Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 23-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
132.32 |
132.59 |
0.27 |
0.2% |
132.78 |
High |
132.80 |
133.37 |
0.57 |
0.4% |
133.40 |
Low |
131.78 |
132.05 |
0.27 |
0.2% |
131.78 |
Close |
132.58 |
133.17 |
0.59 |
0.4% |
133.17 |
Range |
1.02 |
1.32 |
0.30 |
29.4% |
1.62 |
ATR |
0.94 |
0.97 |
0.03 |
2.9% |
0.00 |
Volume |
1,237,801 |
1,158,481 |
-79,320 |
-6.4% |
4,176,424 |
|
Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.82 |
136.32 |
133.90 |
|
R3 |
135.50 |
135.00 |
133.53 |
|
R2 |
134.18 |
134.18 |
133.41 |
|
R1 |
133.68 |
133.68 |
133.29 |
133.93 |
PP |
132.86 |
132.86 |
132.86 |
132.99 |
S1 |
132.36 |
132.36 |
133.05 |
132.61 |
S2 |
131.54 |
131.54 |
132.93 |
|
S3 |
130.22 |
131.04 |
132.81 |
|
S4 |
128.90 |
129.72 |
132.44 |
|
|
Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.64 |
137.03 |
134.06 |
|
R3 |
136.02 |
135.41 |
133.62 |
|
R2 |
134.40 |
134.40 |
133.47 |
|
R1 |
133.79 |
133.79 |
133.32 |
134.10 |
PP |
132.78 |
132.78 |
132.78 |
132.94 |
S1 |
132.17 |
132.17 |
133.02 |
132.48 |
S2 |
131.16 |
131.16 |
132.87 |
|
S3 |
129.54 |
130.55 |
132.72 |
|
S4 |
127.92 |
128.93 |
132.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.54 |
131.78 |
1.76 |
1.3% |
0.97 |
0.7% |
79% |
False |
False |
1,010,593 |
10 |
134.18 |
131.78 |
2.40 |
1.8% |
0.92 |
0.7% |
58% |
False |
False |
970,019 |
20 |
136.29 |
131.78 |
4.51 |
3.4% |
0.94 |
0.7% |
31% |
False |
False |
1,014,670 |
40 |
138.84 |
131.78 |
7.06 |
5.3% |
0.94 |
0.7% |
20% |
False |
False |
983,281 |
60 |
138.84 |
130.51 |
8.33 |
6.3% |
0.95 |
0.7% |
32% |
False |
False |
887,823 |
80 |
138.84 |
128.60 |
10.24 |
7.7% |
0.89 |
0.7% |
45% |
False |
False |
666,851 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.83 |
0.6% |
52% |
False |
False |
533,510 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.74 |
0.6% |
52% |
False |
False |
444,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.98 |
2.618 |
136.83 |
1.618 |
135.51 |
1.000 |
134.69 |
0.618 |
134.19 |
HIGH |
133.37 |
0.618 |
132.87 |
0.500 |
132.71 |
0.382 |
132.55 |
LOW |
132.05 |
0.618 |
131.23 |
1.000 |
130.73 |
1.618 |
129.91 |
2.618 |
128.59 |
4.250 |
126.44 |
|
|
Fisher Pivots for day following 23-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
133.02 |
132.97 |
PP |
132.86 |
132.77 |
S1 |
132.71 |
132.58 |
|