Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 27-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
133.00 |
132.08 |
-0.92 |
-0.7% |
132.45 |
High |
133.20 |
132.33 |
-0.87 |
-0.7% |
133.00 |
Low |
131.95 |
131.65 |
-0.30 |
-0.2% |
131.41 |
Close |
132.15 |
131.88 |
-0.27 |
-0.2% |
132.79 |
Range |
1.25 |
0.68 |
-0.57 |
-45.6% |
1.59 |
ATR |
0.89 |
0.88 |
-0.02 |
-1.7% |
0.00 |
Volume |
19,086 |
41,244 |
22,158 |
116.1% |
38,891 |
|
Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.99 |
133.62 |
132.25 |
|
R3 |
133.31 |
132.94 |
132.07 |
|
R2 |
132.63 |
132.63 |
132.00 |
|
R1 |
132.26 |
132.26 |
131.94 |
132.11 |
PP |
131.95 |
131.95 |
131.95 |
131.88 |
S1 |
131.58 |
131.58 |
131.82 |
131.43 |
S2 |
131.27 |
131.27 |
131.76 |
|
S3 |
130.59 |
130.90 |
131.69 |
|
S4 |
129.91 |
130.22 |
131.51 |
|
|
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% |
1.04 |
0.8% |
26% |
False |
False |
18,720 |
10 |
133.74 |
131.41 |
2.33 |
1.8% |
0.90 |
0.7% |
20% |
False |
False |
10,956 |
20 |
135.83 |
131.41 |
4.42 |
3.4% |
0.86 |
0.7% |
11% |
False |
False |
6,291 |
40 |
136.84 |
131.41 |
5.43 |
4.1% |
0.75 |
0.6% |
9% |
False |
False |
3,337 |
60 |
138.33 |
131.41 |
6.92 |
5.2% |
0.66 |
0.5% |
7% |
False |
False |
2,235 |
80 |
138.33 |
129.53 |
8.80 |
6.7% |
0.50 |
0.4% |
27% |
False |
False |
1,676 |
100 |
138.33 |
127.36 |
10.97 |
8.3% |
0.41 |
0.3% |
41% |
False |
False |
1,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.22 |
2.618 |
134.11 |
1.618 |
133.43 |
1.000 |
133.01 |
0.618 |
132.75 |
HIGH |
132.33 |
0.618 |
132.07 |
0.500 |
131.99 |
0.382 |
131.91 |
LOW |
131.65 |
0.618 |
131.23 |
1.000 |
130.97 |
1.618 |
130.55 |
2.618 |
129.87 |
4.250 |
128.76 |
|
|
Fisher Pivots for day following 27-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
131.99 |
132.43 |
PP |
131.95 |
132.24 |
S1 |
131.92 |
132.06 |
|