Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 04-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
132.12 |
132.36 |
0.24 |
0.2% |
133.00 |
High |
132.49 |
132.56 |
0.07 |
0.1% |
133.20 |
Low |
131.60 |
132.08 |
0.48 |
0.4% |
131.23 |
Close |
132.38 |
132.37 |
-0.01 |
0.0% |
132.38 |
Range |
0.89 |
0.48 |
-0.41 |
-46.1% |
1.97 |
ATR |
0.87 |
0.84 |
-0.03 |
-3.2% |
0.00 |
Volume |
631,611 |
960,486 |
328,875 |
52.1% |
989,223 |
|
Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.78 |
133.55 |
132.63 |
|
R3 |
133.30 |
133.07 |
132.50 |
|
R2 |
132.82 |
132.82 |
132.46 |
|
R1 |
132.59 |
132.59 |
132.41 |
132.71 |
PP |
132.34 |
132.34 |
132.34 |
132.39 |
S1 |
132.11 |
132.11 |
132.33 |
132.23 |
S2 |
131.86 |
131.86 |
132.28 |
|
S3 |
131.38 |
131.63 |
132.24 |
|
S4 |
130.90 |
131.15 |
132.11 |
|
|
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 |
132.56 |
131.23 |
1.33 |
1.0% |
0.72 |
0.5% |
86% |
True |
False |
386,124 |
10 |
133.20 |
131.23 |
1.97 |
1.5% |
0.87 |
0.7% |
58% |
False |
False |
198,860 |
20 |
134.48 |
131.23 |
3.25 |
2.5% |
0.81 |
0.6% |
35% |
False |
False |
100,423 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.74 |
0.6% |
25% |
False |
False |
50,562 |
60 |
138.33 |
131.23 |
7.10 |
5.4% |
0.69 |
0.5% |
16% |
False |
False |
33,723 |
80 |
138.33 |
129.53 |
8.80 |
6.6% |
0.54 |
0.4% |
32% |
False |
False |
25,293 |
100 |
138.33 |
127.36 |
10.97 |
8.3% |
0.44 |
0.3% |
46% |
False |
False |
20,234 |
120 |
138.33 |
126.95 |
11.38 |
8.6% |
0.37 |
0.3% |
48% |
False |
False |
16,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.60 |
2.618 |
133.82 |
1.618 |
133.34 |
1.000 |
133.04 |
0.618 |
132.86 |
HIGH |
132.56 |
0.618 |
132.38 |
0.500 |
132.32 |
0.382 |
132.26 |
LOW |
132.08 |
0.618 |
131.78 |
1.000 |
131.60 |
1.618 |
131.30 |
2.618 |
130.82 |
4.250 |
130.04 |
|
|
Fisher Pivots for day following 04-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
132.35 |
132.21 |
PP |
132.34 |
132.05 |
S1 |
132.32 |
131.90 |
|