Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 01-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
131.90 |
132.12 |
0.22 |
0.2% |
133.00 |
High |
132.41 |
132.49 |
0.08 |
0.1% |
133.20 |
Low |
131.23 |
131.60 |
0.37 |
0.3% |
131.23 |
Close |
132.26 |
132.38 |
0.12 |
0.1% |
132.38 |
Range |
1.18 |
0.89 |
-0.29 |
-24.6% |
1.97 |
ATR |
0.86 |
0.87 |
0.00 |
0.2% |
0.00 |
Volume |
234,729 |
631,611 |
396,882 |
169.1% |
989,223 |
|
Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.83 |
134.49 |
132.87 |
|
R3 |
133.94 |
133.60 |
132.62 |
|
R2 |
133.05 |
133.05 |
132.54 |
|
R1 |
132.71 |
132.71 |
132.46 |
132.88 |
PP |
132.16 |
132.16 |
132.16 |
132.24 |
S1 |
131.82 |
131.82 |
132.30 |
131.99 |
S2 |
131.27 |
131.27 |
132.22 |
|
S3 |
130.38 |
130.93 |
132.14 |
|
S4 |
129.49 |
130.04 |
131.89 |
|
|
Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.18 |
137.25 |
133.46 |
|
R3 |
136.21 |
135.28 |
132.92 |
|
R2 |
134.24 |
134.24 |
132.74 |
|
R1 |
133.31 |
133.31 |
132.56 |
132.79 |
PP |
132.27 |
132.27 |
132.27 |
132.01 |
S1 |
131.34 |
131.34 |
132.20 |
130.82 |
S2 |
130.30 |
130.30 |
132.02 |
|
S3 |
128.33 |
129.37 |
131.84 |
|
S4 |
126.36 |
127.40 |
131.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.20 |
131.23 |
1.97 |
1.5% |
0.87 |
0.7% |
58% |
False |
False |
197,844 |
10 |
133.20 |
131.23 |
1.97 |
1.5% |
0.88 |
0.7% |
58% |
False |
False |
103,073 |
20 |
135.44 |
131.23 |
4.21 |
3.2% |
0.83 |
0.6% |
27% |
False |
False |
52,559 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.74 |
0.6% |
25% |
False |
False |
26,550 |
60 |
138.33 |
131.23 |
7.10 |
5.4% |
0.69 |
0.5% |
16% |
False |
False |
17,715 |
80 |
138.33 |
129.53 |
8.80 |
6.6% |
0.53 |
0.4% |
32% |
False |
False |
13,287 |
100 |
138.33 |
127.36 |
10.97 |
8.3% |
0.44 |
0.3% |
46% |
False |
False |
10,630 |
120 |
138.33 |
126.95 |
11.38 |
8.6% |
0.36 |
0.3% |
48% |
False |
False |
8,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.27 |
2.618 |
134.82 |
1.618 |
133.93 |
1.000 |
133.38 |
0.618 |
133.04 |
HIGH |
132.49 |
0.618 |
132.15 |
0.500 |
132.05 |
0.382 |
131.94 |
LOW |
131.60 |
0.618 |
131.05 |
1.000 |
130.71 |
1.618 |
130.16 |
2.618 |
129.27 |
4.250 |
127.82 |
|
|
Fisher Pivots for day following 01-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
132.27 |
132.21 |
PP |
132.16 |
132.03 |
S1 |
132.05 |
131.86 |
|