Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 06-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
132.81 |
133.52 |
0.71 |
0.5% |
133.30 |
High |
133.92 |
133.71 |
-0.21 |
-0.2% |
133.61 |
Low |
132.75 |
133.18 |
0.43 |
0.3% |
131.62 |
Close |
133.69 |
133.48 |
-0.21 |
-0.2% |
132.76 |
Range |
1.17 |
0.53 |
-0.64 |
-54.7% |
1.99 |
ATR |
0.93 |
0.90 |
-0.03 |
-3.1% |
0.00 |
Volume |
1,255,721 |
164,412 |
-1,091,309 |
-86.9% |
6,417,772 |
|
Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.05 |
134.79 |
133.77 |
|
R3 |
134.52 |
134.26 |
133.63 |
|
R2 |
133.99 |
133.99 |
133.58 |
|
R1 |
133.73 |
133.73 |
133.53 |
133.60 |
PP |
133.46 |
133.46 |
133.46 |
133.39 |
S1 |
133.20 |
133.20 |
133.43 |
133.07 |
S2 |
132.93 |
132.93 |
133.38 |
|
S3 |
132.40 |
132.67 |
133.33 |
|
S4 |
131.87 |
132.14 |
133.19 |
|
|
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% |
0.85 |
0.6% |
81% |
False |
False |
1,268,932 |
10 |
133.92 |
131.62 |
2.30 |
1.7% |
0.90 |
0.7% |
81% |
False |
False |
1,182,880 |
20 |
134.60 |
131.62 |
2.98 |
2.2% |
0.87 |
0.7% |
62% |
False |
False |
1,047,782 |
40 |
136.29 |
131.62 |
4.67 |
3.5% |
0.87 |
0.6% |
40% |
False |
False |
1,045,251 |
60 |
138.84 |
131.62 |
7.22 |
5.4% |
0.93 |
0.7% |
26% |
False |
False |
967,939 |
80 |
138.84 |
129.72 |
9.12 |
6.8% |
0.90 |
0.7% |
41% |
False |
False |
784,698 |
100 |
138.84 |
127.44 |
11.40 |
8.5% |
0.84 |
0.6% |
53% |
False |
False |
627,821 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.78 |
0.6% |
55% |
False |
False |
523,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.96 |
2.618 |
135.10 |
1.618 |
134.57 |
1.000 |
134.24 |
0.618 |
134.04 |
HIGH |
133.71 |
0.618 |
133.51 |
0.500 |
133.45 |
0.382 |
133.38 |
LOW |
133.18 |
0.618 |
132.85 |
1.000 |
132.65 |
1.618 |
132.32 |
2.618 |
131.79 |
4.250 |
130.93 |
|
|
Fisher Pivots for day following 06-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
133.47 |
133.38 |
PP |
133.46 |
133.29 |
S1 |
133.45 |
133.19 |
|