Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 26-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
132.59 |
133.30 |
0.71 |
0.5% |
132.78 |
High |
133.37 |
133.61 |
0.24 |
0.2% |
133.40 |
Low |
132.05 |
132.33 |
0.28 |
0.2% |
131.78 |
Close |
133.17 |
132.53 |
-0.64 |
-0.5% |
133.17 |
Range |
1.32 |
1.28 |
-0.04 |
-3.0% |
1.62 |
ATR |
0.97 |
0.99 |
0.02 |
2.3% |
0.00 |
Volume |
1,158,481 |
912,520 |
-245,961 |
-21.2% |
4,176,424 |
|
Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.66 |
135.88 |
133.23 |
|
R3 |
135.38 |
134.60 |
132.88 |
|
R2 |
134.10 |
134.10 |
132.76 |
|
R1 |
133.32 |
133.32 |
132.65 |
133.07 |
PP |
132.82 |
132.82 |
132.82 |
132.70 |
S1 |
132.04 |
132.04 |
132.41 |
131.79 |
S2 |
131.54 |
131.54 |
132.30 |
|
S3 |
130.26 |
130.76 |
132.18 |
|
S4 |
128.98 |
129.48 |
131.83 |
|
|
Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.64 |
137.03 |
134.06 |
|
R3 |
136.02 |
135.41 |
133.62 |
|
R2 |
134.40 |
134.40 |
133.47 |
|
R1 |
133.79 |
133.79 |
133.32 |
134.10 |
PP |
132.78 |
132.78 |
132.78 |
132.94 |
S1 |
132.17 |
132.17 |
133.02 |
132.48 |
S2 |
131.16 |
131.16 |
132.87 |
|
S3 |
129.54 |
130.55 |
132.72 |
|
S4 |
127.92 |
128.93 |
132.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.61 |
131.78 |
1.83 |
1.4% |
1.06 |
0.8% |
41% |
True |
False |
1,017,788 |
10 |
134.18 |
131.78 |
2.40 |
1.8% |
0.98 |
0.7% |
31% |
False |
False |
970,737 |
20 |
136.29 |
131.78 |
4.51 |
3.4% |
0.96 |
0.7% |
17% |
False |
False |
1,017,149 |
40 |
138.72 |
131.78 |
6.94 |
5.2% |
0.94 |
0.7% |
11% |
False |
False |
997,235 |
60 |
138.84 |
131.45 |
7.39 |
5.6% |
0.95 |
0.7% |
15% |
False |
False |
902,686 |
80 |
138.84 |
128.69 |
10.15 |
7.7% |
0.90 |
0.7% |
38% |
False |
False |
678,257 |
100 |
138.84 |
126.95 |
11.89 |
9.0% |
0.83 |
0.6% |
47% |
False |
False |
542,635 |
120 |
138.84 |
126.95 |
11.89 |
9.0% |
0.75 |
0.6% |
47% |
False |
False |
452,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.05 |
2.618 |
136.96 |
1.618 |
135.68 |
1.000 |
134.89 |
0.618 |
134.40 |
HIGH |
133.61 |
0.618 |
133.12 |
0.500 |
132.97 |
0.382 |
132.82 |
LOW |
132.33 |
0.618 |
131.54 |
1.000 |
131.05 |
1.618 |
130.26 |
2.618 |
128.98 |
4.250 |
126.89 |
|
|
Fisher Pivots for day following 26-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
132.97 |
132.70 |
PP |
132.82 |
132.64 |
S1 |
132.68 |
132.59 |
|