Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 24-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2024 |
24-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
131.27 |
130.92 |
-0.35 |
-0.3% |
132.46 |
| High |
131.47 |
130.95 |
-0.52 |
-0.4% |
132.55 |
| Low |
130.78 |
130.03 |
-0.75 |
-0.6% |
130.83 |
| Close |
131.07 |
130.22 |
-0.85 |
-0.6% |
130.99 |
| Range |
0.69 |
0.92 |
0.23 |
33.3% |
1.72 |
| ATR |
0.90 |
0.91 |
0.01 |
1.1% |
0.00 |
| Volume |
1,088,294 |
1,233,192 |
144,898 |
13.3% |
5,525,164 |
|
| Daily Pivots for day following 24-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.16 |
132.61 |
130.73 |
|
| R3 |
132.24 |
131.69 |
130.47 |
|
| R2 |
131.32 |
131.32 |
130.39 |
|
| R1 |
130.77 |
130.77 |
130.30 |
130.59 |
| PP |
130.40 |
130.40 |
130.40 |
130.31 |
| S1 |
129.85 |
129.85 |
130.14 |
129.67 |
| S2 |
129.48 |
129.48 |
130.05 |
|
| S3 |
128.56 |
128.93 |
129.97 |
|
| S4 |
127.64 |
128.01 |
129.71 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.62 |
135.52 |
131.94 |
|
| R3 |
134.90 |
133.80 |
131.46 |
|
| R2 |
133.18 |
133.18 |
131.31 |
|
| R1 |
132.08 |
132.08 |
131.15 |
131.77 |
| PP |
131.46 |
131.46 |
131.46 |
131.30 |
| S1 |
130.36 |
130.36 |
130.83 |
130.05 |
| S2 |
129.74 |
129.74 |
130.67 |
|
| S3 |
128.02 |
128.64 |
130.52 |
|
| S4 |
126.30 |
126.92 |
130.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.24 |
130.03 |
2.21 |
1.7% |
0.93 |
0.7% |
9% |
False |
True |
1,034,085 |
| 10 |
133.05 |
130.03 |
3.02 |
2.3% |
0.97 |
0.7% |
6% |
False |
True |
1,126,332 |
| 20 |
133.48 |
130.03 |
3.45 |
2.6% |
0.87 |
0.7% |
6% |
False |
True |
1,074,372 |
| 40 |
134.15 |
130.03 |
4.12 |
3.2% |
0.81 |
0.6% |
5% |
False |
True |
956,492 |
| 60 |
135.83 |
130.03 |
5.80 |
4.5% |
0.83 |
0.6% |
3% |
False |
True |
639,092 |
| 80 |
137.67 |
130.03 |
7.64 |
5.9% |
0.78 |
0.6% |
2% |
False |
True |
479,400 |
| 100 |
138.33 |
130.03 |
8.30 |
6.4% |
0.72 |
0.6% |
2% |
False |
True |
383,525 |
| 120 |
138.33 |
129.34 |
8.99 |
6.9% |
0.60 |
0.5% |
10% |
False |
False |
319,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.86 |
|
2.618 |
133.36 |
|
1.618 |
132.44 |
|
1.000 |
131.87 |
|
0.618 |
131.52 |
|
HIGH |
130.95 |
|
0.618 |
130.60 |
|
0.500 |
130.49 |
|
0.382 |
130.38 |
|
LOW |
130.03 |
|
0.618 |
129.46 |
|
1.000 |
129.11 |
|
1.618 |
128.54 |
|
2.618 |
127.62 |
|
4.250 |
126.12 |
|
|
| Fisher Pivots for day following 24-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
130.49 |
130.75 |
| PP |
130.40 |
130.57 |
| S1 |
130.31 |
130.40 |
|