Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 08-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2024 |
08-May-2024 |
Change |
Change % |
Previous Week |
| Open |
131.43 |
131.69 |
0.26 |
0.2% |
130.32 |
| High |
131.86 |
131.71 |
-0.15 |
-0.1% |
131.57 |
| Low |
131.39 |
131.24 |
-0.15 |
-0.1% |
129.83 |
| Close |
131.83 |
131.36 |
-0.47 |
-0.4% |
130.89 |
| Range |
0.47 |
0.47 |
0.00 |
0.0% |
1.74 |
| ATR |
0.89 |
0.86 |
-0.02 |
-2.4% |
0.00 |
| Volume |
791,727 |
686,343 |
-105,384 |
-13.3% |
4,331,031 |
|
| Daily Pivots for day following 08-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.85 |
132.57 |
131.62 |
|
| R3 |
132.38 |
132.10 |
131.49 |
|
| R2 |
131.91 |
131.91 |
131.45 |
|
| R1 |
131.63 |
131.63 |
131.40 |
131.54 |
| PP |
131.44 |
131.44 |
131.44 |
131.39 |
| S1 |
131.16 |
131.16 |
131.32 |
131.07 |
| S2 |
130.97 |
130.97 |
131.27 |
|
| S3 |
130.50 |
130.69 |
131.23 |
|
| S4 |
130.03 |
130.22 |
131.10 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.98 |
135.18 |
131.85 |
|
| R3 |
134.24 |
133.44 |
131.37 |
|
| R2 |
132.50 |
132.50 |
131.21 |
|
| R1 |
131.70 |
131.70 |
131.05 |
132.10 |
| PP |
130.76 |
130.76 |
130.76 |
130.97 |
| S1 |
129.96 |
129.96 |
130.73 |
130.36 |
| S2 |
129.02 |
129.02 |
130.57 |
|
| S3 |
127.28 |
128.22 |
130.41 |
|
| S4 |
125.54 |
126.48 |
129.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131.86 |
130.12 |
1.74 |
1.3% |
0.65 |
0.5% |
71% |
False |
False |
791,548 |
| 10 |
131.86 |
129.53 |
2.33 |
1.8% |
0.79 |
0.6% |
79% |
False |
False |
966,446 |
| 20 |
133.05 |
129.53 |
3.52 |
2.7% |
0.90 |
0.7% |
52% |
False |
False |
1,046,348 |
| 40 |
134.06 |
129.53 |
4.53 |
3.4% |
0.80 |
0.6% |
40% |
False |
False |
1,008,941 |
| 60 |
134.15 |
129.53 |
4.62 |
3.5% |
0.81 |
0.6% |
40% |
False |
False |
779,368 |
| 80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.79 |
0.6% |
29% |
False |
False |
584,784 |
| 100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.76 |
0.6% |
21% |
False |
False |
467,837 |
| 120 |
138.33 |
129.53 |
8.80 |
6.7% |
0.66 |
0.5% |
21% |
False |
False |
389,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.71 |
|
2.618 |
132.94 |
|
1.618 |
132.47 |
|
1.000 |
132.18 |
|
0.618 |
132.00 |
|
HIGH |
131.71 |
|
0.618 |
131.53 |
|
0.500 |
131.48 |
|
0.382 |
131.42 |
|
LOW |
131.24 |
|
0.618 |
130.95 |
|
1.000 |
130.77 |
|
1.618 |
130.48 |
|
2.618 |
130.01 |
|
4.250 |
129.24 |
|
|
| Fisher Pivots for day following 08-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
131.48 |
131.42 |
| PP |
131.44 |
131.40 |
| S1 |
131.40 |
131.38 |
|