Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 07-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
133.52 |
133.38 |
-0.14 |
-0.1% |
133.30 |
High |
133.71 |
133.79 |
0.08 |
0.1% |
133.61 |
Low |
133.18 |
133.25 |
0.07 |
0.1% |
131.62 |
Close |
133.48 |
133.68 |
0.20 |
0.1% |
132.76 |
Range |
0.53 |
0.54 |
0.01 |
1.9% |
1.99 |
ATR |
0.90 |
0.87 |
-0.03 |
-2.8% |
0.00 |
Volume |
164,412 |
7,805 |
-156,607 |
-95.3% |
6,417,772 |
|
Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.19 |
134.98 |
133.98 |
|
R3 |
134.65 |
134.44 |
133.83 |
|
R2 |
134.11 |
134.11 |
133.78 |
|
R1 |
133.90 |
133.90 |
133.73 |
134.01 |
PP |
133.57 |
133.57 |
133.57 |
133.63 |
S1 |
133.36 |
133.36 |
133.63 |
133.47 |
S2 |
133.03 |
133.03 |
133.58 |
|
S3 |
132.49 |
132.82 |
133.53 |
|
S4 |
131.95 |
132.28 |
133.38 |
|
|
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 |
131.98 |
1.94 |
1.5% |
0.72 |
0.5% |
88% |
False |
False |
944,841 |
10 |
133.92 |
131.62 |
2.30 |
1.7% |
0.85 |
0.6% |
90% |
False |
False |
1,059,880 |
20 |
134.28 |
131.62 |
2.66 |
2.0% |
0.87 |
0.6% |
77% |
False |
False |
1,001,518 |
40 |
136.29 |
131.62 |
4.67 |
3.5% |
0.86 |
0.6% |
44% |
False |
False |
1,018,702 |
60 |
138.84 |
131.62 |
7.22 |
5.4% |
0.92 |
0.7% |
29% |
False |
False |
951,606 |
80 |
138.84 |
129.72 |
9.12 |
6.8% |
0.90 |
0.7% |
43% |
False |
False |
784,793 |
100 |
138.84 |
127.44 |
11.40 |
8.5% |
0.84 |
0.6% |
55% |
False |
False |
627,899 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.78 |
0.6% |
57% |
False |
False |
523,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.09 |
2.618 |
135.20 |
1.618 |
134.66 |
1.000 |
134.33 |
0.618 |
134.12 |
HIGH |
133.79 |
0.618 |
133.58 |
0.500 |
133.52 |
0.382 |
133.46 |
LOW |
133.25 |
0.618 |
132.92 |
1.000 |
132.71 |
1.618 |
132.38 |
2.618 |
131.84 |
4.250 |
130.96 |
|
|
Fisher Pivots for day following 07-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
133.63 |
133.57 |
PP |
133.57 |
133.45 |
S1 |
133.52 |
133.34 |
|