Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
132.03 |
132.35 |
0.32 |
0.2% |
131.86 |
| High |
132.54 |
133.18 |
0.64 |
0.5% |
133.18 |
| Low |
131.83 |
132.28 |
0.45 |
0.3% |
131.54 |
| Close |
132.26 |
133.07 |
0.81 |
0.6% |
133.07 |
| Range |
0.71 |
0.90 |
0.19 |
26.8% |
1.64 |
| ATR |
0.76 |
0.77 |
0.01 |
1.5% |
0.00 |
| Volume |
1,147,114 |
1,103,251 |
-43,863 |
-3.8% |
5,071,578 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.54 |
135.21 |
133.57 |
|
| R3 |
134.64 |
134.31 |
133.32 |
|
| R2 |
133.74 |
133.74 |
133.24 |
|
| R1 |
133.41 |
133.41 |
133.15 |
133.58 |
| PP |
132.84 |
132.84 |
132.84 |
132.93 |
| S1 |
132.51 |
132.51 |
132.99 |
132.68 |
| S2 |
131.94 |
131.94 |
132.91 |
|
| S3 |
131.04 |
131.61 |
132.82 |
|
| S4 |
130.14 |
130.71 |
132.58 |
|
|
| 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 |
133.18 |
131.54 |
1.64 |
1.2% |
0.64 |
0.5% |
93% |
True |
False |
1,014,315 |
| 10 |
134.06 |
131.54 |
2.52 |
1.9% |
0.69 |
0.5% |
61% |
False |
False |
969,770 |
| 20 |
134.15 |
131.23 |
2.92 |
2.2% |
0.77 |
0.6% |
63% |
False |
False |
802,504 |
| 40 |
135.83 |
131.23 |
4.60 |
3.5% |
0.80 |
0.6% |
40% |
False |
False |
402,938 |
| 60 |
138.19 |
131.23 |
6.96 |
5.2% |
0.75 |
0.6% |
26% |
False |
False |
268,722 |
| 80 |
138.33 |
131.23 |
7.10 |
5.3% |
0.67 |
0.5% |
26% |
False |
False |
201,548 |
| 100 |
138.33 |
128.78 |
9.55 |
7.2% |
0.54 |
0.4% |
45% |
False |
False |
161,238 |
| 120 |
138.33 |
127.12 |
11.21 |
8.4% |
0.45 |
0.3% |
53% |
False |
False |
134,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.01 |
|
2.618 |
135.54 |
|
1.618 |
134.64 |
|
1.000 |
134.08 |
|
0.618 |
133.74 |
|
HIGH |
133.18 |
|
0.618 |
132.84 |
|
0.500 |
132.73 |
|
0.382 |
132.62 |
|
LOW |
132.28 |
|
0.618 |
131.72 |
|
1.000 |
131.38 |
|
1.618 |
130.82 |
|
2.618 |
129.92 |
|
4.250 |
128.46 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
132.96 |
132.85 |
| PP |
132.84 |
132.63 |
| S1 |
132.73 |
132.42 |
|