Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 15-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
132.57 |
131.85 |
-0.72 |
-0.5% |
133.80 |
High |
132.78 |
132.05 |
-0.73 |
-0.5% |
134.06 |
Low |
131.86 |
131.71 |
-0.15 |
-0.1% |
131.71 |
Close |
132.01 |
131.83 |
-0.18 |
-0.1% |
131.83 |
Range |
0.92 |
0.34 |
-0.58 |
-63.0% |
2.35 |
ATR |
0.85 |
0.82 |
-0.04 |
-4.3% |
0.00 |
Volume |
1,135,404 |
824,881 |
-310,523 |
-27.3% |
4,626,131 |
|
Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.88 |
132.70 |
132.02 |
|
R3 |
132.54 |
132.36 |
131.92 |
|
R2 |
132.20 |
132.20 |
131.89 |
|
R1 |
132.02 |
132.02 |
131.86 |
131.94 |
PP |
131.86 |
131.86 |
131.86 |
131.83 |
S1 |
131.68 |
131.68 |
131.80 |
131.60 |
S2 |
131.52 |
131.52 |
131.77 |
|
S3 |
131.18 |
131.34 |
131.74 |
|
S4 |
130.84 |
131.00 |
131.64 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.58 |
138.06 |
133.12 |
|
R3 |
137.23 |
135.71 |
132.48 |
|
R2 |
134.88 |
134.88 |
132.26 |
|
R1 |
133.36 |
133.36 |
132.05 |
132.95 |
PP |
132.53 |
132.53 |
132.53 |
132.33 |
S1 |
131.01 |
131.01 |
131.61 |
130.60 |
S2 |
130.18 |
130.18 |
131.40 |
|
S3 |
127.83 |
128.66 |
131.18 |
|
S4 |
125.48 |
126.31 |
130.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.06 |
131.71 |
2.35 |
1.8% |
0.75 |
0.6% |
5% |
False |
True |
925,226 |
10 |
134.15 |
131.71 |
2.44 |
1.9% |
0.79 |
0.6% |
5% |
False |
True |
998,929 |
20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.83 |
0.6% |
21% |
False |
False |
551,001 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.79 |
0.6% |
13% |
False |
False |
276,229 |
60 |
138.33 |
131.23 |
7.10 |
5.4% |
0.74 |
0.6% |
8% |
False |
False |
184,198 |
80 |
138.33 |
130.23 |
8.10 |
6.1% |
0.63 |
0.5% |
20% |
False |
False |
138,153 |
100 |
138.33 |
127.81 |
10.52 |
8.0% |
0.51 |
0.4% |
38% |
False |
False |
110,523 |
120 |
138.33 |
126.95 |
11.38 |
8.6% |
0.43 |
0.3% |
43% |
False |
False |
92,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.50 |
2.618 |
132.94 |
1.618 |
132.60 |
1.000 |
132.39 |
0.618 |
132.26 |
HIGH |
132.05 |
0.618 |
131.92 |
0.500 |
131.88 |
0.382 |
131.84 |
LOW |
131.71 |
0.618 |
131.50 |
1.000 |
131.37 |
1.618 |
131.16 |
2.618 |
130.82 |
4.250 |
130.27 |
|
|
Fisher Pivots for day following 15-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
131.88 |
132.59 |
PP |
131.86 |
132.34 |
S1 |
131.85 |
132.08 |
|