Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 21-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
132.78 |
133.04 |
0.26 |
0.2% |
133.42 |
High |
133.40 |
133.30 |
-0.10 |
-0.1% |
134.18 |
Low |
132.77 |
132.26 |
-0.51 |
-0.4% |
132.71 |
Close |
133.26 |
132.59 |
-0.67 |
-0.5% |
132.96 |
Range |
0.63 |
1.04 |
0.41 |
65.1% |
1.47 |
ATR |
0.92 |
0.93 |
0.01 |
0.9% |
0.00 |
Volume |
834,112 |
946,030 |
111,918 |
13.4% |
4,618,429 |
|
Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.84 |
135.25 |
133.16 |
|
R3 |
134.80 |
134.21 |
132.88 |
|
R2 |
133.76 |
133.76 |
132.78 |
|
R1 |
133.17 |
133.17 |
132.69 |
132.95 |
PP |
132.72 |
132.72 |
132.72 |
132.60 |
S1 |
132.13 |
132.13 |
132.49 |
131.91 |
S2 |
131.68 |
131.68 |
132.40 |
|
S3 |
130.64 |
131.09 |
132.30 |
|
S4 |
129.60 |
130.05 |
132.02 |
|
|
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 |
132.26 |
1.92 |
1.4% |
0.90 |
0.7% |
17% |
False |
True |
931,157 |
10 |
134.60 |
132.26 |
2.34 |
1.8% |
0.84 |
0.6% |
14% |
False |
True |
912,685 |
20 |
136.29 |
132.26 |
4.03 |
3.0% |
0.91 |
0.7% |
8% |
False |
True |
1,000,268 |
40 |
138.84 |
132.26 |
6.58 |
5.0% |
0.91 |
0.7% |
5% |
False |
True |
949,969 |
60 |
138.84 |
130.47 |
8.37 |
6.3% |
0.94 |
0.7% |
25% |
False |
False |
848,441 |
80 |
138.84 |
127.95 |
10.89 |
8.2% |
0.88 |
0.7% |
43% |
False |
False |
636,899 |
100 |
138.84 |
126.95 |
11.89 |
9.0% |
0.83 |
0.6% |
47% |
False |
False |
509,549 |
120 |
138.84 |
126.95 |
11.89 |
9.0% |
0.72 |
0.5% |
47% |
False |
False |
424,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.72 |
2.618 |
136.02 |
1.618 |
134.98 |
1.000 |
134.34 |
0.618 |
133.94 |
HIGH |
133.30 |
0.618 |
132.90 |
0.500 |
132.78 |
0.382 |
132.66 |
LOW |
132.26 |
0.618 |
131.62 |
1.000 |
131.22 |
1.618 |
130.58 |
2.618 |
129.54 |
4.250 |
127.84 |
|
|
Fisher Pivots for day following 21-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
132.78 |
132.90 |
PP |
132.72 |
132.80 |
S1 |
132.65 |
132.69 |
|