Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 14-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
133.57 |
132.89 |
-0.68 |
-0.5% |
134.90 |
High |
134.00 |
133.93 |
-0.07 |
-0.1% |
134.98 |
Low |
132.81 |
132.77 |
-0.04 |
0.0% |
133.20 |
Close |
133.11 |
133.57 |
0.46 |
0.3% |
133.30 |
Range |
1.19 |
1.16 |
-0.03 |
-2.5% |
1.78 |
ATR |
0.94 |
0.96 |
0.02 |
1.6% |
0.00 |
Volume |
1,090,678 |
949,224 |
-141,454 |
-13.0% |
4,880,048 |
|
Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.90 |
136.40 |
134.21 |
|
R3 |
135.74 |
135.24 |
133.89 |
|
R2 |
134.58 |
134.58 |
133.78 |
|
R1 |
134.08 |
134.08 |
133.68 |
134.33 |
PP |
133.42 |
133.42 |
133.42 |
133.55 |
S1 |
132.92 |
132.92 |
133.46 |
133.17 |
S2 |
132.26 |
132.26 |
133.36 |
|
S3 |
131.10 |
131.76 |
133.25 |
|
S4 |
129.94 |
130.60 |
132.93 |
|
|
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 |
134.28 |
132.77 |
1.51 |
1.1% |
0.89 |
0.7% |
53% |
False |
True |
897,440 |
10 |
136.29 |
132.77 |
3.52 |
2.6% |
0.92 |
0.7% |
23% |
False |
True |
994,261 |
20 |
136.29 |
132.77 |
3.52 |
2.6% |
0.88 |
0.7% |
23% |
False |
True |
981,032 |
40 |
138.84 |
132.77 |
6.07 |
4.5% |
0.93 |
0.7% |
13% |
False |
True |
928,300 |
60 |
138.84 |
130.47 |
8.37 |
6.3% |
0.92 |
0.7% |
37% |
False |
False |
787,139 |
80 |
138.84 |
127.44 |
11.40 |
8.5% |
0.86 |
0.6% |
54% |
False |
False |
590,572 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.80 |
0.6% |
56% |
False |
False |
472,484 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.71 |
0.5% |
56% |
False |
False |
393,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.86 |
2.618 |
136.97 |
1.618 |
135.81 |
1.000 |
135.09 |
0.618 |
134.65 |
HIGH |
133.93 |
0.618 |
133.49 |
0.500 |
133.35 |
0.382 |
133.21 |
LOW |
132.77 |
0.618 |
132.05 |
1.000 |
131.61 |
1.618 |
130.89 |
2.618 |
129.73 |
4.250 |
127.84 |
|
|
Fisher Pivots for day following 14-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
133.50 |
133.51 |
PP |
133.42 |
133.45 |
S1 |
133.35 |
133.39 |
|