Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 07-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
133.18 |
133.10 |
-0.08 |
-0.1% |
133.00 |
High |
133.32 |
133.96 |
0.64 |
0.5% |
133.20 |
Low |
132.76 |
132.86 |
0.10 |
0.1% |
131.23 |
Close |
133.08 |
133.34 |
0.26 |
0.2% |
132.38 |
Range |
0.56 |
1.10 |
0.54 |
96.4% |
1.97 |
ATR |
0.84 |
0.86 |
0.02 |
2.2% |
0.00 |
Volume |
1,158,502 |
1,292,258 |
133,756 |
11.5% |
989,223 |
|
Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.69 |
136.11 |
133.95 |
|
R3 |
135.59 |
135.01 |
133.64 |
|
R2 |
134.49 |
134.49 |
133.54 |
|
R1 |
133.91 |
133.91 |
133.44 |
134.20 |
PP |
133.39 |
133.39 |
133.39 |
133.53 |
S1 |
132.81 |
132.81 |
133.24 |
133.10 |
S2 |
132.29 |
132.29 |
133.14 |
|
S3 |
131.19 |
131.71 |
133.04 |
|
S4 |
130.09 |
130.61 |
132.74 |
|
|
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 |
133.96 |
131.60 |
2.36 |
1.8% |
0.84 |
0.6% |
74% |
True |
False |
1,019,923 |
10 |
133.96 |
131.23 |
2.73 |
2.0% |
0.90 |
0.7% |
77% |
True |
False |
546,712 |
20 |
133.96 |
131.23 |
2.73 |
2.0% |
0.83 |
0.6% |
77% |
True |
False |
275,518 |
40 |
135.83 |
131.23 |
4.60 |
3.4% |
0.76 |
0.6% |
46% |
False |
False |
138,249 |
60 |
138.33 |
131.23 |
7.10 |
5.3% |
0.72 |
0.5% |
30% |
False |
False |
92,181 |
80 |
138.33 |
129.53 |
8.80 |
6.6% |
0.57 |
0.4% |
43% |
False |
False |
69,137 |
100 |
138.33 |
127.36 |
10.97 |
8.2% |
0.47 |
0.4% |
55% |
False |
False |
55,310 |
120 |
138.33 |
126.95 |
11.38 |
8.5% |
0.39 |
0.3% |
56% |
False |
False |
46,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.64 |
2.618 |
136.84 |
1.618 |
135.74 |
1.000 |
135.06 |
0.618 |
134.64 |
HIGH |
133.96 |
0.618 |
133.54 |
0.500 |
133.41 |
0.382 |
133.28 |
LOW |
132.86 |
0.618 |
132.18 |
1.000 |
131.76 |
1.618 |
131.08 |
2.618 |
129.98 |
4.250 |
128.19 |
|
|
Fisher Pivots for day following 07-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
133.41 |
133.28 |
PP |
133.39 |
133.22 |
S1 |
133.36 |
133.16 |
|