Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
133.81 |
133.56 |
-0.25 |
-0.2% |
135.13 |
| High |
133.91 |
134.00 |
0.09 |
0.1% |
135.13 |
| Low |
133.49 |
133.29 |
-0.20 |
-0.1% |
133.38 |
| Close |
133.53 |
133.51 |
-0.02 |
0.0% |
133.62 |
| Range |
0.42 |
0.71 |
0.29 |
69.0% |
1.75 |
| ATR |
0.69 |
0.69 |
0.00 |
0.2% |
0.00 |
| Volume |
19 |
1,671 |
1,652 |
8,694.7% |
2,086 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.73 |
135.33 |
133.90 |
|
| R3 |
135.02 |
134.62 |
133.71 |
|
| R2 |
134.31 |
134.31 |
133.64 |
|
| R1 |
133.91 |
133.91 |
133.58 |
133.76 |
| PP |
133.60 |
133.60 |
133.60 |
133.52 |
| S1 |
133.20 |
133.20 |
133.44 |
133.05 |
| S2 |
132.89 |
132.89 |
133.38 |
|
| S3 |
132.18 |
132.49 |
133.31 |
|
| S4 |
131.47 |
131.78 |
133.12 |
|
|
| 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 |
134.25 |
133.29 |
0.96 |
0.7% |
0.49 |
0.4% |
23% |
False |
True |
602 |
| 10 |
135.47 |
133.29 |
2.18 |
1.6% |
0.53 |
0.4% |
10% |
False |
True |
421 |
| 20 |
138.33 |
133.29 |
5.04 |
3.8% |
0.64 |
0.5% |
4% |
False |
True |
236 |
| 40 |
138.33 |
131.15 |
7.18 |
5.4% |
0.51 |
0.4% |
33% |
False |
False |
130 |
| 60 |
138.33 |
128.63 |
9.70 |
7.3% |
0.35 |
0.3% |
50% |
False |
False |
87 |
| 80 |
138.33 |
127.12 |
11.21 |
8.4% |
0.27 |
0.2% |
57% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.02 |
|
2.618 |
135.86 |
|
1.618 |
135.15 |
|
1.000 |
134.71 |
|
0.618 |
134.44 |
|
HIGH |
134.00 |
|
0.618 |
133.73 |
|
0.500 |
133.65 |
|
0.382 |
133.56 |
|
LOW |
133.29 |
|
0.618 |
132.85 |
|
1.000 |
132.58 |
|
1.618 |
132.14 |
|
2.618 |
131.43 |
|
4.250 |
130.27 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
133.65 |
133.77 |
| PP |
133.60 |
133.68 |
| S1 |
133.56 |
133.60 |
|