Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
133.56 |
133.26 |
-0.30 |
-0.2% |
135.13 |
| High |
134.00 |
134.16 |
0.16 |
0.1% |
135.13 |
| Low |
133.29 |
133.25 |
-0.04 |
0.0% |
133.38 |
| Close |
133.51 |
134.13 |
0.62 |
0.5% |
133.62 |
| Range |
0.71 |
0.91 |
0.20 |
28.2% |
1.75 |
| ATR |
0.69 |
0.71 |
0.02 |
2.3% |
0.00 |
| Volume |
1,671 |
1,125 |
-546 |
-32.7% |
2,086 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.58 |
136.26 |
134.63 |
|
| R3 |
135.67 |
135.35 |
134.38 |
|
| R2 |
134.76 |
134.76 |
134.30 |
|
| R1 |
134.44 |
134.44 |
134.21 |
134.60 |
| PP |
133.85 |
133.85 |
133.85 |
133.93 |
| S1 |
133.53 |
133.53 |
134.05 |
133.69 |
| S2 |
132.94 |
132.94 |
133.96 |
|
| S3 |
132.03 |
132.62 |
133.88 |
|
| S4 |
131.12 |
131.71 |
133.63 |
|
|
| 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 |
133.25 |
1.00 |
0.7% |
0.55 |
0.4% |
88% |
False |
True |
644 |
| 10 |
135.47 |
133.25 |
2.22 |
1.7% |
0.57 |
0.4% |
40% |
False |
True |
530 |
| 20 |
138.19 |
133.25 |
4.94 |
3.7% |
0.64 |
0.5% |
18% |
False |
True |
290 |
| 40 |
138.33 |
131.74 |
6.59 |
4.9% |
0.54 |
0.4% |
36% |
False |
False |
158 |
| 60 |
138.33 |
128.78 |
9.55 |
7.1% |
0.36 |
0.3% |
56% |
False |
False |
105 |
| 80 |
138.33 |
127.12 |
11.21 |
8.4% |
0.28 |
0.2% |
63% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.03 |
|
2.618 |
136.54 |
|
1.618 |
135.63 |
|
1.000 |
135.07 |
|
0.618 |
134.72 |
|
HIGH |
134.16 |
|
0.618 |
133.81 |
|
0.500 |
133.71 |
|
0.382 |
133.60 |
|
LOW |
133.25 |
|
0.618 |
132.69 |
|
1.000 |
132.34 |
|
1.618 |
131.78 |
|
2.618 |
130.87 |
|
4.250 |
129.38 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
133.99 |
133.99 |
| PP |
133.85 |
133.85 |
| S1 |
133.71 |
133.71 |
|