Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 29-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
132.13 |
132.25 |
0.12 |
0.1% |
132.78 |
High |
132.46 |
132.80 |
0.34 |
0.3% |
133.40 |
Low |
132.06 |
131.62 |
-0.44 |
-0.3% |
131.78 |
Close |
132.21 |
132.65 |
0.44 |
0.3% |
133.17 |
Range |
0.40 |
1.18 |
0.78 |
195.0% |
1.62 |
ATR |
0.93 |
0.94 |
0.02 |
2.0% |
0.00 |
Volume |
1,024,936 |
1,628,257 |
603,321 |
58.9% |
4,176,424 |
|
Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.90 |
135.45 |
133.30 |
|
R3 |
134.72 |
134.27 |
132.97 |
|
R2 |
133.54 |
133.54 |
132.87 |
|
R1 |
133.09 |
133.09 |
132.76 |
133.32 |
PP |
132.36 |
132.36 |
132.36 |
132.47 |
S1 |
131.91 |
131.91 |
132.54 |
132.14 |
S2 |
131.18 |
131.18 |
132.43 |
|
S3 |
130.00 |
130.73 |
132.33 |
|
S4 |
128.82 |
129.55 |
132.00 |
|
|
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 |
131.62 |
1.99 |
1.5% |
0.97 |
0.7% |
52% |
False |
True |
1,174,919 |
10 |
134.18 |
131.62 |
2.56 |
1.9% |
0.92 |
0.7% |
40% |
False |
True |
1,081,896 |
20 |
136.29 |
131.62 |
4.67 |
3.5% |
0.92 |
0.7% |
22% |
False |
True |
1,038,078 |
40 |
137.96 |
131.62 |
6.34 |
4.8% |
0.93 |
0.7% |
16% |
False |
True |
1,031,571 |
60 |
138.84 |
131.62 |
7.22 |
5.4% |
0.95 |
0.7% |
14% |
False |
True |
957,708 |
80 |
138.84 |
129.72 |
9.12 |
6.9% |
0.90 |
0.7% |
32% |
False |
False |
725,787 |
100 |
138.84 |
127.44 |
11.40 |
8.6% |
0.84 |
0.6% |
46% |
False |
False |
580,669 |
120 |
138.84 |
126.95 |
11.89 |
9.0% |
0.76 |
0.6% |
48% |
False |
False |
483,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.82 |
2.618 |
135.89 |
1.618 |
134.71 |
1.000 |
133.98 |
0.618 |
133.53 |
HIGH |
132.80 |
0.618 |
132.35 |
0.500 |
132.21 |
0.382 |
132.07 |
LOW |
131.62 |
0.618 |
130.89 |
1.000 |
130.44 |
1.618 |
129.71 |
2.618 |
128.53 |
4.250 |
126.61 |
|
|
Fisher Pivots for day following 29-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
132.50 |
132.50 |
PP |
132.36 |
132.36 |
S1 |
132.21 |
132.21 |
|