Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
135.35 |
134.35 |
-1.00 |
-0.7% |
134.12 |
| High |
135.44 |
134.48 |
-0.96 |
-0.7% |
135.83 |
| Low |
134.43 |
133.48 |
-0.95 |
-0.7% |
133.98 |
| Close |
134.52 |
133.50 |
-1.02 |
-0.8% |
134.52 |
| Range |
1.01 |
1.00 |
-0.01 |
-1.0% |
1.85 |
| ATR |
0.85 |
0.86 |
0.01 |
1.6% |
0.00 |
| Volume |
3,197 |
898 |
-2,299 |
-71.9% |
7,964 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.82 |
136.16 |
134.05 |
|
| R3 |
135.82 |
135.16 |
133.78 |
|
| R2 |
134.82 |
134.82 |
133.68 |
|
| R1 |
134.16 |
134.16 |
133.59 |
133.99 |
| PP |
133.82 |
133.82 |
133.82 |
133.74 |
| S1 |
133.16 |
133.16 |
133.41 |
132.99 |
| S2 |
132.82 |
132.82 |
133.32 |
|
| S3 |
131.82 |
132.16 |
133.23 |
|
| S4 |
130.82 |
131.16 |
132.95 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.33 |
139.27 |
135.54 |
|
| R3 |
138.48 |
137.42 |
135.03 |
|
| R2 |
136.63 |
136.63 |
134.86 |
|
| R1 |
135.57 |
135.57 |
134.69 |
136.10 |
| PP |
134.78 |
134.78 |
134.78 |
135.04 |
| S1 |
133.72 |
133.72 |
134.35 |
134.25 |
| S2 |
132.93 |
132.93 |
134.18 |
|
| S3 |
131.08 |
131.87 |
134.01 |
|
| S4 |
129.23 |
130.02 |
133.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.83 |
133.48 |
2.35 |
1.8% |
0.99 |
0.7% |
1% |
False |
True |
1,526 |
| 10 |
135.83 |
133.25 |
2.58 |
1.9% |
0.84 |
0.6% |
10% |
False |
False |
1,237 |
| 20 |
135.83 |
133.25 |
2.58 |
1.9% |
0.68 |
0.5% |
10% |
False |
False |
746 |
| 40 |
138.33 |
133.25 |
5.08 |
3.8% |
0.65 |
0.5% |
5% |
False |
False |
395 |
| 60 |
138.33 |
129.53 |
8.80 |
6.6% |
0.46 |
0.3% |
45% |
False |
False |
265 |
| 80 |
138.33 |
127.36 |
10.97 |
8.2% |
0.36 |
0.3% |
56% |
False |
False |
198 |
| 100 |
138.33 |
126.95 |
11.38 |
8.5% |
0.29 |
0.2% |
58% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.73 |
|
2.618 |
137.10 |
|
1.618 |
136.10 |
|
1.000 |
135.48 |
|
0.618 |
135.10 |
|
HIGH |
134.48 |
|
0.618 |
134.10 |
|
0.500 |
133.98 |
|
0.382 |
133.86 |
|
LOW |
133.48 |
|
0.618 |
132.86 |
|
1.000 |
132.48 |
|
1.618 |
131.86 |
|
2.618 |
130.86 |
|
4.250 |
129.23 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
133.98 |
134.66 |
| PP |
133.82 |
134.27 |
| S1 |
133.66 |
133.89 |
|