Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 22-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
133.04 |
132.32 |
-0.72 |
-0.5% |
133.42 |
High |
133.30 |
132.80 |
-0.50 |
-0.4% |
134.18 |
Low |
132.26 |
131.78 |
-0.48 |
-0.4% |
132.71 |
Close |
132.59 |
132.58 |
-0.01 |
0.0% |
132.96 |
Range |
1.04 |
1.02 |
-0.02 |
-1.9% |
1.47 |
ATR |
0.93 |
0.94 |
0.01 |
0.7% |
0.00 |
Volume |
946,030 |
1,237,801 |
291,771 |
30.8% |
4,618,429 |
|
Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.45 |
135.03 |
133.14 |
|
R3 |
134.43 |
134.01 |
132.86 |
|
R2 |
133.41 |
133.41 |
132.77 |
|
R1 |
132.99 |
132.99 |
132.67 |
133.20 |
PP |
132.39 |
132.39 |
132.39 |
132.49 |
S1 |
131.97 |
131.97 |
132.49 |
132.18 |
S2 |
131.37 |
131.37 |
132.39 |
|
S3 |
130.35 |
130.95 |
132.30 |
|
S4 |
129.33 |
129.93 |
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 |
131.78 |
2.40 |
1.8% |
0.87 |
0.7% |
33% |
False |
True |
988,872 |
10 |
134.28 |
131.78 |
2.50 |
1.9% |
0.88 |
0.7% |
32% |
False |
True |
943,156 |
20 |
136.29 |
131.78 |
4.51 |
3.4% |
0.92 |
0.7% |
18% |
False |
True |
1,010,205 |
40 |
138.84 |
131.78 |
7.06 |
5.3% |
0.92 |
0.7% |
11% |
False |
True |
964,049 |
60 |
138.84 |
130.47 |
8.37 |
6.3% |
0.94 |
0.7% |
25% |
False |
False |
868,665 |
80 |
138.84 |
127.95 |
10.89 |
8.2% |
0.89 |
0.7% |
43% |
False |
False |
652,371 |
100 |
138.84 |
126.95 |
11.89 |
9.0% |
0.83 |
0.6% |
47% |
False |
False |
521,926 |
120 |
138.84 |
126.95 |
11.89 |
9.0% |
0.73 |
0.6% |
47% |
False |
False |
434,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.14 |
2.618 |
135.47 |
1.618 |
134.45 |
1.000 |
133.82 |
0.618 |
133.43 |
HIGH |
132.80 |
0.618 |
132.41 |
0.500 |
132.29 |
0.382 |
132.17 |
LOW |
131.78 |
0.618 |
131.15 |
1.000 |
130.76 |
1.618 |
130.13 |
2.618 |
129.11 |
4.250 |
127.45 |
|
|
Fisher Pivots for day following 22-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
132.48 |
132.59 |
PP |
132.39 |
132.59 |
S1 |
132.29 |
132.58 |
|