Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
135.46 |
134.96 |
-0.50 |
-0.4% |
137.14 |
| High |
135.71 |
135.78 |
0.07 |
0.1% |
137.96 |
| Low |
134.87 |
134.92 |
0.05 |
0.0% |
135.06 |
| Close |
135.16 |
135.14 |
-0.02 |
0.0% |
136.03 |
| Range |
0.84 |
0.86 |
0.02 |
2.4% |
2.90 |
| ATR |
1.03 |
1.02 |
-0.01 |
-1.2% |
0.00 |
| Volume |
1,051,833 |
1,116,168 |
64,335 |
6.1% |
4,131,438 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.86 |
137.36 |
135.61 |
|
| R3 |
137.00 |
136.50 |
135.38 |
|
| R2 |
136.14 |
136.14 |
135.30 |
|
| R1 |
135.64 |
135.64 |
135.22 |
135.89 |
| PP |
135.28 |
135.28 |
135.28 |
135.41 |
| S1 |
134.78 |
134.78 |
135.06 |
135.03 |
| S2 |
134.42 |
134.42 |
134.98 |
|
| S3 |
133.56 |
133.92 |
134.90 |
|
| S4 |
132.70 |
133.06 |
134.67 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.05 |
143.44 |
137.63 |
|
| R3 |
142.15 |
140.54 |
136.83 |
|
| R2 |
139.25 |
139.25 |
136.56 |
|
| R1 |
137.64 |
137.64 |
136.30 |
137.00 |
| PP |
136.35 |
136.35 |
136.35 |
136.03 |
| S1 |
134.74 |
134.74 |
135.76 |
134.10 |
| S2 |
133.45 |
133.45 |
135.50 |
|
| S3 |
130.55 |
131.84 |
135.23 |
|
| S4 |
127.65 |
128.94 |
134.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.16 |
134.87 |
1.29 |
1.0% |
0.89 |
0.7% |
21% |
False |
False |
1,046,244 |
| 10 |
138.72 |
134.87 |
3.85 |
2.8% |
1.08 |
0.8% |
7% |
False |
False |
983,709 |
| 20 |
138.84 |
134.80 |
4.04 |
3.0% |
1.04 |
0.8% |
8% |
False |
False |
851,910 |
| 40 |
138.84 |
129.72 |
9.12 |
6.7% |
0.94 |
0.7% |
59% |
False |
False |
604,995 |
| 60 |
138.84 |
127.44 |
11.40 |
8.4% |
0.84 |
0.6% |
68% |
False |
False |
403,490 |
| 80 |
138.84 |
126.95 |
11.89 |
8.8% |
0.75 |
0.6% |
69% |
False |
False |
302,643 |
| 100 |
138.84 |
126.95 |
11.89 |
8.8% |
0.65 |
0.5% |
69% |
False |
False |
242,115 |
| 120 |
138.84 |
126.95 |
11.89 |
8.8% |
0.54 |
0.4% |
69% |
False |
False |
201,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.44 |
|
2.618 |
138.03 |
|
1.618 |
137.17 |
|
1.000 |
136.64 |
|
0.618 |
136.31 |
|
HIGH |
135.78 |
|
0.618 |
135.45 |
|
0.500 |
135.35 |
|
0.382 |
135.25 |
|
LOW |
134.92 |
|
0.618 |
134.39 |
|
1.000 |
134.06 |
|
1.618 |
133.53 |
|
2.618 |
132.67 |
|
4.250 |
131.27 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
135.35 |
135.38 |
| PP |
135.28 |
135.30 |
| S1 |
135.21 |
135.22 |
|