Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 11-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
133.50 |
133.80 |
0.30 |
0.2% |
132.36 |
High |
134.15 |
134.06 |
-0.09 |
-0.1% |
134.15 |
Low |
133.33 |
133.21 |
-0.12 |
-0.1% |
132.08 |
Close |
133.76 |
133.39 |
-0.37 |
-0.3% |
133.76 |
Range |
0.82 |
0.85 |
0.03 |
3.7% |
2.07 |
ATR |
0.86 |
0.86 |
0.00 |
0.0% |
0.00 |
Volume |
895,157 |
758,792 |
-136,365 |
-15.2% |
5,363,164 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.10 |
135.60 |
133.86 |
|
R3 |
135.25 |
134.75 |
133.62 |
|
R2 |
134.40 |
134.40 |
133.55 |
|
R1 |
133.90 |
133.90 |
133.47 |
133.73 |
PP |
133.55 |
133.55 |
133.55 |
133.47 |
S1 |
133.05 |
133.05 |
133.31 |
132.88 |
S2 |
132.70 |
132.70 |
133.23 |
|
S3 |
131.85 |
132.20 |
133.16 |
|
S4 |
131.00 |
131.35 |
132.92 |
|
|
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 |
132.36 |
1.79 |
1.3% |
0.90 |
0.7% |
58% |
False |
False |
1,032,294 |
10 |
134.15 |
131.23 |
2.92 |
2.2% |
0.81 |
0.6% |
74% |
False |
False |
709,209 |
20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.84 |
0.6% |
74% |
False |
False |
358,052 |
40 |
135.83 |
131.23 |
4.60 |
3.4% |
0.78 |
0.6% |
47% |
False |
False |
179,595 |
60 |
138.33 |
131.23 |
7.10 |
5.3% |
0.74 |
0.6% |
30% |
False |
False |
119,744 |
80 |
138.33 |
130.23 |
8.10 |
6.1% |
0.59 |
0.4% |
39% |
False |
False |
89,812 |
100 |
138.33 |
127.36 |
10.97 |
8.2% |
0.49 |
0.4% |
55% |
False |
False |
71,849 |
120 |
138.33 |
126.95 |
11.38 |
8.5% |
0.40 |
0.3% |
57% |
False |
False |
59,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.67 |
2.618 |
136.29 |
1.618 |
135.44 |
1.000 |
134.91 |
0.618 |
134.59 |
HIGH |
134.06 |
0.618 |
133.74 |
0.500 |
133.64 |
0.382 |
133.53 |
LOW |
133.21 |
0.618 |
132.68 |
1.000 |
132.36 |
1.618 |
131.83 |
2.618 |
130.98 |
4.250 |
129.60 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
133.64 |
133.51 |
PP |
133.55 |
133.47 |
S1 |
133.47 |
133.43 |
|