Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
132.67 |
132.88 |
0.21 |
0.2% |
131.86 |
| High |
132.93 |
133.48 |
0.55 |
0.4% |
133.18 |
| Low |
132.54 |
132.81 |
0.27 |
0.2% |
131.54 |
| Close |
132.75 |
133.37 |
0.62 |
0.5% |
133.07 |
| Range |
0.39 |
0.67 |
0.28 |
71.8% |
1.64 |
| ATR |
0.74 |
0.74 |
0.00 |
-0.1% |
0.00 |
| Volume |
845,660 |
864,674 |
19,014 |
2.2% |
5,071,578 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.23 |
134.97 |
133.74 |
|
| R3 |
134.56 |
134.30 |
133.55 |
|
| R2 |
133.89 |
133.89 |
133.49 |
|
| R1 |
133.63 |
133.63 |
133.43 |
133.76 |
| PP |
133.22 |
133.22 |
133.22 |
133.29 |
| S1 |
132.96 |
132.96 |
133.31 |
133.09 |
| S2 |
132.55 |
132.55 |
133.25 |
|
| S3 |
131.88 |
132.29 |
133.19 |
|
| S4 |
131.21 |
131.62 |
133.00 |
|
|
| 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 |
133.48 |
131.83 |
1.65 |
1.2% |
0.69 |
0.5% |
93% |
True |
False |
940,389 |
| 10 |
133.48 |
131.54 |
1.94 |
1.5% |
0.63 |
0.5% |
94% |
True |
False |
948,344 |
| 20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.75 |
0.6% |
73% |
False |
False |
918,939 |
| 40 |
135.83 |
131.23 |
4.60 |
3.4% |
0.79 |
0.6% |
47% |
False |
False |
464,176 |
| 60 |
136.84 |
131.23 |
5.61 |
4.2% |
0.74 |
0.6% |
38% |
False |
False |
309,580 |
| 80 |
138.33 |
131.23 |
7.10 |
5.3% |
0.69 |
0.5% |
30% |
False |
False |
232,193 |
| 100 |
138.33 |
129.53 |
8.80 |
6.6% |
0.55 |
0.4% |
44% |
False |
False |
185,754 |
| 120 |
138.33 |
127.36 |
10.97 |
8.2% |
0.47 |
0.4% |
55% |
False |
False |
154,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.33 |
|
2.618 |
135.23 |
|
1.618 |
134.56 |
|
1.000 |
134.15 |
|
0.618 |
133.89 |
|
HIGH |
133.48 |
|
0.618 |
133.22 |
|
0.500 |
133.15 |
|
0.382 |
133.07 |
|
LOW |
132.81 |
|
0.618 |
132.40 |
|
1.000 |
132.14 |
|
1.618 |
131.73 |
|
2.618 |
131.06 |
|
4.250 |
129.96 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
133.30 |
133.25 |
| PP |
133.22 |
133.12 |
| S1 |
133.15 |
133.00 |
|