Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
132.59 |
131.71 |
-0.88 |
-0.7% |
132.84 |
| High |
132.86 |
132.05 |
-0.81 |
-0.6% |
133.10 |
| Low |
131.53 |
131.31 |
-0.22 |
-0.2% |
131.87 |
| Close |
131.94 |
131.34 |
-0.60 |
-0.5% |
132.22 |
| Range |
1.33 |
0.74 |
-0.59 |
-44.4% |
1.23 |
| ATR |
0.82 |
0.82 |
-0.01 |
-0.7% |
0.00 |
| Volume |
1,232,367 |
1,236,757 |
4,390 |
0.4% |
4,508,445 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.79 |
133.30 |
131.75 |
|
| R3 |
133.05 |
132.56 |
131.54 |
|
| R2 |
132.31 |
132.31 |
131.48 |
|
| R1 |
131.82 |
131.82 |
131.41 |
131.70 |
| PP |
131.57 |
131.57 |
131.57 |
131.50 |
| S1 |
131.08 |
131.08 |
131.27 |
130.96 |
| S2 |
130.83 |
130.83 |
131.20 |
|
| S3 |
130.09 |
130.34 |
131.14 |
|
| S4 |
129.35 |
129.60 |
130.93 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.09 |
135.38 |
132.90 |
|
| R3 |
134.86 |
134.15 |
132.56 |
|
| R2 |
133.63 |
133.63 |
132.45 |
|
| R1 |
132.92 |
132.92 |
132.33 |
132.66 |
| PP |
132.40 |
132.40 |
132.40 |
132.27 |
| S1 |
131.69 |
131.69 |
132.11 |
131.43 |
| S2 |
131.17 |
131.17 |
131.99 |
|
| S3 |
129.94 |
130.46 |
131.88 |
|
| S4 |
128.71 |
129.23 |
131.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.05 |
131.31 |
1.74 |
1.3% |
0.87 |
0.7% |
2% |
False |
True |
1,013,488 |
| 10 |
133.48 |
131.31 |
2.17 |
1.7% |
0.81 |
0.6% |
1% |
False |
True |
1,061,521 |
| 20 |
133.48 |
131.31 |
2.17 |
1.7% |
0.73 |
0.6% |
1% |
False |
True |
1,008,926 |
| 40 |
134.15 |
131.23 |
2.92 |
2.2% |
0.79 |
0.6% |
4% |
False |
False |
707,536 |
| 60 |
135.83 |
131.23 |
4.60 |
3.5% |
0.77 |
0.6% |
2% |
False |
False |
472,080 |
| 80 |
138.33 |
131.23 |
7.10 |
5.4% |
0.74 |
0.6% |
2% |
False |
False |
354,070 |
| 100 |
138.33 |
130.23 |
8.10 |
6.2% |
0.63 |
0.5% |
14% |
False |
False |
283,260 |
| 120 |
138.33 |
127.36 |
10.97 |
8.4% |
0.53 |
0.4% |
36% |
False |
False |
236,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.20 |
|
2.618 |
133.99 |
|
1.618 |
133.25 |
|
1.000 |
132.79 |
|
0.618 |
132.51 |
|
HIGH |
132.05 |
|
0.618 |
131.77 |
|
0.500 |
131.68 |
|
0.382 |
131.59 |
|
LOW |
131.31 |
|
0.618 |
130.85 |
|
1.000 |
130.57 |
|
1.618 |
130.11 |
|
2.618 |
129.37 |
|
4.250 |
128.17 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
131.68 |
132.09 |
| PP |
131.57 |
131.84 |
| S1 |
131.45 |
131.59 |
|