Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
133.62 |
132.90 |
-0.72 |
-0.5% |
133.08 |
| High |
133.74 |
132.92 |
-0.82 |
-0.6% |
133.74 |
| Low |
132.98 |
132.37 |
-0.61 |
-0.5% |
132.37 |
| Close |
133.22 |
132.58 |
-0.64 |
-0.5% |
132.58 |
| Range |
0.76 |
0.55 |
-0.21 |
-27.6% |
1.37 |
| ATR |
0.82 |
0.82 |
0.00 |
0.2% |
0.00 |
| Volume |
1,600 |
2,619 |
1,019 |
63.7% |
10,977 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.27 |
133.98 |
132.88 |
|
| R3 |
133.72 |
133.43 |
132.73 |
|
| R2 |
133.17 |
133.17 |
132.68 |
|
| R1 |
132.88 |
132.88 |
132.63 |
132.75 |
| PP |
132.62 |
132.62 |
132.62 |
132.56 |
| S1 |
132.33 |
132.33 |
132.53 |
132.20 |
| S2 |
132.07 |
132.07 |
132.48 |
|
| S3 |
131.52 |
131.78 |
132.43 |
|
| S4 |
130.97 |
131.23 |
132.28 |
|
|
| 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 |
132.37 |
1.37 |
1.0% |
0.73 |
0.5% |
15% |
False |
True |
2,195 |
| 10 |
134.48 |
132.37 |
2.11 |
1.6% |
0.75 |
0.6% |
10% |
False |
True |
1,987 |
| 20 |
135.83 |
132.37 |
3.46 |
2.6% |
0.76 |
0.6% |
6% |
False |
True |
1,582 |
| 40 |
138.33 |
132.37 |
5.96 |
4.5% |
0.69 |
0.5% |
4% |
False |
True |
862 |
| 60 |
138.33 |
130.23 |
8.10 |
6.1% |
0.57 |
0.4% |
29% |
False |
False |
581 |
| 80 |
138.33 |
127.81 |
10.52 |
7.9% |
0.44 |
0.3% |
45% |
False |
False |
436 |
| 100 |
138.33 |
126.95 |
11.38 |
8.6% |
0.35 |
0.3% |
49% |
False |
False |
348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.26 |
|
2.618 |
134.36 |
|
1.618 |
133.81 |
|
1.000 |
133.47 |
|
0.618 |
133.26 |
|
HIGH |
132.92 |
|
0.618 |
132.71 |
|
0.500 |
132.65 |
|
0.382 |
132.58 |
|
LOW |
132.37 |
|
0.618 |
132.03 |
|
1.000 |
131.82 |
|
1.618 |
131.48 |
|
2.618 |
130.93 |
|
4.250 |
130.03 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
132.65 |
133.06 |
| PP |
132.62 |
132.90 |
| S1 |
132.60 |
132.74 |
|