Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 25-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
132.35 |
133.15 |
0.80 |
0.6% |
131.86 |
High |
133.18 |
133.28 |
0.10 |
0.1% |
133.18 |
Low |
132.28 |
132.52 |
0.24 |
0.2% |
131.54 |
Close |
133.07 |
132.56 |
-0.51 |
-0.4% |
133.07 |
Range |
0.90 |
0.76 |
-0.14 |
-15.6% |
1.64 |
ATR |
0.77 |
0.77 |
0.00 |
-0.1% |
0.00 |
Volume |
1,103,251 |
741,246 |
-362,005 |
-32.8% |
5,071,578 |
|
Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.07 |
134.57 |
132.98 |
|
R3 |
134.31 |
133.81 |
132.77 |
|
R2 |
133.55 |
133.55 |
132.70 |
|
R1 |
133.05 |
133.05 |
132.63 |
132.92 |
PP |
132.79 |
132.79 |
132.79 |
132.72 |
S1 |
132.29 |
132.29 |
132.49 |
132.16 |
S2 |
132.03 |
132.03 |
132.42 |
|
S3 |
131.27 |
131.53 |
132.35 |
|
S4 |
130.51 |
130.77 |
132.14 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.52 |
136.93 |
133.97 |
|
R3 |
135.88 |
135.29 |
133.52 |
|
R2 |
134.24 |
134.24 |
133.37 |
|
R1 |
133.65 |
133.65 |
133.22 |
133.95 |
PP |
132.60 |
132.60 |
132.60 |
132.74 |
S1 |
132.01 |
132.01 |
132.92 |
132.31 |
S2 |
130.96 |
130.96 |
132.77 |
|
S3 |
129.32 |
130.37 |
132.62 |
|
S4 |
127.68 |
128.73 |
132.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.28 |
131.59 |
1.69 |
1.3% |
0.68 |
0.5% |
57% |
True |
False |
991,885 |
10 |
133.69 |
131.54 |
2.15 |
1.6% |
0.68 |
0.5% |
47% |
False |
False |
968,016 |
20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.75 |
0.6% |
46% |
False |
False |
838,612 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.80 |
0.6% |
29% |
False |
False |
421,451 |
60 |
137.67 |
131.23 |
6.44 |
4.9% |
0.75 |
0.6% |
21% |
False |
False |
281,076 |
80 |
138.33 |
131.23 |
7.10 |
5.4% |
0.68 |
0.5% |
19% |
False |
False |
210,814 |
100 |
138.33 |
129.34 |
8.99 |
6.8% |
0.54 |
0.4% |
36% |
False |
False |
168,651 |
120 |
138.33 |
127.19 |
11.14 |
8.4% |
0.46 |
0.3% |
48% |
False |
False |
140,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.51 |
2.618 |
135.27 |
1.618 |
134.51 |
1.000 |
134.04 |
0.618 |
133.75 |
HIGH |
133.28 |
0.618 |
132.99 |
0.500 |
132.90 |
0.382 |
132.81 |
LOW |
132.52 |
0.618 |
132.05 |
1.000 |
131.76 |
1.618 |
131.29 |
2.618 |
130.53 |
4.250 |
129.29 |
|
|
Fisher Pivots for day following 25-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
132.90 |
132.56 |
PP |
132.79 |
132.56 |
S1 |
132.67 |
132.56 |
|