Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 01-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
132.25 |
132.50 |
0.25 |
0.2% |
133.30 |
High |
132.80 |
132.87 |
0.07 |
0.1% |
133.61 |
Low |
131.62 |
131.98 |
0.36 |
0.3% |
131.62 |
Close |
132.65 |
132.76 |
0.11 |
0.1% |
132.76 |
Range |
1.18 |
0.89 |
-0.29 |
-24.6% |
1.99 |
ATR |
0.94 |
0.94 |
0.00 |
-0.4% |
0.00 |
Volume |
1,628,257 |
1,701,654 |
73,397 |
4.5% |
6,417,772 |
|
Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.21 |
134.87 |
133.25 |
|
R3 |
134.32 |
133.98 |
133.00 |
|
R2 |
133.43 |
133.43 |
132.92 |
|
R1 |
133.09 |
133.09 |
132.84 |
133.26 |
PP |
132.54 |
132.54 |
132.54 |
132.62 |
S1 |
132.20 |
132.20 |
132.68 |
132.37 |
S2 |
131.65 |
131.65 |
132.60 |
|
S3 |
130.76 |
131.31 |
132.52 |
|
S4 |
129.87 |
130.42 |
132.27 |
|
|
Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.63 |
137.69 |
133.85 |
|
R3 |
136.64 |
135.70 |
133.31 |
|
R2 |
134.65 |
134.65 |
133.12 |
|
R1 |
133.71 |
133.71 |
132.94 |
133.19 |
PP |
132.66 |
132.66 |
132.66 |
132.40 |
S1 |
131.72 |
131.72 |
132.58 |
131.20 |
S2 |
130.67 |
130.67 |
132.40 |
|
S3 |
128.68 |
129.73 |
132.21 |
|
S4 |
126.69 |
127.74 |
131.67 |
|
|
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% |
0.89 |
0.7% |
57% |
False |
False |
1,283,554 |
10 |
133.61 |
131.62 |
1.99 |
1.5% |
0.93 |
0.7% |
57% |
False |
False |
1,147,074 |
20 |
135.88 |
131.62 |
4.26 |
3.2% |
0.91 |
0.7% |
27% |
False |
False |
1,062,956 |
40 |
137.96 |
131.62 |
6.34 |
4.8% |
0.92 |
0.7% |
18% |
False |
False |
1,049,875 |
60 |
138.84 |
131.62 |
7.22 |
5.4% |
0.94 |
0.7% |
16% |
False |
False |
972,230 |
80 |
138.84 |
129.72 |
9.12 |
6.9% |
0.90 |
0.7% |
33% |
False |
False |
747,050 |
100 |
138.84 |
127.44 |
11.40 |
8.6% |
0.84 |
0.6% |
47% |
False |
False |
597,681 |
120 |
138.84 |
126.95 |
11.89 |
9.0% |
0.76 |
0.6% |
49% |
False |
False |
498,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.65 |
2.618 |
135.20 |
1.618 |
134.31 |
1.000 |
133.76 |
0.618 |
133.42 |
HIGH |
132.87 |
0.618 |
132.53 |
0.500 |
132.43 |
0.382 |
132.32 |
LOW |
131.98 |
0.618 |
131.43 |
1.000 |
131.09 |
1.618 |
130.54 |
2.618 |
129.65 |
4.250 |
128.20 |
|
|
Fisher Pivots for day following 01-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
132.65 |
132.59 |
PP |
132.54 |
132.42 |
S1 |
132.43 |
132.25 |
|