Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
131.85 |
132.03 |
0.18 |
0.1% |
133.80 |
| High |
132.24 |
132.54 |
0.30 |
0.2% |
134.06 |
| Low |
131.65 |
131.83 |
0.18 |
0.1% |
131.71 |
| Close |
131.91 |
132.26 |
0.35 |
0.3% |
131.83 |
| Range |
0.59 |
0.71 |
0.12 |
20.3% |
2.35 |
| ATR |
0.76 |
0.76 |
0.00 |
-0.5% |
0.00 |
| Volume |
911,529 |
1,147,114 |
235,585 |
25.8% |
4,626,131 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.34 |
134.01 |
132.65 |
|
| R3 |
133.63 |
133.30 |
132.46 |
|
| R2 |
132.92 |
132.92 |
132.39 |
|
| R1 |
132.59 |
132.59 |
132.33 |
132.76 |
| PP |
132.21 |
132.21 |
132.21 |
132.29 |
| S1 |
131.88 |
131.88 |
132.19 |
132.05 |
| S2 |
131.50 |
131.50 |
132.13 |
|
| S3 |
130.79 |
131.17 |
132.06 |
|
| S4 |
130.08 |
130.46 |
131.87 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.58 |
138.06 |
133.12 |
|
| R3 |
137.23 |
135.71 |
132.48 |
|
| R2 |
134.88 |
134.88 |
132.26 |
|
| R1 |
133.36 |
133.36 |
132.05 |
132.95 |
| PP |
132.53 |
132.53 |
132.53 |
132.33 |
| S1 |
131.01 |
131.01 |
131.61 |
130.60 |
| S2 |
130.18 |
130.18 |
131.40 |
|
| S3 |
127.83 |
128.66 |
131.18 |
|
| S4 |
125.48 |
126.31 |
130.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.54 |
131.54 |
1.00 |
0.8% |
0.53 |
0.4% |
72% |
True |
False |
958,641 |
| 10 |
134.15 |
131.54 |
2.61 |
2.0% |
0.69 |
0.5% |
28% |
False |
False |
948,961 |
| 20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.79 |
0.6% |
35% |
False |
False |
747,836 |
| 40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.80 |
0.6% |
22% |
False |
False |
375,385 |
| 60 |
138.33 |
131.23 |
7.10 |
5.4% |
0.75 |
0.6% |
15% |
False |
False |
250,335 |
| 80 |
138.33 |
131.15 |
7.18 |
5.4% |
0.66 |
0.5% |
15% |
False |
False |
187,757 |
| 100 |
138.33 |
128.63 |
9.70 |
7.3% |
0.53 |
0.4% |
37% |
False |
False |
150,206 |
| 120 |
138.33 |
127.12 |
11.21 |
8.5% |
0.45 |
0.3% |
46% |
False |
False |
125,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.56 |
|
2.618 |
134.40 |
|
1.618 |
133.69 |
|
1.000 |
133.25 |
|
0.618 |
132.98 |
|
HIGH |
132.54 |
|
0.618 |
132.27 |
|
0.500 |
132.19 |
|
0.382 |
132.10 |
|
LOW |
131.83 |
|
0.618 |
131.39 |
|
1.000 |
131.12 |
|
1.618 |
130.68 |
|
2.618 |
129.97 |
|
4.250 |
128.81 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
132.24 |
132.20 |
| PP |
132.21 |
132.13 |
| S1 |
132.19 |
132.07 |
|