Euro Bund Future June 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 |
135.14 |
134.72 |
-0.42 |
-0.3% |
136.50 |
| High |
135.17 |
135.10 |
-0.07 |
-0.1% |
136.84 |
| Low |
134.46 |
134.55 |
0.09 |
0.1% |
134.99 |
| Close |
134.71 |
134.70 |
-0.01 |
0.0% |
135.58 |
| Range |
0.71 |
0.55 |
-0.16 |
-22.5% |
1.85 |
| ATR |
0.76 |
0.75 |
-0.02 |
-2.0% |
0.00 |
| Volume |
19 |
31 |
12 |
63.2% |
359 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.43 |
136.12 |
135.00 |
|
| R3 |
135.88 |
135.57 |
134.85 |
|
| R2 |
135.33 |
135.33 |
134.80 |
|
| R1 |
135.02 |
135.02 |
134.75 |
134.90 |
| PP |
134.78 |
134.78 |
134.78 |
134.73 |
| S1 |
134.47 |
134.47 |
134.65 |
134.35 |
| S2 |
134.23 |
134.23 |
134.60 |
|
| S3 |
133.68 |
133.92 |
134.55 |
|
| S4 |
133.13 |
133.37 |
134.40 |
|
|
| 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 |
135.63 |
134.46 |
1.17 |
0.9% |
0.57 |
0.4% |
21% |
False |
False |
15 |
| 10 |
138.19 |
134.46 |
3.73 |
2.8% |
0.71 |
0.5% |
6% |
False |
False |
50 |
| 20 |
138.33 |
134.46 |
3.87 |
2.9% |
0.66 |
0.5% |
6% |
False |
False |
46 |
| 40 |
138.33 |
130.23 |
8.10 |
6.0% |
0.39 |
0.3% |
55% |
False |
False |
26 |
| 60 |
138.33 |
127.36 |
10.97 |
8.1% |
0.28 |
0.2% |
67% |
False |
False |
17 |
| 80 |
138.33 |
126.95 |
11.38 |
8.4% |
0.21 |
0.2% |
68% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.44 |
|
2.618 |
136.54 |
|
1.618 |
135.99 |
|
1.000 |
135.65 |
|
0.618 |
135.44 |
|
HIGH |
135.10 |
|
0.618 |
134.89 |
|
0.500 |
134.83 |
|
0.382 |
134.76 |
|
LOW |
134.55 |
|
0.618 |
134.21 |
|
1.000 |
134.00 |
|
1.618 |
133.66 |
|
2.618 |
133.11 |
|
4.250 |
132.21 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
134.83 |
134.82 |
| PP |
134.78 |
134.78 |
| S1 |
134.74 |
134.74 |
|