Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 20-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
132.90 |
132.45 |
-0.45 |
-0.3% |
133.08 |
High |
132.92 |
133.00 |
0.08 |
0.1% |
133.74 |
Low |
132.37 |
132.45 |
0.08 |
0.1% |
132.37 |
Close |
132.58 |
132.88 |
0.30 |
0.2% |
132.58 |
Range |
0.55 |
0.55 |
0.00 |
0.0% |
1.37 |
ATR |
0.82 |
0.80 |
-0.02 |
-2.4% |
0.00 |
Volume |
2,619 |
5,621 |
3,002 |
114.6% |
10,977 |
|
Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.43 |
134.20 |
133.18 |
|
R3 |
133.88 |
133.65 |
133.03 |
|
R2 |
133.33 |
133.33 |
132.98 |
|
R1 |
133.10 |
133.10 |
132.93 |
133.22 |
PP |
132.78 |
132.78 |
132.78 |
132.83 |
S1 |
132.55 |
132.55 |
132.83 |
132.67 |
S2 |
132.23 |
132.23 |
132.78 |
|
S3 |
131.68 |
132.00 |
132.73 |
|
S4 |
131.13 |
131.45 |
132.58 |
|
|
Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.01 |
136.16 |
133.33 |
|
R3 |
135.64 |
134.79 |
132.96 |
|
R2 |
134.27 |
134.27 |
132.83 |
|
R1 |
133.42 |
133.42 |
132.71 |
133.16 |
PP |
132.90 |
132.90 |
132.90 |
132.77 |
S1 |
132.05 |
132.05 |
132.45 |
131.79 |
S2 |
131.53 |
131.53 |
132.33 |
|
S3 |
130.16 |
130.68 |
132.20 |
|
S4 |
128.79 |
129.31 |
131.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.74 |
132.37 |
1.37 |
1.0% |
0.76 |
0.6% |
37% |
False |
False |
3,193 |
10 |
134.18 |
132.37 |
1.81 |
1.4% |
0.70 |
0.5% |
28% |
False |
False |
2,460 |
20 |
135.83 |
132.37 |
3.46 |
2.6% |
0.77 |
0.6% |
15% |
False |
False |
1,848 |
40 |
138.33 |
132.37 |
5.96 |
4.5% |
0.70 |
0.5% |
9% |
False |
False |
1,002 |
60 |
138.33 |
130.23 |
8.10 |
6.1% |
0.58 |
0.4% |
33% |
False |
False |
675 |
80 |
138.33 |
128.34 |
9.99 |
7.5% |
0.45 |
0.3% |
45% |
False |
False |
506 |
100 |
138.33 |
126.95 |
11.38 |
8.6% |
0.36 |
0.3% |
52% |
False |
False |
405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.34 |
2.618 |
134.44 |
1.618 |
133.89 |
1.000 |
133.55 |
0.618 |
133.34 |
HIGH |
133.00 |
0.618 |
132.79 |
0.500 |
132.73 |
0.382 |
132.66 |
LOW |
132.45 |
0.618 |
132.11 |
1.000 |
131.90 |
1.618 |
131.56 |
2.618 |
131.01 |
4.250 |
130.11 |
|
|
Fisher Pivots for day following 20-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
132.83 |
133.06 |
PP |
132.78 |
133.00 |
S1 |
132.73 |
132.94 |
|