Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 26-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
133.15 |
132.67 |
-0.48 |
-0.4% |
131.86 |
High |
133.28 |
132.93 |
-0.35 |
-0.3% |
133.18 |
Low |
132.52 |
132.54 |
0.02 |
0.0% |
131.54 |
Close |
132.56 |
132.75 |
0.19 |
0.1% |
133.07 |
Range |
0.76 |
0.39 |
-0.37 |
-48.7% |
1.64 |
ATR |
0.77 |
0.74 |
-0.03 |
-3.5% |
0.00 |
Volume |
741,246 |
845,660 |
104,414 |
14.1% |
5,071,578 |
|
Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.91 |
133.72 |
132.96 |
|
R3 |
133.52 |
133.33 |
132.86 |
|
R2 |
133.13 |
133.13 |
132.82 |
|
R1 |
132.94 |
132.94 |
132.79 |
133.04 |
PP |
132.74 |
132.74 |
132.74 |
132.79 |
S1 |
132.55 |
132.55 |
132.71 |
132.65 |
S2 |
132.35 |
132.35 |
132.68 |
|
S3 |
131.96 |
132.16 |
132.64 |
|
S4 |
131.57 |
131.77 |
132.54 |
|
|
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 |
131.65 |
1.63 |
1.2% |
0.67 |
0.5% |
67% |
False |
False |
949,760 |
10 |
133.47 |
131.54 |
1.93 |
1.5% |
0.65 |
0.5% |
63% |
False |
False |
956,331 |
20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.73 |
0.6% |
52% |
False |
False |
878,833 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.80 |
0.6% |
33% |
False |
False |
442,562 |
60 |
136.84 |
131.23 |
5.61 |
4.2% |
0.74 |
0.6% |
27% |
False |
False |
295,169 |
80 |
138.33 |
131.23 |
7.10 |
5.3% |
0.68 |
0.5% |
21% |
False |
False |
221,384 |
100 |
138.33 |
129.53 |
8.80 |
6.6% |
0.55 |
0.4% |
37% |
False |
False |
177,107 |
120 |
138.33 |
127.36 |
10.97 |
8.3% |
0.46 |
0.3% |
49% |
False |
False |
147,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.59 |
2.618 |
133.95 |
1.618 |
133.56 |
1.000 |
133.32 |
0.618 |
133.17 |
HIGH |
132.93 |
0.618 |
132.78 |
0.500 |
132.74 |
0.382 |
132.69 |
LOW |
132.54 |
0.618 |
132.30 |
1.000 |
132.15 |
1.618 |
131.91 |
2.618 |
131.52 |
4.250 |
130.88 |
|
|
Fisher Pivots for day following 26-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
132.75 |
132.78 |
PP |
132.74 |
132.77 |
S1 |
132.74 |
132.76 |
|