Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 23-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
131.92 |
132.05 |
0.13 |
0.1% |
132.45 |
High |
132.41 |
132.98 |
0.57 |
0.4% |
133.00 |
Low |
131.41 |
131.70 |
0.29 |
0.2% |
131.41 |
Close |
132.20 |
132.79 |
0.59 |
0.4% |
132.79 |
Range |
1.00 |
1.28 |
0.28 |
28.0% |
1.59 |
ATR |
0.83 |
0.86 |
0.03 |
3.9% |
0.00 |
Volume |
13,361 |
9,890 |
-3,471 |
-26.0% |
38,891 |
|
Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.33 |
135.84 |
133.49 |
|
R3 |
135.05 |
134.56 |
133.14 |
|
R2 |
133.77 |
133.77 |
133.02 |
|
R1 |
133.28 |
133.28 |
132.91 |
133.53 |
PP |
132.49 |
132.49 |
132.49 |
132.61 |
S1 |
132.00 |
132.00 |
132.67 |
132.25 |
S2 |
131.21 |
131.21 |
132.56 |
|
S3 |
129.93 |
130.72 |
132.44 |
|
S4 |
128.65 |
129.44 |
132.09 |
|
|
Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.17 |
136.57 |
133.66 |
|
R3 |
135.58 |
134.98 |
133.23 |
|
R2 |
133.99 |
133.99 |
133.08 |
|
R1 |
133.39 |
133.39 |
132.94 |
133.69 |
PP |
132.40 |
132.40 |
132.40 |
132.55 |
S1 |
131.80 |
131.80 |
132.64 |
132.10 |
S2 |
130.81 |
130.81 |
132.50 |
|
S3 |
129.22 |
130.21 |
132.35 |
|
S4 |
127.63 |
128.62 |
131.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.00 |
131.41 |
1.59 |
1.2% |
0.88 |
0.7% |
87% |
False |
False |
8,302 |
10 |
133.74 |
131.41 |
2.33 |
1.8% |
0.81 |
0.6% |
59% |
False |
False |
5,204 |
20 |
135.83 |
131.41 |
4.42 |
3.3% |
0.83 |
0.6% |
31% |
False |
False |
3,371 |
40 |
138.19 |
131.41 |
6.78 |
5.1% |
0.74 |
0.6% |
20% |
False |
False |
1,830 |
60 |
138.33 |
131.41 |
6.92 |
5.2% |
0.64 |
0.5% |
20% |
False |
False |
1,229 |
80 |
138.33 |
128.78 |
9.55 |
7.2% |
0.48 |
0.4% |
42% |
False |
False |
922 |
100 |
138.33 |
127.12 |
11.21 |
8.4% |
0.39 |
0.3% |
51% |
False |
False |
737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.42 |
2.618 |
136.33 |
1.618 |
135.05 |
1.000 |
134.26 |
0.618 |
133.77 |
HIGH |
132.98 |
0.618 |
132.49 |
0.500 |
132.34 |
0.382 |
132.19 |
LOW |
131.70 |
0.618 |
130.91 |
1.000 |
130.42 |
1.618 |
129.63 |
2.618 |
128.35 |
4.250 |
126.26 |
|
|
Fisher Pivots for day following 23-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
132.64 |
132.59 |
PP |
132.49 |
132.39 |
S1 |
132.34 |
132.20 |
|