Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 04-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
132.50 |
132.68 |
0.18 |
0.1% |
133.30 |
High |
132.87 |
132.94 |
0.07 |
0.1% |
133.61 |
Low |
131.98 |
132.46 |
0.48 |
0.4% |
131.62 |
Close |
132.76 |
132.76 |
0.00 |
0.0% |
132.76 |
Range |
0.89 |
0.48 |
-0.41 |
-46.1% |
1.99 |
ATR |
0.94 |
0.91 |
-0.03 |
-3.5% |
0.00 |
Volume |
1,701,654 |
1,594,616 |
-107,038 |
-6.3% |
6,417,772 |
|
Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.16 |
133.94 |
133.02 |
|
R3 |
133.68 |
133.46 |
132.89 |
|
R2 |
133.20 |
133.20 |
132.85 |
|
R1 |
132.98 |
132.98 |
132.80 |
133.09 |
PP |
132.72 |
132.72 |
132.72 |
132.78 |
S1 |
132.50 |
132.50 |
132.72 |
132.61 |
S2 |
132.24 |
132.24 |
132.67 |
|
S3 |
131.76 |
132.02 |
132.63 |
|
S4 |
131.28 |
131.54 |
132.50 |
|
|
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 |
132.94 |
131.62 |
1.32 |
1.0% |
0.73 |
0.5% |
86% |
True |
False |
1,419,973 |
10 |
133.61 |
131.62 |
1.99 |
1.5% |
0.89 |
0.7% |
57% |
False |
False |
1,218,881 |
20 |
134.98 |
131.62 |
3.36 |
2.5% |
0.88 |
0.7% |
34% |
False |
False |
1,084,364 |
40 |
136.29 |
131.62 |
4.67 |
3.5% |
0.88 |
0.7% |
24% |
False |
False |
1,059,584 |
60 |
138.84 |
131.62 |
7.22 |
5.4% |
0.93 |
0.7% |
16% |
False |
False |
979,542 |
80 |
138.84 |
129.72 |
9.12 |
6.9% |
0.90 |
0.7% |
33% |
False |
False |
766,968 |
100 |
138.84 |
127.44 |
11.40 |
8.6% |
0.84 |
0.6% |
47% |
False |
False |
613,625 |
120 |
138.84 |
126.95 |
11.89 |
9.0% |
0.77 |
0.6% |
49% |
False |
False |
511,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.98 |
2.618 |
134.20 |
1.618 |
133.72 |
1.000 |
133.42 |
0.618 |
133.24 |
HIGH |
132.94 |
0.618 |
132.76 |
0.500 |
132.70 |
0.382 |
132.64 |
LOW |
132.46 |
0.618 |
132.16 |
1.000 |
131.98 |
1.618 |
131.68 |
2.618 |
131.20 |
4.250 |
130.42 |
|
|
Fisher Pivots for day following 04-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
132.74 |
132.60 |
PP |
132.72 |
132.44 |
S1 |
132.70 |
132.28 |
|