Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 06-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
132.42 |
133.18 |
0.76 |
0.6% |
133.00 |
High |
133.52 |
133.32 |
-0.20 |
-0.1% |
133.20 |
Low |
132.36 |
132.76 |
0.40 |
0.3% |
131.23 |
Close |
133.29 |
133.08 |
-0.21 |
-0.2% |
132.38 |
Range |
1.16 |
0.56 |
-0.60 |
-51.7% |
1.97 |
ATR |
0.86 |
0.84 |
-0.02 |
-2.5% |
0.00 |
Volume |
1,056,761 |
1,158,502 |
101,741 |
9.6% |
989,223 |
|
Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.73 |
134.47 |
133.39 |
|
R3 |
134.17 |
133.91 |
133.23 |
|
R2 |
133.61 |
133.61 |
133.18 |
|
R1 |
133.35 |
133.35 |
133.13 |
133.20 |
PP |
133.05 |
133.05 |
133.05 |
132.98 |
S1 |
132.79 |
132.79 |
133.03 |
132.64 |
S2 |
132.49 |
132.49 |
132.98 |
|
S3 |
131.93 |
132.23 |
132.93 |
|
S4 |
131.37 |
131.67 |
132.77 |
|
|
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% |
0.85 |
0.6% |
81% |
False |
False |
808,417 |
10 |
133.52 |
131.23 |
2.29 |
1.7% |
0.89 |
0.7% |
81% |
False |
False |
418,822 |
20 |
134.18 |
131.23 |
2.95 |
2.2% |
0.81 |
0.6% |
63% |
False |
False |
210,989 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.75 |
0.6% |
40% |
False |
False |
105,943 |
60 |
138.33 |
131.23 |
7.10 |
5.3% |
0.70 |
0.5% |
26% |
False |
False |
70,644 |
80 |
138.33 |
129.53 |
8.80 |
6.6% |
0.56 |
0.4% |
40% |
False |
False |
52,984 |
100 |
138.33 |
127.36 |
10.97 |
8.2% |
0.46 |
0.3% |
52% |
False |
False |
42,387 |
120 |
138.33 |
126.95 |
11.38 |
8.6% |
0.38 |
0.3% |
54% |
False |
False |
35,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.70 |
2.618 |
134.79 |
1.618 |
134.23 |
1.000 |
133.88 |
0.618 |
133.67 |
HIGH |
133.32 |
0.618 |
133.11 |
0.500 |
133.04 |
0.382 |
132.97 |
LOW |
132.76 |
0.618 |
132.41 |
1.000 |
132.20 |
1.618 |
131.85 |
2.618 |
131.29 |
4.250 |
130.38 |
|
|
Fisher Pivots for day following 06-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
133.07 |
132.99 |
PP |
133.05 |
132.89 |
S1 |
133.04 |
132.80 |
|