Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 20-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
131.66 |
131.85 |
0.19 |
0.1% |
133.80 |
High |
132.02 |
132.24 |
0.22 |
0.2% |
134.06 |
Low |
131.59 |
131.65 |
0.06 |
0.0% |
131.71 |
Close |
131.88 |
131.91 |
0.03 |
0.0% |
131.83 |
Range |
0.43 |
0.59 |
0.16 |
37.2% |
2.35 |
ATR |
0.77 |
0.76 |
-0.01 |
-1.7% |
0.00 |
Volume |
1,056,286 |
911,529 |
-144,757 |
-13.7% |
4,626,131 |
|
Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.70 |
133.40 |
132.23 |
|
R3 |
133.11 |
132.81 |
132.07 |
|
R2 |
132.52 |
132.52 |
132.02 |
|
R1 |
132.22 |
132.22 |
131.96 |
132.37 |
PP |
131.93 |
131.93 |
131.93 |
132.01 |
S1 |
131.63 |
131.63 |
131.86 |
131.78 |
S2 |
131.34 |
131.34 |
131.80 |
|
S3 |
130.75 |
131.04 |
131.75 |
|
S4 |
130.16 |
130.45 |
131.59 |
|
|
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 |
132.78 |
131.54 |
1.24 |
0.9% |
0.57 |
0.4% |
30% |
False |
False |
956,299 |
10 |
134.15 |
131.54 |
2.61 |
2.0% |
0.72 |
0.5% |
14% |
False |
False |
963,475 |
20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.80 |
0.6% |
23% |
False |
False |
691,149 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.80 |
0.6% |
15% |
False |
False |
346,749 |
60 |
138.33 |
131.23 |
7.10 |
5.4% |
0.74 |
0.6% |
10% |
False |
False |
231,217 |
80 |
138.33 |
130.23 |
8.10 |
6.1% |
0.65 |
0.5% |
21% |
False |
False |
173,418 |
100 |
138.33 |
128.34 |
9.99 |
7.6% |
0.52 |
0.4% |
36% |
False |
False |
138,735 |
120 |
138.33 |
127.12 |
11.21 |
8.5% |
0.44 |
0.3% |
43% |
False |
False |
115,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.75 |
2.618 |
133.78 |
1.618 |
133.19 |
1.000 |
132.83 |
0.618 |
132.60 |
HIGH |
132.24 |
0.618 |
132.01 |
0.500 |
131.95 |
0.382 |
131.88 |
LOW |
131.65 |
0.618 |
131.29 |
1.000 |
131.06 |
1.618 |
130.70 |
2.618 |
130.11 |
4.250 |
129.14 |
|
|
Fisher Pivots for day following 20-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
131.95 |
131.90 |
PP |
131.93 |
131.90 |
S1 |
131.92 |
131.89 |
|