Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
135.51 |
135.35 |
-0.16 |
-0.1% |
136.50 |
| High |
135.58 |
135.63 |
0.05 |
0.0% |
136.84 |
| Low |
134.99 |
134.87 |
-0.12 |
-0.1% |
134.99 |
| Close |
135.58 |
135.60 |
0.02 |
0.0% |
135.58 |
| Range |
0.59 |
0.76 |
0.17 |
28.8% |
1.85 |
| ATR |
0.77 |
0.77 |
0.00 |
-0.1% |
0.00 |
| Volume |
8 |
11 |
3 |
37.5% |
359 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.65 |
137.38 |
136.02 |
|
| R3 |
136.89 |
136.62 |
135.81 |
|
| R2 |
136.13 |
136.13 |
135.74 |
|
| R1 |
135.86 |
135.86 |
135.67 |
136.00 |
| PP |
135.37 |
135.37 |
135.37 |
135.43 |
| S1 |
135.10 |
135.10 |
135.53 |
135.24 |
| S2 |
134.61 |
134.61 |
135.46 |
|
| S3 |
133.85 |
134.34 |
135.39 |
|
| S4 |
133.09 |
133.58 |
135.18 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.35 |
140.32 |
136.60 |
|
| R3 |
139.50 |
138.47 |
136.09 |
|
| R2 |
137.65 |
137.65 |
135.92 |
|
| R1 |
136.62 |
136.62 |
135.75 |
136.21 |
| PP |
135.80 |
135.80 |
135.80 |
135.60 |
| S1 |
134.77 |
134.77 |
135.41 |
134.36 |
| S2 |
133.95 |
133.95 |
135.24 |
|
| S3 |
132.10 |
132.92 |
135.07 |
|
| S4 |
130.25 |
131.07 |
134.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.84 |
134.87 |
1.97 |
1.5% |
0.82 |
0.6% |
37% |
False |
True |
74 |
| 10 |
138.33 |
134.87 |
3.46 |
2.6% |
0.73 |
0.5% |
21% |
False |
True |
55 |
| 20 |
138.33 |
134.10 |
4.23 |
3.1% |
0.63 |
0.5% |
35% |
False |
False |
43 |
| 40 |
138.33 |
129.53 |
8.80 |
6.5% |
0.36 |
0.3% |
69% |
False |
False |
24 |
| 60 |
138.33 |
127.36 |
10.97 |
8.1% |
0.26 |
0.2% |
75% |
False |
False |
16 |
| 80 |
138.33 |
126.95 |
11.38 |
8.4% |
0.19 |
0.1% |
76% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.86 |
|
2.618 |
137.62 |
|
1.618 |
136.86 |
|
1.000 |
136.39 |
|
0.618 |
136.10 |
|
HIGH |
135.63 |
|
0.618 |
135.34 |
|
0.500 |
135.25 |
|
0.382 |
135.16 |
|
LOW |
134.87 |
|
0.618 |
134.40 |
|
1.000 |
134.11 |
|
1.618 |
133.64 |
|
2.618 |
132.88 |
|
4.250 |
131.64 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
135.48 |
135.86 |
| PP |
135.37 |
135.77 |
| S1 |
135.25 |
135.69 |
|