Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 20-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
133.54 |
132.78 |
-0.76 |
-0.6% |
133.42 |
High |
133.54 |
133.40 |
-0.14 |
-0.1% |
134.18 |
Low |
132.71 |
132.77 |
0.06 |
0.0% |
132.71 |
Close |
132.96 |
133.26 |
0.30 |
0.2% |
132.96 |
Range |
0.83 |
0.63 |
-0.20 |
-24.1% |
1.47 |
ATR |
0.95 |
0.92 |
-0.02 |
-2.4% |
0.00 |
Volume |
876,544 |
834,112 |
-42,432 |
-4.8% |
4,618,429 |
|
Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.03 |
134.78 |
133.61 |
|
R3 |
134.40 |
134.15 |
133.43 |
|
R2 |
133.77 |
133.77 |
133.38 |
|
R1 |
133.52 |
133.52 |
133.32 |
133.65 |
PP |
133.14 |
133.14 |
133.14 |
133.21 |
S1 |
132.89 |
132.89 |
133.20 |
133.02 |
S2 |
132.51 |
132.51 |
133.14 |
|
S3 |
131.88 |
132.26 |
133.09 |
|
S4 |
131.25 |
131.63 |
132.91 |
|
|
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% |
0.93 |
0.7% |
37% |
False |
False |
960,086 |
10 |
134.60 |
132.71 |
1.89 |
1.4% |
0.82 |
0.6% |
29% |
False |
False |
934,791 |
20 |
136.29 |
132.71 |
3.58 |
2.7% |
0.90 |
0.7% |
15% |
False |
False |
997,777 |
40 |
138.84 |
132.71 |
6.13 |
4.6% |
0.90 |
0.7% |
9% |
False |
False |
942,655 |
60 |
138.84 |
130.47 |
8.37 |
6.3% |
0.93 |
0.7% |
33% |
False |
False |
832,986 |
80 |
138.84 |
127.95 |
10.89 |
8.2% |
0.87 |
0.7% |
49% |
False |
False |
625,075 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.82 |
0.6% |
53% |
False |
False |
500,089 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.72 |
0.5% |
53% |
False |
False |
416,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.08 |
2.618 |
135.05 |
1.618 |
134.42 |
1.000 |
134.03 |
0.618 |
133.79 |
HIGH |
133.40 |
0.618 |
133.16 |
0.500 |
133.09 |
0.382 |
133.01 |
LOW |
132.77 |
0.618 |
132.38 |
1.000 |
132.14 |
1.618 |
131.75 |
2.618 |
131.12 |
4.250 |
130.09 |
|
|
Fisher Pivots for day following 20-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
133.20 |
133.45 |
PP |
133.14 |
133.38 |
S1 |
133.09 |
133.32 |
|