Euro Bund Future June 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 |
136.08 |
136.84 |
0.76 |
0.6% |
137.39 |
| High |
136.84 |
136.84 |
0.00 |
0.0% |
138.33 |
| Low |
136.08 |
135.50 |
-0.58 |
-0.4% |
136.76 |
| Close |
136.74 |
135.86 |
-0.88 |
-0.6% |
136.76 |
| Range |
0.76 |
1.34 |
0.58 |
76.3% |
1.57 |
| ATR |
0.72 |
0.76 |
0.04 |
6.2% |
0.00 |
| Volume |
116 |
210 |
94 |
81.0% |
114 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.09 |
139.31 |
136.60 |
|
| R3 |
138.75 |
137.97 |
136.23 |
|
| R2 |
137.41 |
137.41 |
136.11 |
|
| R1 |
136.63 |
136.63 |
135.98 |
136.35 |
| PP |
136.07 |
136.07 |
136.07 |
135.93 |
| S1 |
135.29 |
135.29 |
135.74 |
135.01 |
| S2 |
134.73 |
134.73 |
135.61 |
|
| S3 |
133.39 |
133.95 |
135.49 |
|
| S4 |
132.05 |
132.61 |
135.12 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.99 |
140.95 |
137.62 |
|
| R3 |
140.42 |
139.38 |
137.19 |
|
| R2 |
138.85 |
138.85 |
137.05 |
|
| R1 |
137.81 |
137.81 |
136.90 |
137.55 |
| PP |
137.28 |
137.28 |
137.28 |
137.15 |
| S1 |
136.24 |
136.24 |
136.62 |
135.98 |
| S2 |
135.71 |
135.71 |
136.47 |
|
| S3 |
134.14 |
134.67 |
136.33 |
|
| S4 |
132.57 |
133.10 |
135.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.19 |
135.50 |
2.69 |
2.0% |
0.85 |
0.6% |
13% |
False |
True |
84 |
| 10 |
138.33 |
135.50 |
2.83 |
2.1% |
0.70 |
0.5% |
13% |
False |
True |
56 |
| 20 |
138.33 |
134.07 |
4.26 |
3.1% |
0.59 |
0.4% |
42% |
False |
False |
43 |
| 40 |
138.33 |
129.53 |
8.80 |
6.5% |
0.32 |
0.2% |
72% |
False |
False |
24 |
| 60 |
138.33 |
127.36 |
10.97 |
8.1% |
0.23 |
0.2% |
77% |
False |
False |
16 |
| 80 |
138.33 |
126.95 |
11.38 |
8.4% |
0.17 |
0.1% |
78% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.54 |
|
2.618 |
140.35 |
|
1.618 |
139.01 |
|
1.000 |
138.18 |
|
0.618 |
137.67 |
|
HIGH |
136.84 |
|
0.618 |
136.33 |
|
0.500 |
136.17 |
|
0.382 |
136.01 |
|
LOW |
135.50 |
|
0.618 |
134.67 |
|
1.000 |
134.16 |
|
1.618 |
133.33 |
|
2.618 |
131.99 |
|
4.250 |
129.81 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
136.17 |
136.17 |
| PP |
136.07 |
136.07 |
| S1 |
135.96 |
135.96 |
|