Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 22-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2024 |
22-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
131.23 |
130.82 |
-0.41 |
-0.3% |
132.46 |
| High |
132.24 |
131.29 |
-0.95 |
-0.7% |
132.55 |
| Low |
130.83 |
130.52 |
-0.31 |
-0.2% |
130.83 |
| Close |
130.99 |
131.19 |
0.20 |
0.2% |
130.99 |
| Range |
1.41 |
0.77 |
-0.64 |
-45.4% |
1.72 |
| ATR |
0.93 |
0.92 |
-0.01 |
-1.2% |
0.00 |
| Volume |
966,877 |
904,226 |
-62,651 |
-6.5% |
5,525,164 |
|
| Daily Pivots for day following 22-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.31 |
133.02 |
131.61 |
|
| R3 |
132.54 |
132.25 |
131.40 |
|
| R2 |
131.77 |
131.77 |
131.33 |
|
| R1 |
131.48 |
131.48 |
131.26 |
131.63 |
| PP |
131.00 |
131.00 |
131.00 |
131.07 |
| S1 |
130.71 |
130.71 |
131.12 |
130.86 |
| S2 |
130.23 |
130.23 |
131.05 |
|
| S3 |
129.46 |
129.94 |
130.98 |
|
| S4 |
128.69 |
129.17 |
130.77 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.62 |
135.52 |
131.94 |
|
| R3 |
134.90 |
133.80 |
131.46 |
|
| R2 |
133.18 |
133.18 |
131.31 |
|
| R1 |
132.08 |
132.08 |
131.15 |
131.77 |
| PP |
131.46 |
131.46 |
131.46 |
131.30 |
| S1 |
130.36 |
130.36 |
130.83 |
130.05 |
| S2 |
129.74 |
129.74 |
130.67 |
|
| S3 |
128.02 |
128.64 |
130.52 |
|
| S4 |
126.30 |
126.92 |
130.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.24 |
130.52 |
1.72 |
1.3% |
0.97 |
0.7% |
39% |
False |
True |
1,050,629 |
| 10 |
133.05 |
130.52 |
2.53 |
1.9% |
1.03 |
0.8% |
26% |
False |
True |
1,110,086 |
| 20 |
133.48 |
130.52 |
2.96 |
2.3% |
0.88 |
0.7% |
23% |
False |
True |
1,050,522 |
| 40 |
134.15 |
130.52 |
3.63 |
2.8% |
0.83 |
0.6% |
18% |
False |
True |
899,179 |
| 60 |
135.83 |
130.52 |
5.31 |
4.0% |
0.83 |
0.6% |
13% |
False |
True |
600,430 |
| 80 |
138.33 |
130.52 |
7.81 |
6.0% |
0.78 |
0.6% |
9% |
False |
True |
450,382 |
| 100 |
138.33 |
130.52 |
7.81 |
6.0% |
0.70 |
0.5% |
9% |
False |
True |
360,310 |
| 120 |
138.33 |
128.63 |
9.70 |
7.4% |
0.59 |
0.4% |
26% |
False |
False |
300,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.56 |
|
2.618 |
133.31 |
|
1.618 |
132.54 |
|
1.000 |
132.06 |
|
0.618 |
131.77 |
|
HIGH |
131.29 |
|
0.618 |
131.00 |
|
0.500 |
130.91 |
|
0.382 |
130.81 |
|
LOW |
130.52 |
|
0.618 |
130.04 |
|
1.000 |
129.75 |
|
1.618 |
129.27 |
|
2.618 |
128.50 |
|
4.250 |
127.25 |
|
|
| Fisher Pivots for day following 22-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
131.10 |
131.38 |
| PP |
131.00 |
131.32 |
| S1 |
130.91 |
131.25 |
|