Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 07-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
134.14 |
134.46 |
0.32 |
0.2% |
134.50 |
High |
134.55 |
134.60 |
0.05 |
0.0% |
136.29 |
Low |
133.76 |
133.97 |
0.21 |
0.2% |
134.37 |
Close |
134.24 |
134.30 |
0.06 |
0.0% |
134.93 |
Range |
0.79 |
0.63 |
-0.16 |
-20.3% |
1.92 |
ATR |
1.00 |
0.98 |
-0.03 |
-2.7% |
0.00 |
Volume |
1,167,091 |
933,086 |
-234,005 |
-20.1% |
5,755,573 |
|
Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.18 |
135.87 |
134.65 |
|
R3 |
135.55 |
135.24 |
134.47 |
|
R2 |
134.92 |
134.92 |
134.42 |
|
R1 |
134.61 |
134.61 |
134.36 |
134.45 |
PP |
134.29 |
134.29 |
134.29 |
134.21 |
S1 |
133.98 |
133.98 |
134.24 |
133.82 |
S2 |
133.66 |
133.66 |
134.18 |
|
S3 |
133.03 |
133.35 |
134.13 |
|
S4 |
132.40 |
132.72 |
133.95 |
|
|
Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.96 |
139.86 |
135.99 |
|
R3 |
139.04 |
137.94 |
135.46 |
|
R2 |
137.12 |
137.12 |
135.28 |
|
R1 |
136.02 |
136.02 |
135.11 |
136.57 |
PP |
135.20 |
135.20 |
135.20 |
135.47 |
S1 |
134.10 |
134.10 |
134.75 |
134.65 |
S2 |
133.28 |
133.28 |
134.58 |
|
S3 |
131.36 |
132.18 |
134.40 |
|
S4 |
129.44 |
130.26 |
133.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.29 |
133.76 |
2.53 |
1.9% |
0.94 |
0.7% |
21% |
False |
False |
1,091,081 |
10 |
136.29 |
133.55 |
2.74 |
2.0% |
0.97 |
0.7% |
27% |
False |
False |
1,077,253 |
20 |
136.29 |
133.55 |
2.74 |
2.0% |
0.86 |
0.6% |
27% |
False |
False |
1,035,886 |
40 |
138.84 |
133.55 |
5.29 |
3.9% |
0.95 |
0.7% |
14% |
False |
False |
926,651 |
60 |
138.84 |
129.72 |
9.12 |
6.8% |
0.91 |
0.7% |
50% |
False |
False |
712,551 |
80 |
138.84 |
127.44 |
11.40 |
8.5% |
0.83 |
0.6% |
60% |
False |
False |
534,494 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.77 |
0.6% |
62% |
False |
False |
427,612 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.67 |
0.5% |
62% |
False |
False |
356,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.28 |
2.618 |
136.25 |
1.618 |
135.62 |
1.000 |
135.23 |
0.618 |
134.99 |
HIGH |
134.60 |
0.618 |
134.36 |
0.500 |
134.29 |
0.382 |
134.21 |
LOW |
133.97 |
0.618 |
133.58 |
1.000 |
133.34 |
1.618 |
132.95 |
2.618 |
132.32 |
4.250 |
131.29 |
|
|
Fisher Pivots for day following 07-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
134.30 |
134.37 |
PP |
134.29 |
134.35 |
S1 |
134.29 |
134.32 |
|