Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
134.72 |
135.26 |
0.54 |
0.4% |
135.35 |
| High |
135.10 |
135.47 |
0.37 |
0.3% |
135.63 |
| Low |
134.55 |
134.98 |
0.43 |
0.3% |
134.46 |
| Close |
134.70 |
135.24 |
0.54 |
0.4% |
135.24 |
| Range |
0.55 |
0.49 |
-0.06 |
-10.9% |
1.17 |
| ATR |
0.75 |
0.75 |
0.00 |
0.2% |
0.00 |
| Volume |
31 |
112 |
81 |
261.3% |
183 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.70 |
136.46 |
135.51 |
|
| R3 |
136.21 |
135.97 |
135.37 |
|
| R2 |
135.72 |
135.72 |
135.33 |
|
| R1 |
135.48 |
135.48 |
135.28 |
135.36 |
| PP |
135.23 |
135.23 |
135.23 |
135.17 |
| S1 |
134.99 |
134.99 |
135.20 |
134.87 |
| S2 |
134.74 |
134.74 |
135.15 |
|
| S3 |
134.25 |
134.50 |
135.11 |
|
| S4 |
133.76 |
134.01 |
134.97 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.62 |
138.10 |
135.88 |
|
| R3 |
137.45 |
136.93 |
135.56 |
|
| R2 |
136.28 |
136.28 |
135.45 |
|
| R1 |
135.76 |
135.76 |
135.35 |
135.44 |
| PP |
135.11 |
135.11 |
135.11 |
134.95 |
| S1 |
134.59 |
134.59 |
135.13 |
134.27 |
| S2 |
133.94 |
133.94 |
135.03 |
|
| S3 |
132.77 |
133.42 |
134.92 |
|
| S4 |
131.60 |
132.25 |
134.60 |
|
|
| 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% |
0.55 |
0.4% |
67% |
False |
False |
36 |
| 10 |
137.67 |
134.46 |
3.21 |
2.4% |
0.70 |
0.5% |
24% |
False |
False |
60 |
| 20 |
138.33 |
134.46 |
3.87 |
2.9% |
0.68 |
0.5% |
20% |
False |
False |
42 |
| 40 |
138.33 |
130.23 |
8.10 |
6.0% |
0.41 |
0.3% |
62% |
False |
False |
28 |
| 60 |
138.33 |
127.36 |
10.97 |
8.1% |
0.29 |
0.2% |
72% |
False |
False |
19 |
| 80 |
138.33 |
126.95 |
11.38 |
8.4% |
0.22 |
0.2% |
73% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.55 |
|
2.618 |
136.75 |
|
1.618 |
136.26 |
|
1.000 |
135.96 |
|
0.618 |
135.77 |
|
HIGH |
135.47 |
|
0.618 |
135.28 |
|
0.500 |
135.23 |
|
0.382 |
135.17 |
|
LOW |
134.98 |
|
0.618 |
134.68 |
|
1.000 |
134.49 |
|
1.618 |
134.19 |
|
2.618 |
133.70 |
|
4.250 |
132.90 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
135.24 |
135.15 |
| PP |
135.23 |
135.06 |
| S1 |
135.23 |
134.97 |
|