Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
134.83 |
134.63 |
-0.20 |
-0.1% |
133.88 |
| High |
135.01 |
135.53 |
0.52 |
0.4% |
134.55 |
| Low |
133.98 |
134.57 |
0.59 |
0.4% |
133.25 |
| Close |
134.12 |
135.44 |
1.32 |
1.0% |
133.89 |
| Range |
1.03 |
0.96 |
-0.07 |
-6.8% |
1.30 |
| ATR |
0.74 |
0.79 |
0.05 |
6.4% |
0.00 |
| Volume |
103 |
2,210 |
2,107 |
2,045.6% |
3,805 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.06 |
137.71 |
135.97 |
|
| R3 |
137.10 |
136.75 |
135.70 |
|
| R2 |
136.14 |
136.14 |
135.62 |
|
| R1 |
135.79 |
135.79 |
135.53 |
135.97 |
| PP |
135.18 |
135.18 |
135.18 |
135.27 |
| S1 |
134.83 |
134.83 |
135.35 |
135.01 |
| S2 |
134.22 |
134.22 |
135.26 |
|
| S3 |
133.26 |
133.87 |
135.18 |
|
| S4 |
132.30 |
132.91 |
134.91 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.80 |
137.14 |
134.61 |
|
| R3 |
136.50 |
135.84 |
134.25 |
|
| R2 |
135.20 |
135.20 |
134.13 |
|
| R1 |
134.54 |
134.54 |
134.01 |
134.87 |
| PP |
133.90 |
133.90 |
133.90 |
134.06 |
| S1 |
133.24 |
133.24 |
133.77 |
133.57 |
| S2 |
132.60 |
132.60 |
133.65 |
|
| S3 |
131.30 |
131.94 |
133.53 |
|
| S4 |
130.00 |
130.64 |
133.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.53 |
133.25 |
2.28 |
1.7% |
0.86 |
0.6% |
96% |
True |
False |
1,073 |
| 10 |
135.53 |
133.25 |
2.28 |
1.7% |
0.68 |
0.5% |
96% |
True |
False |
837 |
| 20 |
136.84 |
133.25 |
3.59 |
2.7% |
0.66 |
0.5% |
61% |
False |
False |
491 |
| 40 |
138.33 |
133.02 |
5.31 |
3.9% |
0.60 |
0.4% |
46% |
False |
False |
264 |
| 60 |
138.33 |
129.53 |
8.80 |
6.5% |
0.41 |
0.3% |
67% |
False |
False |
176 |
| 80 |
138.33 |
127.36 |
10.97 |
8.1% |
0.32 |
0.2% |
74% |
False |
False |
132 |
| 100 |
138.33 |
126.95 |
11.38 |
8.4% |
0.26 |
0.2% |
75% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.61 |
|
2.618 |
138.04 |
|
1.618 |
137.08 |
|
1.000 |
136.49 |
|
0.618 |
136.12 |
|
HIGH |
135.53 |
|
0.618 |
135.16 |
|
0.500 |
135.05 |
|
0.382 |
134.94 |
|
LOW |
134.57 |
|
0.618 |
133.98 |
|
1.000 |
133.61 |
|
1.618 |
133.02 |
|
2.618 |
132.06 |
|
4.250 |
130.49 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
135.31 |
135.21 |
| PP |
135.18 |
134.98 |
| S1 |
135.05 |
134.76 |
|