Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
136.68 |
137.42 |
0.74 |
0.5% |
137.69 |
| High |
137.63 |
137.96 |
0.33 |
0.2% |
138.84 |
| Low |
136.31 |
135.89 |
-0.42 |
-0.3% |
137.07 |
| Close |
137.19 |
136.31 |
-0.88 |
-0.6% |
137.22 |
| Range |
1.32 |
2.07 |
0.75 |
56.8% |
1.77 |
| ATR |
0.98 |
1.06 |
0.08 |
7.9% |
0.00 |
| Volume |
969,492 |
1,206,240 |
236,748 |
24.4% |
1,832,861 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.93 |
141.69 |
137.45 |
|
| R3 |
140.86 |
139.62 |
136.88 |
|
| R2 |
138.79 |
138.79 |
136.69 |
|
| R1 |
137.55 |
137.55 |
136.50 |
137.14 |
| PP |
136.72 |
136.72 |
136.72 |
136.51 |
| S1 |
135.48 |
135.48 |
136.12 |
135.07 |
| S2 |
134.65 |
134.65 |
135.93 |
|
| S3 |
132.58 |
133.41 |
135.74 |
|
| S4 |
130.51 |
131.34 |
135.17 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.02 |
141.89 |
138.19 |
|
| R3 |
141.25 |
140.12 |
137.71 |
|
| R2 |
139.48 |
139.48 |
137.54 |
|
| R1 |
138.35 |
138.35 |
137.38 |
138.03 |
| PP |
137.71 |
137.71 |
137.71 |
137.55 |
| S1 |
136.58 |
136.58 |
137.06 |
136.26 |
| S2 |
135.94 |
135.94 |
136.90 |
|
| S3 |
134.17 |
134.81 |
136.73 |
|
| S4 |
132.40 |
133.04 |
136.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.72 |
135.89 |
2.83 |
2.1% |
1.27 |
0.9% |
15% |
False |
True |
921,174 |
| 10 |
138.84 |
135.89 |
2.95 |
2.2% |
1.01 |
0.7% |
14% |
False |
True |
732,009 |
| 20 |
138.84 |
133.91 |
4.93 |
3.6% |
1.05 |
0.8% |
49% |
False |
False |
819,456 |
| 40 |
138.84 |
129.72 |
9.12 |
6.7% |
0.92 |
0.7% |
72% |
False |
False |
474,352 |
| 60 |
138.84 |
127.44 |
11.40 |
8.4% |
0.82 |
0.6% |
78% |
False |
False |
316,320 |
| 80 |
138.84 |
126.95 |
11.89 |
8.7% |
0.71 |
0.5% |
79% |
False |
False |
237,253 |
| 100 |
138.84 |
126.95 |
11.89 |
8.7% |
0.60 |
0.4% |
79% |
False |
False |
189,803 |
| 120 |
138.84 |
126.95 |
11.89 |
8.7% |
0.50 |
0.4% |
79% |
False |
False |
158,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.76 |
|
2.618 |
143.38 |
|
1.618 |
141.31 |
|
1.000 |
140.03 |
|
0.618 |
139.24 |
|
HIGH |
137.96 |
|
0.618 |
137.17 |
|
0.500 |
136.93 |
|
0.382 |
136.68 |
|
LOW |
135.89 |
|
0.618 |
134.61 |
|
1.000 |
133.82 |
|
1.618 |
132.54 |
|
2.618 |
130.47 |
|
4.250 |
127.09 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
136.93 |
136.93 |
| PP |
136.72 |
136.72 |
| S1 |
136.52 |
136.52 |
|