Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 14-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
133.18 |
132.57 |
-0.61 |
-0.5% |
132.36 |
High |
133.47 |
132.78 |
-0.69 |
-0.5% |
134.15 |
Low |
132.58 |
131.86 |
-0.72 |
-0.5% |
132.08 |
Close |
132.73 |
132.01 |
-0.72 |
-0.5% |
133.76 |
Range |
0.89 |
0.92 |
0.03 |
3.4% |
2.07 |
ATR |
0.85 |
0.85 |
0.01 |
0.6% |
0.00 |
Volume |
944,543 |
1,135,404 |
190,861 |
20.2% |
5,363,164 |
|
Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.98 |
134.41 |
132.52 |
|
R3 |
134.06 |
133.49 |
132.26 |
|
R2 |
133.14 |
133.14 |
132.18 |
|
R1 |
132.57 |
132.57 |
132.09 |
132.40 |
PP |
132.22 |
132.22 |
132.22 |
132.13 |
S1 |
131.65 |
131.65 |
131.93 |
131.48 |
S2 |
131.30 |
131.30 |
131.84 |
|
S3 |
130.38 |
130.73 |
131.76 |
|
S4 |
129.46 |
129.81 |
131.50 |
|
|
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 |
131.86 |
2.29 |
1.7% |
0.84 |
0.6% |
7% |
False |
True |
939,281 |
10 |
134.15 |
131.60 |
2.55 |
1.9% |
0.84 |
0.6% |
16% |
False |
False |
979,602 |
20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.85 |
0.6% |
27% |
False |
False |
509,837 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.80 |
0.6% |
17% |
False |
False |
255,630 |
60 |
138.33 |
131.23 |
7.10 |
5.4% |
0.75 |
0.6% |
11% |
False |
False |
170,450 |
80 |
138.33 |
130.23 |
8.10 |
6.1% |
0.62 |
0.5% |
22% |
False |
False |
127,842 |
100 |
138.33 |
127.81 |
10.52 |
8.0% |
0.51 |
0.4% |
40% |
False |
False |
102,274 |
120 |
138.33 |
126.95 |
11.38 |
8.6% |
0.43 |
0.3% |
44% |
False |
False |
85,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.69 |
2.618 |
135.19 |
1.618 |
134.27 |
1.000 |
133.70 |
0.618 |
133.35 |
HIGH |
132.78 |
0.618 |
132.43 |
0.500 |
132.32 |
0.382 |
132.21 |
LOW |
131.86 |
0.618 |
131.29 |
1.000 |
130.94 |
1.618 |
130.37 |
2.618 |
129.45 |
4.250 |
127.95 |
|
|
Fisher Pivots for day following 14-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
132.32 |
132.78 |
PP |
132.22 |
132.52 |
S1 |
132.11 |
132.27 |
|