Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 13-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
133.40 |
133.18 |
-0.22 |
-0.2% |
132.36 |
High |
133.69 |
133.47 |
-0.22 |
-0.2% |
134.15 |
Low |
132.95 |
132.58 |
-0.37 |
-0.3% |
132.08 |
Close |
133.13 |
132.73 |
-0.40 |
-0.3% |
133.76 |
Range |
0.74 |
0.89 |
0.15 |
20.3% |
2.07 |
ATR |
0.85 |
0.85 |
0.00 |
0.4% |
0.00 |
Volume |
962,511 |
944,543 |
-17,968 |
-1.9% |
5,363,164 |
|
Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.60 |
135.05 |
133.22 |
|
R3 |
134.71 |
134.16 |
132.97 |
|
R2 |
133.82 |
133.82 |
132.89 |
|
R1 |
133.27 |
133.27 |
132.81 |
133.10 |
PP |
132.93 |
132.93 |
132.93 |
132.84 |
S1 |
132.38 |
132.38 |
132.65 |
132.21 |
S2 |
132.04 |
132.04 |
132.57 |
|
S3 |
131.15 |
131.49 |
132.49 |
|
S4 |
130.26 |
130.60 |
132.24 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.54 |
138.72 |
134.90 |
|
R3 |
137.47 |
136.65 |
134.33 |
|
R2 |
135.40 |
135.40 |
134.14 |
|
R1 |
134.58 |
134.58 |
133.95 |
134.99 |
PP |
133.33 |
133.33 |
133.33 |
133.54 |
S1 |
132.51 |
132.51 |
133.57 |
132.92 |
S2 |
131.26 |
131.26 |
133.38 |
|
S3 |
129.19 |
130.44 |
133.19 |
|
S4 |
127.12 |
128.37 |
132.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.15 |
132.58 |
1.57 |
1.2% |
0.88 |
0.7% |
10% |
False |
True |
970,652 |
10 |
134.15 |
131.23 |
2.92 |
2.2% |
0.87 |
0.7% |
51% |
False |
False |
889,535 |
20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.86 |
0.6% |
51% |
False |
False |
453,187 |
40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.79 |
0.6% |
33% |
False |
False |
227,270 |
60 |
138.33 |
131.23 |
7.10 |
5.3% |
0.74 |
0.6% |
21% |
False |
False |
151,527 |
80 |
138.33 |
130.23 |
8.10 |
6.1% |
0.61 |
0.5% |
31% |
False |
False |
113,650 |
100 |
138.33 |
127.69 |
10.64 |
8.0% |
0.50 |
0.4% |
47% |
False |
False |
90,920 |
120 |
138.33 |
126.95 |
11.38 |
8.6% |
0.42 |
0.3% |
51% |
False |
False |
75,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.25 |
2.618 |
135.80 |
1.618 |
134.91 |
1.000 |
134.36 |
0.618 |
134.02 |
HIGH |
133.47 |
0.618 |
133.13 |
0.500 |
133.03 |
0.382 |
132.92 |
LOW |
132.58 |
0.618 |
132.03 |
1.000 |
131.69 |
1.618 |
131.14 |
2.618 |
130.25 |
4.250 |
128.80 |
|
|
Fisher Pivots for day following 13-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
133.03 |
133.32 |
PP |
132.93 |
133.12 |
S1 |
132.83 |
132.93 |
|