Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 15-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
132.89 |
133.87 |
0.98 |
0.7% |
134.90 |
High |
133.93 |
134.18 |
0.25 |
0.2% |
134.98 |
Low |
132.77 |
133.35 |
0.58 |
0.4% |
133.20 |
Close |
133.57 |
133.61 |
0.04 |
0.0% |
133.30 |
Range |
1.16 |
0.83 |
-0.33 |
-28.4% |
1.78 |
ATR |
0.96 |
0.95 |
-0.01 |
-1.0% |
0.00 |
Volume |
949,224 |
1,049,876 |
100,652 |
10.6% |
4,880,048 |
|
Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.20 |
135.74 |
134.07 |
|
R3 |
135.37 |
134.91 |
133.84 |
|
R2 |
134.54 |
134.54 |
133.76 |
|
R1 |
134.08 |
134.08 |
133.69 |
133.90 |
PP |
133.71 |
133.71 |
133.71 |
133.62 |
S1 |
133.25 |
133.25 |
133.53 |
133.07 |
S2 |
132.88 |
132.88 |
133.46 |
|
S3 |
132.05 |
132.42 |
133.38 |
|
S4 |
131.22 |
131.59 |
133.15 |
|
|
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 |
134.18 |
132.77 |
1.41 |
1.1% |
0.87 |
0.7% |
60% |
True |
False |
929,445 |
10 |
135.88 |
132.77 |
3.11 |
2.3% |
0.89 |
0.7% |
27% |
False |
False |
978,839 |
20 |
136.29 |
132.77 |
3.52 |
2.6% |
0.88 |
0.7% |
24% |
False |
False |
984,638 |
40 |
138.84 |
132.77 |
6.07 |
4.5% |
0.91 |
0.7% |
14% |
False |
False |
930,733 |
60 |
138.84 |
130.47 |
8.37 |
6.3% |
0.92 |
0.7% |
38% |
False |
False |
804,589 |
80 |
138.84 |
127.44 |
11.40 |
8.5% |
0.87 |
0.7% |
54% |
False |
False |
603,695 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.81 |
0.6% |
56% |
False |
False |
482,983 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.71 |
0.5% |
56% |
False |
False |
402,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.71 |
2.618 |
136.35 |
1.618 |
135.52 |
1.000 |
135.01 |
0.618 |
134.69 |
HIGH |
134.18 |
0.618 |
133.86 |
0.500 |
133.77 |
0.382 |
133.67 |
LOW |
133.35 |
0.618 |
132.84 |
1.000 |
132.52 |
1.618 |
132.01 |
2.618 |
131.18 |
4.250 |
129.82 |
|
|
Fisher Pivots for day following 15-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
133.77 |
133.57 |
PP |
133.71 |
133.52 |
S1 |
133.66 |
133.48 |
|