Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 28-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
132.46 |
132.13 |
-0.33 |
-0.2% |
132.78 |
High |
132.71 |
132.46 |
-0.25 |
-0.2% |
133.40 |
Low |
132.02 |
132.06 |
0.04 |
0.0% |
131.78 |
Close |
132.26 |
132.21 |
-0.05 |
0.0% |
133.17 |
Range |
0.69 |
0.40 |
-0.29 |
-42.0% |
1.62 |
ATR |
0.97 |
0.93 |
-0.04 |
-4.2% |
0.00 |
Volume |
1,150,405 |
1,024,936 |
-125,469 |
-10.9% |
4,176,424 |
|
Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.44 |
133.23 |
132.43 |
|
R3 |
133.04 |
132.83 |
132.32 |
|
R2 |
132.64 |
132.64 |
132.28 |
|
R1 |
132.43 |
132.43 |
132.25 |
132.54 |
PP |
132.24 |
132.24 |
132.24 |
132.30 |
S1 |
132.03 |
132.03 |
132.17 |
132.14 |
S2 |
131.84 |
131.84 |
132.14 |
|
S3 |
131.44 |
131.63 |
132.10 |
|
S4 |
131.04 |
131.23 |
131.99 |
|
|
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% |
0.94 |
0.7% |
23% |
False |
False |
1,096,828 |
10 |
134.18 |
131.78 |
2.40 |
1.8% |
0.92 |
0.7% |
18% |
False |
False |
1,013,992 |
20 |
136.29 |
131.78 |
4.51 |
3.4% |
0.91 |
0.7% |
10% |
False |
False |
1,035,407 |
40 |
137.96 |
131.78 |
6.18 |
4.7% |
0.92 |
0.7% |
7% |
False |
False |
1,014,656 |
60 |
138.84 |
131.78 |
7.06 |
5.3% |
0.94 |
0.7% |
6% |
False |
False |
936,101 |
80 |
138.84 |
128.69 |
10.15 |
7.7% |
0.90 |
0.7% |
35% |
False |
False |
705,440 |
100 |
138.84 |
126.95 |
11.89 |
9.0% |
0.84 |
0.6% |
44% |
False |
False |
564,388 |
120 |
138.84 |
126.95 |
11.89 |
9.0% |
0.75 |
0.6% |
44% |
False |
False |
470,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.16 |
2.618 |
133.51 |
1.618 |
133.11 |
1.000 |
132.86 |
0.618 |
132.71 |
HIGH |
132.46 |
0.618 |
132.31 |
0.500 |
132.26 |
0.382 |
132.21 |
LOW |
132.06 |
0.618 |
131.81 |
1.000 |
131.66 |
1.618 |
131.41 |
2.618 |
131.01 |
4.250 |
130.36 |
|
|
Fisher Pivots for day following 28-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
132.26 |
132.82 |
PP |
132.24 |
132.61 |
S1 |
132.23 |
132.41 |
|