Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
130.90 |
130.89 |
-0.01 |
0.0% |
130.99 |
| High |
131.13 |
131.13 |
0.00 |
0.0% |
131.86 |
| Low |
130.71 |
130.24 |
-0.47 |
-0.4% |
130.70 |
| Close |
130.90 |
130.51 |
-0.39 |
-0.3% |
130.75 |
| Range |
0.42 |
0.89 |
0.47 |
111.9% |
1.16 |
| ATR |
0.80 |
0.80 |
0.01 |
0.8% |
0.00 |
| Volume |
585,432 |
1,033,836 |
448,404 |
76.6% |
3,226,050 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.30 |
132.79 |
131.00 |
|
| R3 |
132.41 |
131.90 |
130.75 |
|
| R2 |
131.52 |
131.52 |
130.67 |
|
| R1 |
131.01 |
131.01 |
130.59 |
130.82 |
| PP |
130.63 |
130.63 |
130.63 |
130.53 |
| S1 |
130.12 |
130.12 |
130.43 |
129.93 |
| S2 |
129.74 |
129.74 |
130.35 |
|
| S3 |
128.85 |
129.23 |
130.27 |
|
| S4 |
127.96 |
128.34 |
130.02 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.58 |
133.83 |
131.39 |
|
| R3 |
133.42 |
132.67 |
131.07 |
|
| R2 |
132.26 |
132.26 |
130.96 |
|
| R1 |
131.51 |
131.51 |
130.86 |
131.31 |
| PP |
131.10 |
131.10 |
131.10 |
131.00 |
| S1 |
130.35 |
130.35 |
130.64 |
130.15 |
| S2 |
129.94 |
129.94 |
130.54 |
|
| S3 |
128.78 |
129.19 |
130.43 |
|
| S4 |
127.62 |
128.03 |
130.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131.71 |
130.24 |
1.47 |
1.1% |
0.59 |
0.4% |
18% |
False |
True |
714,372 |
| 10 |
131.86 |
129.83 |
2.03 |
1.6% |
0.69 |
0.5% |
33% |
False |
False |
820,845 |
| 20 |
132.24 |
129.53 |
2.71 |
2.1% |
0.80 |
0.6% |
36% |
False |
False |
944,571 |
| 40 |
133.48 |
129.53 |
3.95 |
3.0% |
0.78 |
0.6% |
25% |
False |
False |
986,048 |
| 60 |
134.15 |
129.53 |
4.62 |
3.5% |
0.80 |
0.6% |
21% |
False |
False |
827,311 |
| 80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.79 |
0.6% |
16% |
False |
False |
620,839 |
| 100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.76 |
0.6% |
11% |
False |
False |
496,689 |
| 120 |
138.33 |
129.53 |
8.80 |
6.7% |
0.68 |
0.5% |
11% |
False |
False |
413,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.91 |
|
2.618 |
133.46 |
|
1.618 |
132.57 |
|
1.000 |
132.02 |
|
0.618 |
131.68 |
|
HIGH |
131.13 |
|
0.618 |
130.79 |
|
0.500 |
130.69 |
|
0.382 |
130.58 |
|
LOW |
130.24 |
|
0.618 |
129.69 |
|
1.000 |
129.35 |
|
1.618 |
128.80 |
|
2.618 |
127.91 |
|
4.250 |
126.46 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
130.69 |
130.82 |
| PP |
130.63 |
130.72 |
| S1 |
130.57 |
130.61 |
|