 |
0.02 |
2.0% |
0.00 |
Volume |
652,107 |
1,090,678 |
438,571 |
67.3% |
4,880,048 |
|
Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.88 |
136.18 |
133.76 |
|
R3 |
135.69 |
134.99 |
133.44 |
|
R2 |
134.50 |
134.50 |
133.33 |
|
R1 |
133.80 |
133.80 |
133.22 |
133.56 |
PP |
133.31 |
133.31 |
133.31 |
133.18 |
S1 |
132.61 |
132.61 |
133.00 |
132.37 |
S2 |
132.12 |
132.12 |
132.89 |
|
S3 |
130.93 |
131.42 |
132.78 |
|
S4 |
129.74 |
130.23 |
132.46 |
|
|
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 |
132.81 |
1.79 |
1.3% |
0.79 |
0.6% |
17% |
False |
True |
894,213 |
10 |
136.29 |
132.81 |
3.48 |
2.6% |
0.91 |
0.7% |
9% |
False |
True |
1,056,822 |
20 |
136.29 |
132.81 |
3.48 |
2.6% |
0.86 |
0.6% |
9% |
False |
True |
1,001,331 |
40 |
138.84 |
132.81 |
6.03 |
4.5% |
0.94 |
0.7% |
5% |
False |
True |
937,729 |
60 |
138.84 |
130.47 |
8.37 |
6.3% |
0.91 |
0.7% |
32% |
False |
False |
771,359 |
80 |
138.84 |
127.44 |
11.40 |
8.6% |
0.86 |
0.6% |
50% |
False |
False |
578,712 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.79 |
0.6% |
52% |
False |
False |
462,992 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.70 |
0.5% |
52% |
False |
False |
385,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.06 |
2.618 |
137.12 |
1.618 |
135.93 |
1.000 |
135.19 |
0.618 |
134.74 |
HIGH |
134.00 |
0.618 |
133.55 |
0.500 |
133.41 |
0.382 |
133.26 |
LOW |
132.81 |
0.618 |
132.07 |
1.000 |
131.62 |
1.618 |
130.88 |
2.618 |
129.69 |
4.250 |
127.75 |
|
|
Fisher Pivots for day following 13-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
133.41 |
133.41 |
PP |
133.31 |
133.31 |
S1 |
133.21 |
133.21 |
|