Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 05-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
132.68 |
132.81 |
0.13 |
0.1% |
133.30 |
High |
132.94 |
133.92 |
0.98 |
0.7% |
133.61 |
Low |
132.46 |
132.75 |
0.29 |
0.2% |
131.62 |
Close |
132.76 |
133.69 |
0.93 |
0.7% |
132.76 |
Range |
0.48 |
1.17 |
0.69 |
143.8% |
1.99 |
ATR |
0.91 |
0.93 |
0.02 |
2.1% |
0.00 |
Volume |
1,594,616 |
1,255,721 |
-338,895 |
-21.3% |
6,417,772 |
|
Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.96 |
136.50 |
134.33 |
|
R3 |
135.79 |
135.33 |
134.01 |
|
R2 |
134.62 |
134.62 |
133.90 |
|
R1 |
134.16 |
134.16 |
133.80 |
134.39 |
PP |
133.45 |
133.45 |
133.45 |
133.57 |
S1 |
132.99 |
132.99 |
133.58 |
133.22 |
S2 |
132.28 |
132.28 |
133.48 |
|
S3 |
131.11 |
131.82 |
133.37 |
|
S4 |
129.94 |
130.65 |
133.05 |
|
|
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 |
133.92 |
131.62 |
2.30 |
1.7% |
0.82 |
0.6% |
90% |
True |
False |
1,441,036 |
10 |
133.92 |
131.62 |
2.30 |
1.7% |
0.95 |
0.7% |
90% |
True |
False |
1,261,042 |
20 |
134.60 |
131.62 |
2.98 |
2.2% |
0.88 |
0.7% |
69% |
False |
False |
1,097,916 |
40 |
136.29 |
131.62 |
4.67 |
3.5% |
0.88 |
0.7% |
44% |
False |
False |
1,065,876 |
60 |
138.84 |
131.62 |
7.22 |
5.4% |
0.93 |
0.7% |
29% |
False |
False |
983,714 |
80 |
138.84 |
129.72 |
9.12 |
6.8% |
0.90 |
0.7% |
44% |
False |
False |
782,659 |
100 |
138.84 |
127.44 |
11.40 |
8.5% |
0.84 |
0.6% |
55% |
False |
False |
626,179 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.77 |
0.6% |
57% |
False |
False |
521,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.89 |
2.618 |
136.98 |
1.618 |
135.81 |
1.000 |
135.09 |
0.618 |
134.64 |
HIGH |
133.92 |
0.618 |
133.47 |
0.500 |
133.34 |
0.382 |
133.20 |
LOW |
132.75 |
0.618 |
132.03 |
1.000 |
131.58 |
1.618 |
130.86 |
2.618 |
129.69 |
4.250 |
127.78 |
|
|
Fisher Pivots for day following 05-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
133.57 |
133.44 |
PP |
133.45 |
133.20 |
S1 |
133.34 |
132.95 |
|