Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 08-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
133.10 |
133.50 |
0.40 |
0.3% |
132.36 |
High |
133.96 |
134.15 |
0.19 |
0.1% |
134.15 |
Low |
132.86 |
133.33 |
0.47 |
0.4% |
132.08 |
Close |
133.34 |
133.76 |
0.42 |
0.3% |
133.76 |
Range |
1.10 |
0.82 |
-0.28 |
-25.5% |
2.07 |
ATR |
0.86 |
0.86 |
0.00 |
-0.3% |
0.00 |
Volume |
1,292,258 |
895,157 |
-397,101 |
-30.7% |
5,363,164 |
|
Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.21 |
135.80 |
134.21 |
|
R3 |
135.39 |
134.98 |
133.99 |
|
R2 |
134.57 |
134.57 |
133.91 |
|
R1 |
134.16 |
134.16 |
133.84 |
134.37 |
PP |
133.75 |
133.75 |
133.75 |
133.85 |
S1 |
133.34 |
133.34 |
133.68 |
133.55 |
S2 |
132.93 |
132.93 |
133.61 |
|
S3 |
132.11 |
132.52 |
133.53 |
|
S4 |
131.29 |
131.70 |
133.31 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.54 |
138.72 |
134.90 |
|
R3 |
137.47 |
136.65 |
134.33 |
|
R2 |
135.40 |
135.40 |
134.14 |
|
R1 |
134.58 |
134.58 |
133.95 |
134.99 |
PP |
133.33 |
133.33 |
133.33 |
133.54 |
S1 |
132.51 |
132.51 |
133.57 |
132.92 |
S2 |
131.26 |
131.26 |
133.38 |
|
S3 |
129.19 |
130.44 |
133.19 |
|
S4 |
127.12 |
128.37 |
132.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.15 |
132.08 |
2.07 |
1.5% |
0.82 |
0.6% |
81% |
True |
False |
1,072,632 |
10 |
134.15 |
131.23 |
2.92 |
2.2% |
0.85 |
0.6% |
87% |
True |
False |
635,238 |
20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.83 |
0.6% |
87% |
True |
False |
320,221 |
40 |
135.83 |
131.23 |
4.60 |
3.4% |
0.77 |
0.6% |
55% |
False |
False |
160,628 |
60 |
138.33 |
131.23 |
7.10 |
5.3% |
0.73 |
0.5% |
36% |
False |
False |
107,100 |
80 |
138.33 |
130.23 |
8.10 |
6.1% |
0.58 |
0.4% |
44% |
False |
False |
80,327 |
100 |
138.33 |
127.36 |
10.97 |
8.2% |
0.48 |
0.4% |
58% |
False |
False |
64,261 |
120 |
138.33 |
126.95 |
11.38 |
8.5% |
0.40 |
0.3% |
60% |
False |
False |
53,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.64 |
2.618 |
136.30 |
1.618 |
135.48 |
1.000 |
134.97 |
0.618 |
134.66 |
HIGH |
134.15 |
0.618 |
133.84 |
0.500 |
133.74 |
0.382 |
133.64 |
LOW |
133.33 |
0.618 |
132.82 |
1.000 |
132.51 |
1.618 |
132.00 |
2.618 |
131.18 |
4.250 |
129.85 |
|
|
Fisher Pivots for day following 08-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
133.75 |
133.66 |
PP |
133.75 |
133.56 |
S1 |
133.74 |
133.46 |
|