Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 27-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
133.30 |
132.46 |
-0.84 |
-0.6% |
132.78 |
High |
133.61 |
132.71 |
-0.90 |
-0.7% |
133.40 |
Low |
132.33 |
132.02 |
-0.31 |
-0.2% |
131.78 |
Close |
132.53 |
132.26 |
-0.27 |
-0.2% |
133.17 |
Range |
1.28 |
0.69 |
-0.59 |
-46.1% |
1.62 |
ATR |
0.99 |
0.97 |
-0.02 |
-2.2% |
0.00 |
Volume |
912,520 |
1,150,405 |
237,885 |
26.1% |
4,176,424 |
|
Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.40 |
134.02 |
132.64 |
|
R3 |
133.71 |
133.33 |
132.45 |
|
R2 |
133.02 |
133.02 |
132.39 |
|
R1 |
132.64 |
132.64 |
132.32 |
132.49 |
PP |
132.33 |
132.33 |
132.33 |
132.25 |
S1 |
131.95 |
131.95 |
132.20 |
131.80 |
S2 |
131.64 |
131.64 |
132.13 |
|
S3 |
130.95 |
131.26 |
132.07 |
|
S4 |
130.26 |
130.57 |
131.88 |
|
|
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% |
1.07 |
0.8% |
26% |
False |
False |
1,081,047 |
10 |
134.18 |
131.78 |
2.40 |
1.8% |
1.00 |
0.8% |
20% |
False |
False |
1,020,567 |
20 |
136.29 |
131.78 |
4.51 |
3.4% |
0.95 |
0.7% |
11% |
False |
False |
1,036,328 |
40 |
138.37 |
131.78 |
6.59 |
5.0% |
0.94 |
0.7% |
7% |
False |
False |
1,000,893 |
60 |
138.84 |
131.78 |
7.06 |
5.3% |
0.95 |
0.7% |
7% |
False |
False |
921,105 |
80 |
138.84 |
128.69 |
10.15 |
7.7% |
0.90 |
0.7% |
35% |
False |
False |
692,637 |
100 |
138.84 |
126.95 |
11.89 |
9.0% |
0.84 |
0.6% |
45% |
False |
False |
554,139 |
120 |
138.84 |
126.95 |
11.89 |
9.0% |
0.75 |
0.6% |
45% |
False |
False |
461,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.64 |
2.618 |
134.52 |
1.618 |
133.83 |
1.000 |
133.40 |
0.618 |
133.14 |
HIGH |
132.71 |
0.618 |
132.45 |
0.500 |
132.37 |
0.382 |
132.28 |
LOW |
132.02 |
0.618 |
131.59 |
1.000 |
131.33 |
1.618 |
130.90 |
2.618 |
130.21 |
4.250 |
129.09 |
|
|
Fisher Pivots for day following 27-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
132.37 |
132.82 |
PP |
132.33 |
132.63 |
S1 |
132.30 |
132.45 |
|