Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 26-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
132.05 |
133.00 |
0.95 |
0.7% |
132.45 |
High |
132.98 |
133.20 |
0.22 |
0.2% |
133.00 |
Low |
131.70 |
131.95 |
0.25 |
0.2% |
131.41 |
Close |
132.79 |
132.15 |
-0.64 |
-0.5% |
132.79 |
Range |
1.28 |
1.25 |
-0.03 |
-2.3% |
1.59 |
ATR |
0.86 |
0.89 |
0.03 |
3.2% |
0.00 |
Volume |
9,890 |
19,086 |
9,196 |
93.0% |
38,891 |
|
Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.18 |
135.42 |
132.84 |
|
R3 |
134.93 |
134.17 |
132.49 |
|
R2 |
133.68 |
133.68 |
132.38 |
|
R1 |
132.92 |
132.92 |
132.26 |
132.68 |
PP |
132.43 |
132.43 |
132.43 |
132.31 |
S1 |
131.67 |
131.67 |
132.04 |
131.43 |
S2 |
131.18 |
131.18 |
131.92 |
|
S3 |
129.93 |
130.42 |
131.81 |
|
S4 |
128.68 |
129.17 |
131.46 |
|
|
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 |
133.20 |
131.41 |
1.79 |
1.4% |
1.02 |
0.8% |
41% |
True |
False |
11,595 |
10 |
133.74 |
131.41 |
2.33 |
1.8% |
0.87 |
0.7% |
32% |
False |
False |
6,895 |
20 |
135.83 |
131.41 |
4.42 |
3.3% |
0.86 |
0.7% |
17% |
False |
False |
4,291 |
40 |
137.67 |
131.41 |
6.26 |
4.7% |
0.75 |
0.6% |
12% |
False |
False |
2,307 |
60 |
138.33 |
131.41 |
6.92 |
5.2% |
0.66 |
0.5% |
11% |
False |
False |
1,547 |
80 |
138.33 |
129.34 |
8.99 |
6.8% |
0.49 |
0.4% |
31% |
False |
False |
1,160 |
100 |
138.33 |
127.19 |
11.14 |
8.4% |
0.40 |
0.3% |
45% |
False |
False |
928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.51 |
2.618 |
136.47 |
1.618 |
135.22 |
1.000 |
134.45 |
0.618 |
133.97 |
HIGH |
133.20 |
0.618 |
132.72 |
0.500 |
132.58 |
0.382 |
132.43 |
LOW |
131.95 |
0.618 |
131.18 |
1.000 |
130.70 |
1.618 |
129.93 |
2.618 |
128.68 |
4.250 |
126.64 |
|
|
Fisher Pivots for day following 26-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
132.58 |
132.31 |
PP |
132.43 |
132.25 |
S1 |
132.29 |
132.20 |
|