Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
133.53 |
133.88 |
0.35 |
0.3% |
135.13 |
| High |
133.87 |
134.25 |
0.38 |
0.3% |
135.13 |
| Low |
133.53 |
133.88 |
0.35 |
0.3% |
133.38 |
| Close |
133.62 |
134.09 |
0.47 |
0.4% |
133.62 |
| Range |
0.34 |
0.37 |
0.03 |
8.8% |
1.75 |
| ATR |
0.70 |
0.70 |
-0.01 |
-0.7% |
0.00 |
| Volume |
115 |
291 |
176 |
153.0% |
2,086 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.18 |
135.01 |
134.29 |
|
| R3 |
134.81 |
134.64 |
134.19 |
|
| R2 |
134.44 |
134.44 |
134.16 |
|
| R1 |
134.27 |
134.27 |
134.12 |
134.36 |
| PP |
134.07 |
134.07 |
134.07 |
134.12 |
| S1 |
133.90 |
133.90 |
134.06 |
133.99 |
| S2 |
133.70 |
133.70 |
134.02 |
|
| S3 |
133.33 |
133.53 |
133.99 |
|
| S4 |
132.96 |
133.16 |
133.89 |
|
|
| 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 |
134.90 |
133.38 |
1.52 |
1.1% |
0.53 |
0.4% |
47% |
False |
False |
472 |
| 10 |
135.47 |
133.38 |
2.09 |
1.6% |
0.51 |
0.4% |
34% |
False |
False |
254 |
| 20 |
138.33 |
133.38 |
4.95 |
3.7% |
0.62 |
0.5% |
14% |
False |
False |
155 |
| 40 |
138.33 |
130.23 |
8.10 |
6.0% |
0.48 |
0.4% |
48% |
False |
False |
88 |
| 60 |
138.33 |
128.34 |
9.99 |
7.5% |
0.34 |
0.3% |
58% |
False |
False |
58 |
| 80 |
138.33 |
126.95 |
11.38 |
8.5% |
0.26 |
0.2% |
63% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.82 |
|
2.618 |
135.22 |
|
1.618 |
134.85 |
|
1.000 |
134.62 |
|
0.618 |
134.48 |
|
HIGH |
134.25 |
|
0.618 |
134.11 |
|
0.500 |
134.07 |
|
0.382 |
134.02 |
|
LOW |
133.88 |
|
0.618 |
133.65 |
|
1.000 |
133.51 |
|
1.618 |
133.28 |
|
2.618 |
132.91 |
|
4.250 |
132.31 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
134.08 |
134.00 |
| PP |
134.07 |
133.91 |
| S1 |
134.07 |
133.82 |
|