Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 21-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
132.45 |
132.68 |
0.23 |
0.2% |
133.08 |
| High |
133.00 |
132.91 |
-0.09 |
-0.1% |
133.74 |
| Low |
132.45 |
131.91 |
-0.54 |
-0.4% |
132.37 |
| Close |
132.88 |
132.21 |
-0.67 |
-0.5% |
132.58 |
| Range |
0.55 |
1.00 |
0.45 |
81.8% |
1.37 |
| ATR |
0.80 |
0.82 |
0.01 |
1.7% |
0.00 |
| Volume |
5,621 |
10,019 |
4,398 |
78.2% |
10,977 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.34 |
134.78 |
132.76 |
|
| R3 |
134.34 |
133.78 |
132.49 |
|
| R2 |
133.34 |
133.34 |
132.39 |
|
| R1 |
132.78 |
132.78 |
132.30 |
132.56 |
| PP |
132.34 |
132.34 |
132.34 |
132.24 |
| S1 |
131.78 |
131.78 |
132.12 |
131.56 |
| S2 |
131.34 |
131.34 |
132.03 |
|
| S3 |
130.34 |
130.78 |
131.94 |
|
| S4 |
129.34 |
129.78 |
131.66 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.01 |
136.16 |
133.33 |
|
| R3 |
135.64 |
134.79 |
132.96 |
|
| R2 |
134.27 |
134.27 |
132.83 |
|
| R1 |
133.42 |
133.42 |
132.71 |
133.16 |
| PP |
132.90 |
132.90 |
132.90 |
132.77 |
| S1 |
132.05 |
132.05 |
132.45 |
131.79 |
| S2 |
131.53 |
131.53 |
132.33 |
|
| S3 |
130.16 |
130.68 |
132.20 |
|
| S4 |
128.79 |
129.31 |
131.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.74 |
131.91 |
1.83 |
1.4% |
0.77 |
0.6% |
16% |
False |
True |
4,454 |
| 10 |
134.18 |
131.91 |
2.27 |
1.7% |
0.73 |
0.6% |
13% |
False |
True |
3,156 |
| 20 |
135.83 |
131.91 |
3.92 |
3.0% |
0.80 |
0.6% |
8% |
False |
True |
2,348 |
| 40 |
138.33 |
131.91 |
6.42 |
4.9% |
0.71 |
0.5% |
5% |
False |
True |
1,251 |
| 60 |
138.33 |
130.23 |
8.10 |
6.1% |
0.60 |
0.5% |
24% |
False |
False |
842 |
| 80 |
138.33 |
128.34 |
9.99 |
7.6% |
0.45 |
0.3% |
39% |
False |
False |
631 |
| 100 |
138.33 |
127.12 |
11.21 |
8.5% |
0.37 |
0.3% |
45% |
False |
False |
505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.16 |
|
2.618 |
135.53 |
|
1.618 |
134.53 |
|
1.000 |
133.91 |
|
0.618 |
133.53 |
|
HIGH |
132.91 |
|
0.618 |
132.53 |
|
0.500 |
132.41 |
|
0.382 |
132.29 |
|
LOW |
131.91 |
|
0.618 |
131.29 |
|
1.000 |
130.91 |
|
1.618 |
130.29 |
|
2.618 |
129.29 |
|
4.250 |
127.66 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
132.41 |
132.46 |
| PP |
132.34 |
132.37 |
| S1 |
132.28 |
132.29 |
|