Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
133.13 |
132.45 |
-0.68 |
-0.5% |
134.35 |
| High |
133.41 |
133.44 |
0.03 |
0.0% |
134.48 |
| Low |
132.44 |
132.45 |
0.01 |
0.0% |
132.81 |
| Close |
132.72 |
133.18 |
0.46 |
0.3% |
132.90 |
| Range |
0.97 |
0.99 |
0.02 |
2.1% |
1.67 |
| ATR |
0.81 |
0.83 |
0.01 |
1.5% |
0.00 |
| Volume |
3,711 |
2,414 |
-1,297 |
-35.0% |
8,902 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.99 |
135.58 |
133.72 |
|
| R3 |
135.00 |
134.59 |
133.45 |
|
| R2 |
134.01 |
134.01 |
133.36 |
|
| R1 |
133.60 |
133.60 |
133.27 |
133.81 |
| PP |
133.02 |
133.02 |
133.02 |
133.13 |
| S1 |
132.61 |
132.61 |
133.09 |
132.82 |
| S2 |
132.03 |
132.03 |
133.00 |
|
| S3 |
131.04 |
131.62 |
132.91 |
|
| S4 |
130.05 |
130.63 |
132.64 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.41 |
137.32 |
133.82 |
|
| R3 |
136.74 |
135.65 |
133.36 |
|
| R2 |
135.07 |
135.07 |
133.21 |
|
| R1 |
133.98 |
133.98 |
133.05 |
133.69 |
| PP |
133.40 |
133.40 |
133.40 |
133.25 |
| S1 |
132.31 |
132.31 |
132.75 |
132.02 |
| S2 |
131.73 |
131.73 |
132.59 |
|
| S3 |
130.06 |
130.64 |
132.44 |
|
| S4 |
128.39 |
128.97 |
131.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.84 |
132.44 |
1.40 |
1.1% |
0.77 |
0.6% |
53% |
False |
False |
2,005 |
| 10 |
135.83 |
132.44 |
3.39 |
2.5% |
0.81 |
0.6% |
22% |
False |
False |
2,008 |
| 20 |
135.83 |
132.44 |
3.39 |
2.5% |
0.75 |
0.6% |
22% |
False |
False |
1,423 |
| 40 |
138.33 |
132.44 |
5.89 |
4.4% |
0.69 |
0.5% |
13% |
False |
False |
757 |
| 60 |
138.33 |
130.23 |
8.10 |
6.1% |
0.55 |
0.4% |
36% |
False |
False |
511 |
| 80 |
138.33 |
127.81 |
10.52 |
7.9% |
0.43 |
0.3% |
51% |
False |
False |
383 |
| 100 |
138.33 |
126.95 |
11.38 |
8.5% |
0.34 |
0.3% |
55% |
False |
False |
306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.65 |
|
2.618 |
136.03 |
|
1.618 |
135.04 |
|
1.000 |
134.43 |
|
0.618 |
134.05 |
|
HIGH |
133.44 |
|
0.618 |
133.06 |
|
0.500 |
132.95 |
|
0.382 |
132.83 |
|
LOW |
132.45 |
|
0.618 |
131.84 |
|
1.000 |
131.46 |
|
1.618 |
130.85 |
|
2.618 |
129.86 |
|
4.250 |
128.24 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
133.10 |
133.10 |
| PP |
133.02 |
133.02 |
| S1 |
132.95 |
132.94 |
|