Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
133.81 |
133.53 |
-0.28 |
-0.2% |
135.13 |
| High |
134.00 |
133.87 |
-0.13 |
-0.1% |
135.13 |
| Low |
133.38 |
133.53 |
0.15 |
0.1% |
133.38 |
| Close |
133.56 |
133.62 |
0.06 |
0.0% |
133.62 |
| Range |
0.62 |
0.34 |
-0.28 |
-45.2% |
1.75 |
| ATR |
0.73 |
0.70 |
-0.03 |
-3.8% |
0.00 |
| Volume |
916 |
115 |
-801 |
-87.4% |
2,086 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.69 |
134.50 |
133.81 |
|
| R3 |
134.35 |
134.16 |
133.71 |
|
| R2 |
134.01 |
134.01 |
133.68 |
|
| R1 |
133.82 |
133.82 |
133.65 |
133.92 |
| PP |
133.67 |
133.67 |
133.67 |
133.72 |
| S1 |
133.48 |
133.48 |
133.59 |
133.58 |
| S2 |
133.33 |
133.33 |
133.56 |
|
| S3 |
132.99 |
133.14 |
133.53 |
|
| S4 |
132.65 |
132.80 |
133.43 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.29 |
138.21 |
134.58 |
|
| R3 |
137.54 |
136.46 |
134.10 |
|
| R2 |
135.79 |
135.79 |
133.94 |
|
| R1 |
134.71 |
134.71 |
133.78 |
134.38 |
| PP |
134.04 |
134.04 |
134.04 |
133.88 |
| S1 |
132.96 |
132.96 |
133.46 |
132.63 |
| S2 |
132.29 |
132.29 |
133.30 |
|
| S3 |
130.54 |
131.21 |
133.14 |
|
| S4 |
128.79 |
129.46 |
132.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.13 |
133.38 |
1.75 |
1.3% |
0.55 |
0.4% |
14% |
False |
False |
417 |
| 10 |
135.63 |
133.38 |
2.25 |
1.7% |
0.55 |
0.4% |
11% |
False |
False |
226 |
| 20 |
138.33 |
133.38 |
4.95 |
3.7% |
0.63 |
0.5% |
5% |
False |
False |
141 |
| 40 |
138.33 |
130.23 |
8.10 |
6.1% |
0.48 |
0.4% |
42% |
False |
False |
81 |
| 60 |
138.33 |
127.81 |
10.52 |
7.9% |
0.33 |
0.3% |
55% |
False |
False |
54 |
| 80 |
138.33 |
126.95 |
11.38 |
8.5% |
0.25 |
0.2% |
59% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.32 |
|
2.618 |
134.76 |
|
1.618 |
134.42 |
|
1.000 |
134.21 |
|
0.618 |
134.08 |
|
HIGH |
133.87 |
|
0.618 |
133.74 |
|
0.500 |
133.70 |
|
0.382 |
133.66 |
|
LOW |
133.53 |
|
0.618 |
133.32 |
|
1.000 |
133.19 |
|
1.618 |
132.98 |
|
2.618 |
132.64 |
|
4.250 |
132.09 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
133.70 |
133.89 |
| PP |
133.67 |
133.80 |
| S1 |
133.65 |
133.71 |
|