Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 16-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
133.87 |
133.54 |
-0.33 |
-0.2% |
133.42 |
High |
134.18 |
133.54 |
-0.64 |
-0.5% |
134.18 |
Low |
133.35 |
132.71 |
-0.64 |
-0.5% |
132.71 |
Close |
133.61 |
132.96 |
-0.65 |
-0.5% |
132.96 |
Range |
0.83 |
0.83 |
0.00 |
0.0% |
1.47 |
ATR |
0.95 |
0.95 |
0.00 |
-0.4% |
0.00 |
Volume |
1,049,876 |
876,544 |
-173,332 |
-16.5% |
4,618,429 |
|
Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.56 |
135.09 |
133.42 |
|
R3 |
134.73 |
134.26 |
133.19 |
|
R2 |
133.90 |
133.90 |
133.11 |
|
R1 |
133.43 |
133.43 |
133.04 |
133.25 |
PP |
133.07 |
133.07 |
133.07 |
132.98 |
S1 |
132.60 |
132.60 |
132.88 |
132.42 |
S2 |
132.24 |
132.24 |
132.81 |
|
S3 |
131.41 |
131.77 |
132.73 |
|
S4 |
130.58 |
130.94 |
132.50 |
|
|
Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.69 |
136.80 |
133.77 |
|
R3 |
136.22 |
135.33 |
133.36 |
|
R2 |
134.75 |
134.75 |
133.23 |
|
R1 |
133.86 |
133.86 |
133.09 |
133.57 |
PP |
133.28 |
133.28 |
133.28 |
133.14 |
S1 |
132.39 |
132.39 |
132.83 |
132.10 |
S2 |
131.81 |
131.81 |
132.69 |
|
S3 |
130.34 |
130.92 |
132.56 |
|
S4 |
128.87 |
129.45 |
132.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.18 |
132.71 |
1.47 |
1.1% |
0.89 |
0.7% |
17% |
False |
True |
923,685 |
10 |
134.98 |
132.71 |
2.27 |
1.7% |
0.87 |
0.7% |
11% |
False |
True |
949,847 |
20 |
136.29 |
132.71 |
3.58 |
2.7% |
0.90 |
0.7% |
7% |
False |
True |
988,955 |
40 |
138.84 |
132.71 |
6.13 |
4.6% |
0.91 |
0.7% |
4% |
False |
True |
937,866 |
60 |
138.84 |
130.47 |
8.37 |
6.3% |
0.92 |
0.7% |
30% |
False |
False |
819,125 |
80 |
138.84 |
127.44 |
11.40 |
8.6% |
0.87 |
0.7% |
48% |
False |
False |
614,649 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.81 |
0.6% |
51% |
False |
False |
491,748 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.71 |
0.5% |
51% |
False |
False |
409,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.07 |
2.618 |
135.71 |
1.618 |
134.88 |
1.000 |
134.37 |
0.618 |
134.05 |
HIGH |
133.54 |
0.618 |
133.22 |
0.500 |
133.13 |
0.382 |
133.03 |
LOW |
132.71 |
0.618 |
132.20 |
1.000 |
131.88 |
1.618 |
131.37 |
2.618 |
130.54 |
4.250 |
129.18 |
|
|
Fisher Pivots for day following 16-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
133.13 |
133.45 |
PP |
133.07 |
133.28 |
S1 |
133.02 |
133.12 |
|