Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 18-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
131.85 |
131.86 |
0.01 |
0.0% |
133.80 |
High |
132.05 |
132.10 |
0.05 |
0.0% |
134.06 |
Low |
131.71 |
131.54 |
-0.17 |
-0.1% |
131.71 |
Close |
131.83 |
131.66 |
-0.17 |
-0.1% |
131.83 |
Range |
0.34 |
0.56 |
0.22 |
64.7% |
2.35 |
ATR |
0.82 |
0.80 |
-0.02 |
-2.3% |
0.00 |
Volume |
824,881 |
853,398 |
28,517 |
3.5% |
4,626,131 |
|
Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.45 |
133.11 |
131.97 |
|
R3 |
132.89 |
132.55 |
131.81 |
|
R2 |
132.33 |
132.33 |
131.76 |
|
R1 |
131.99 |
131.99 |
131.71 |
131.88 |
PP |
131.77 |
131.77 |
131.77 |
131.71 |
S1 |
131.43 |
131.43 |
131.61 |
131.32 |
S2 |
131.21 |
131.21 |
131.56 |
|
S3 |
130.65 |
130.87 |
131.51 |
|
S4 |
130.09 |
130.31 |
131.35 |
|
|
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 |
133.69 |
131.54 |
2.15 |
1.6% |
0.69 |
0.5% |
6% |
False |
True |
944,147 |
10 |
134.15 |
131.54 |
2.61 |
2.0% |
0.79 |
0.6% |
5% |
False |
True |
988,220 |
20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.83 |
0.6% |
15% |
False |
False |
593,540 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.80 |
0.6% |
9% |
False |
False |
297,561 |
60 |
138.33 |
131.23 |
7.10 |
5.4% |
0.74 |
0.6% |
6% |
False |
False |
198,421 |
80 |
138.33 |
130.23 |
8.10 |
6.2% |
0.64 |
0.5% |
18% |
False |
False |
148,821 |
100 |
138.33 |
127.81 |
10.52 |
8.0% |
0.52 |
0.4% |
37% |
False |
False |
119,057 |
120 |
138.33 |
126.95 |
11.38 |
8.6% |
0.43 |
0.3% |
41% |
False |
False |
99,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.48 |
2.618 |
133.57 |
1.618 |
133.01 |
1.000 |
132.66 |
0.618 |
132.45 |
HIGH |
132.10 |
0.618 |
131.89 |
0.500 |
131.82 |
0.382 |
131.75 |
LOW |
131.54 |
0.618 |
131.19 |
1.000 |
130.98 |
1.618 |
130.63 |
2.618 |
130.07 |
4.250 |
129.16 |
|
|
Fisher Pivots for day following 18-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
131.82 |
132.16 |
PP |
131.77 |
131.99 |
S1 |
131.71 |
131.83 |
|