Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 05-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
132.36 |
132.42 |
0.06 |
0.0% |
133.00 |
High |
132.56 |
133.52 |
0.96 |
0.7% |
133.20 |
Low |
132.08 |
132.36 |
0.28 |
0.2% |
131.23 |
Close |
132.37 |
133.29 |
0.92 |
0.7% |
132.38 |
Range |
0.48 |
1.16 |
0.68 |
141.7% |
1.97 |
ATR |
0.84 |
0.86 |
0.02 |
2.7% |
0.00 |
Volume |
960,486 |
1,056,761 |
96,275 |
10.0% |
989,223 |
|
Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.54 |
136.07 |
133.93 |
|
R3 |
135.38 |
134.91 |
133.61 |
|
R2 |
134.22 |
134.22 |
133.50 |
|
R1 |
133.75 |
133.75 |
133.40 |
133.99 |
PP |
133.06 |
133.06 |
133.06 |
133.17 |
S1 |
132.59 |
132.59 |
133.18 |
132.83 |
S2 |
131.90 |
131.90 |
133.08 |
|
S3 |
130.74 |
131.43 |
132.97 |
|
S4 |
129.58 |
130.27 |
132.65 |
|
|
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 |
133.52 |
131.23 |
2.29 |
1.7% |
0.82 |
0.6% |
90% |
True |
False |
589,228 |
10 |
133.52 |
131.23 |
2.29 |
1.7% |
0.93 |
0.7% |
90% |
True |
False |
303,974 |
20 |
134.18 |
131.23 |
2.95 |
2.2% |
0.82 |
0.6% |
70% |
False |
False |
153,217 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.75 |
0.6% |
45% |
False |
False |
76,981 |
60 |
138.33 |
131.23 |
7.10 |
5.3% |
0.71 |
0.5% |
29% |
False |
False |
51,335 |
80 |
138.33 |
129.53 |
8.80 |
6.6% |
0.55 |
0.4% |
43% |
False |
False |
38,503 |
100 |
138.33 |
127.36 |
10.97 |
8.2% |
0.45 |
0.3% |
54% |
False |
False |
30,802 |
120 |
138.33 |
126.95 |
11.38 |
8.5% |
0.38 |
0.3% |
56% |
False |
False |
25,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.45 |
2.618 |
136.56 |
1.618 |
135.40 |
1.000 |
134.68 |
0.618 |
134.24 |
HIGH |
133.52 |
0.618 |
133.08 |
0.500 |
132.94 |
0.382 |
132.80 |
LOW |
132.36 |
0.618 |
131.64 |
1.000 |
131.20 |
1.618 |
130.48 |
2.618 |
129.32 |
4.250 |
127.43 |
|
|
Fisher Pivots for day following 05-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
133.17 |
133.05 |
PP |
133.06 |
132.80 |
S1 |
132.94 |
132.56 |
|