Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 19-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
131.86 |
131.66 |
-0.20 |
-0.2% |
133.80 |
High |
132.10 |
132.02 |
-0.08 |
-0.1% |
134.06 |
Low |
131.54 |
131.59 |
0.05 |
0.0% |
131.71 |
Close |
131.66 |
131.88 |
0.22 |
0.2% |
131.83 |
Range |
0.56 |
0.43 |
-0.13 |
-23.2% |
2.35 |
ATR |
0.80 |
0.77 |
-0.03 |
-3.3% |
0.00 |
Volume |
853,398 |
1,056,286 |
202,888 |
23.8% |
4,626,131 |
|
Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.12 |
132.93 |
132.12 |
|
R3 |
132.69 |
132.50 |
132.00 |
|
R2 |
132.26 |
132.26 |
131.96 |
|
R1 |
132.07 |
132.07 |
131.92 |
132.17 |
PP |
131.83 |
131.83 |
131.83 |
131.88 |
S1 |
131.64 |
131.64 |
131.84 |
131.74 |
S2 |
131.40 |
131.40 |
131.80 |
|
S3 |
130.97 |
131.21 |
131.76 |
|
S4 |
130.54 |
130.78 |
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 |
133.47 |
131.54 |
1.93 |
1.5% |
0.63 |
0.5% |
18% |
False |
False |
962,902 |
10 |
134.15 |
131.54 |
2.61 |
2.0% |
0.72 |
0.5% |
13% |
False |
False |
988,173 |
20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.83 |
0.6% |
22% |
False |
False |
646,073 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.80 |
0.6% |
14% |
False |
False |
323,961 |
60 |
138.33 |
131.23 |
7.10 |
5.4% |
0.74 |
0.6% |
9% |
False |
False |
216,025 |
80 |
138.33 |
130.23 |
8.10 |
6.1% |
0.64 |
0.5% |
20% |
False |
False |
162,024 |
100 |
138.33 |
128.34 |
9.99 |
7.6% |
0.52 |
0.4% |
35% |
False |
False |
129,619 |
120 |
138.33 |
126.95 |
11.38 |
8.6% |
0.44 |
0.3% |
43% |
False |
False |
108,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.85 |
2.618 |
133.15 |
1.618 |
132.72 |
1.000 |
132.45 |
0.618 |
132.29 |
HIGH |
132.02 |
0.618 |
131.86 |
0.500 |
131.81 |
0.382 |
131.75 |
LOW |
131.59 |
0.618 |
131.32 |
1.000 |
131.16 |
1.618 |
130.89 |
2.618 |
130.46 |
4.250 |
129.76 |
|
|
Fisher Pivots for day following 19-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
131.86 |
131.86 |
PP |
131.83 |
131.84 |
S1 |
131.81 |
131.82 |
|