Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
132.84 |
132.35 |
-0.49 |
-0.4% |
133.15 |
| High |
132.95 |
132.70 |
-0.25 |
-0.2% |
133.48 |
| Low |
131.87 |
131.93 |
0.06 |
0.0% |
132.52 |
| Close |
132.14 |
132.22 |
0.08 |
0.1% |
133.38 |
| Range |
1.08 |
0.77 |
-0.31 |
-28.7% |
0.96 |
| ATR |
0.78 |
0.78 |
0.00 |
-0.1% |
0.00 |
| Volume |
1,349,104 |
1,257,809 |
-91,295 |
-6.8% |
3,491,212 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.59 |
134.18 |
132.64 |
|
| R3 |
133.82 |
133.41 |
132.43 |
|
| R2 |
133.05 |
133.05 |
132.36 |
|
| R1 |
132.64 |
132.64 |
132.29 |
132.46 |
| PP |
132.28 |
132.28 |
132.28 |
132.20 |
| S1 |
131.87 |
131.87 |
132.15 |
131.69 |
| S2 |
131.51 |
131.51 |
132.08 |
|
| S3 |
130.74 |
131.10 |
132.01 |
|
| S4 |
129.97 |
130.33 |
131.80 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.01 |
135.65 |
133.91 |
|
| R3 |
135.05 |
134.69 |
133.64 |
|
| R2 |
134.09 |
134.09 |
133.56 |
|
| R1 |
133.73 |
133.73 |
133.47 |
133.91 |
| PP |
133.13 |
133.13 |
133.13 |
133.22 |
| S1 |
132.77 |
132.77 |
133.29 |
132.95 |
| S2 |
132.17 |
132.17 |
133.20 |
|
| S3 |
131.21 |
131.81 |
133.12 |
|
| S4 |
130.25 |
130.85 |
132.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.48 |
131.87 |
1.61 |
1.2% |
0.68 |
0.5% |
22% |
False |
False |
1,071,375 |
| 10 |
133.48 |
131.59 |
1.89 |
1.4% |
0.68 |
0.5% |
33% |
False |
False |
1,031,630 |
| 20 |
134.15 |
131.54 |
2.61 |
2.0% |
0.74 |
0.6% |
26% |
False |
False |
1,009,925 |
| 40 |
134.48 |
131.23 |
3.25 |
2.5% |
0.77 |
0.6% |
30% |
False |
False |
555,174 |
| 60 |
135.83 |
131.23 |
4.60 |
3.5% |
0.74 |
0.6% |
22% |
False |
False |
370,350 |
| 80 |
138.33 |
131.23 |
7.10 |
5.4% |
0.70 |
0.5% |
14% |
False |
False |
277,773 |
| 100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.58 |
0.4% |
31% |
False |
False |
222,220 |
| 120 |
138.33 |
127.36 |
10.97 |
8.3% |
0.49 |
0.4% |
44% |
False |
False |
185,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.97 |
|
2.618 |
134.72 |
|
1.618 |
133.95 |
|
1.000 |
133.47 |
|
0.618 |
133.18 |
|
HIGH |
132.70 |
|
0.618 |
132.41 |
|
0.500 |
132.32 |
|
0.382 |
132.22 |
|
LOW |
131.93 |
|
0.618 |
131.45 |
|
1.000 |
131.16 |
|
1.618 |
130.68 |
|
2.618 |
129.91 |
|
4.250 |
128.66 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
132.32 |
132.65 |
| PP |
132.28 |
132.51 |
| S1 |
132.25 |
132.36 |
|