Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 28-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
132.88 |
133.22 |
0.34 |
0.3% |
133.15 |
High |
133.48 |
133.43 |
-0.05 |
0.0% |
133.48 |
Low |
132.81 |
132.96 |
0.15 |
0.1% |
132.52 |
Close |
133.37 |
133.38 |
0.01 |
0.0% |
133.38 |
Range |
0.67 |
0.47 |
-0.20 |
-29.9% |
0.96 |
ATR |
0.74 |
0.72 |
-0.02 |
-2.6% |
0.00 |
Volume |
864,674 |
1,039,632 |
174,958 |
20.2% |
3,491,212 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.67 |
134.49 |
133.64 |
|
R3 |
134.20 |
134.02 |
133.51 |
|
R2 |
133.73 |
133.73 |
133.47 |
|
R1 |
133.55 |
133.55 |
133.42 |
133.64 |
PP |
133.26 |
133.26 |
133.26 |
133.30 |
S1 |
133.08 |
133.08 |
133.34 |
133.17 |
S2 |
132.79 |
132.79 |
133.29 |
|
S3 |
132.32 |
132.61 |
133.25 |
|
S4 |
131.85 |
132.14 |
133.12 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.01 |
135.65 |
133.91 |
|
R3 |
135.05 |
134.69 |
133.64 |
|
R2 |
134.09 |
134.09 |
133.56 |
|
R1 |
133.73 |
133.73 |
133.47 |
133.91 |
PP |
133.13 |
133.13 |
133.13 |
133.22 |
S1 |
132.77 |
132.77 |
133.29 |
132.95 |
S2 |
132.17 |
132.17 |
133.20 |
|
S3 |
131.21 |
131.81 |
133.12 |
|
S4 |
130.25 |
130.85 |
132.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.48 |
132.28 |
1.20 |
0.9% |
0.64 |
0.5% |
92% |
False |
False |
918,892 |
10 |
133.48 |
131.54 |
1.94 |
1.5% |
0.58 |
0.4% |
95% |
False |
False |
938,767 |
20 |
134.15 |
131.54 |
2.61 |
2.0% |
0.71 |
0.5% |
70% |
False |
False |
959,184 |
40 |
135.83 |
131.23 |
4.60 |
3.4% |
0.77 |
0.6% |
47% |
False |
False |
490,112 |
60 |
136.84 |
131.23 |
5.61 |
4.2% |
0.74 |
0.6% |
38% |
False |
False |
326,905 |
80 |
138.33 |
131.23 |
7.10 |
5.3% |
0.69 |
0.5% |
30% |
False |
False |
245,188 |
100 |
138.33 |
129.53 |
8.80 |
6.6% |
0.56 |
0.4% |
44% |
False |
False |
196,150 |
120 |
138.33 |
127.36 |
10.97 |
8.2% |
0.47 |
0.4% |
55% |
False |
False |
163,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.43 |
2.618 |
134.66 |
1.618 |
134.19 |
1.000 |
133.90 |
0.618 |
133.72 |
HIGH |
133.43 |
0.618 |
133.25 |
0.500 |
133.20 |
0.382 |
133.14 |
LOW |
132.96 |
0.618 |
132.67 |
1.000 |
132.49 |
1.618 |
132.20 |
2.618 |
131.73 |
4.250 |
130.96 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
133.32 |
133.26 |
PP |
133.26 |
133.13 |
S1 |
133.20 |
133.01 |
|