Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
133.80 |
133.40 |
-0.40 |
-0.3% |
132.36 |
High |
134.06 |
133.69 |
-0.37 |
-0.3% |
134.15 |
Low |
133.21 |
132.95 |
-0.26 |
-0.2% |
132.08 |
Close |
133.39 |
133.13 |
-0.26 |
-0.2% |
133.76 |
Range |
0.85 |
0.74 |
-0.11 |
-12.9% |
2.07 |
ATR |
0.86 |
0.85 |
-0.01 |
-1.0% |
0.00 |
Volume |
758,792 |
962,511 |
203,719 |
26.8% |
5,363,164 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.48 |
135.04 |
133.54 |
|
R3 |
134.74 |
134.30 |
133.33 |
|
R2 |
134.00 |
134.00 |
133.27 |
|
R1 |
133.56 |
133.56 |
133.20 |
133.41 |
PP |
133.26 |
133.26 |
133.26 |
133.18 |
S1 |
132.82 |
132.82 |
133.06 |
132.67 |
S2 |
132.52 |
132.52 |
132.99 |
|
S3 |
131.78 |
132.08 |
132.93 |
|
S4 |
131.04 |
131.34 |
132.72 |
|
|
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 |
132.76 |
1.39 |
1.0% |
0.81 |
0.6% |
27% |
False |
False |
1,013,444 |
10 |
134.15 |
131.23 |
2.92 |
2.2% |
0.82 |
0.6% |
65% |
False |
False |
801,336 |
20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.86 |
0.6% |
65% |
False |
False |
406,146 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.79 |
0.6% |
41% |
False |
False |
203,657 |
60 |
138.33 |
131.23 |
7.10 |
5.3% |
0.74 |
0.6% |
27% |
False |
False |
135,785 |
80 |
138.33 |
130.23 |
8.10 |
6.1% |
0.60 |
0.5% |
36% |
False |
False |
101,843 |
100 |
138.33 |
127.36 |
10.97 |
8.2% |
0.49 |
0.4% |
53% |
False |
False |
81,474 |
120 |
138.33 |
126.95 |
11.38 |
8.5% |
0.41 |
0.3% |
54% |
False |
False |
67,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.84 |
2.618 |
135.63 |
1.618 |
134.89 |
1.000 |
134.43 |
0.618 |
134.15 |
HIGH |
133.69 |
0.618 |
133.41 |
0.500 |
133.32 |
0.382 |
133.23 |
LOW |
132.95 |
0.618 |
132.49 |
1.000 |
132.21 |
1.618 |
131.75 |
2.618 |
131.01 |
4.250 |
129.81 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
133.32 |
133.55 |
PP |
133.26 |
133.41 |
S1 |
133.19 |
133.27 |
|