Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
130.61 |
131.87 |
1.26 |
1.0% |
130.99 |
| High |
131.93 |
132.11 |
0.18 |
0.1% |
131.86 |
| Low |
130.60 |
131.28 |
0.68 |
0.5% |
130.70 |
| Close |
131.71 |
131.58 |
-0.13 |
-0.1% |
130.75 |
| Range |
1.33 |
0.83 |
-0.50 |
-37.6% |
1.16 |
| ATR |
0.85 |
0.85 |
0.00 |
-0.2% |
0.00 |
| Volume |
1,117,542 |
850,257 |
-267,285 |
-23.9% |
3,226,050 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.15 |
133.69 |
132.04 |
|
| R3 |
133.32 |
132.86 |
131.81 |
|
| R2 |
132.49 |
132.49 |
131.73 |
|
| R1 |
132.03 |
132.03 |
131.66 |
131.85 |
| PP |
131.66 |
131.66 |
131.66 |
131.56 |
| S1 |
131.20 |
131.20 |
131.50 |
131.02 |
| S2 |
130.83 |
130.83 |
131.43 |
|
| S3 |
130.00 |
130.37 |
131.35 |
|
| S4 |
129.17 |
129.54 |
131.12 |
|
|
| 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 |
132.11 |
130.24 |
1.87 |
1.4% |
0.83 |
0.6% |
72% |
True |
False |
838,801 |
| 10 |
132.11 |
130.24 |
1.87 |
1.4% |
0.73 |
0.6% |
72% |
True |
False |
782,950 |
| 20 |
132.24 |
129.53 |
2.71 |
2.1% |
0.81 |
0.6% |
76% |
False |
False |
922,750 |
| 40 |
133.48 |
129.53 |
3.95 |
3.0% |
0.81 |
0.6% |
52% |
False |
False |
993,286 |
| 60 |
134.15 |
129.53 |
4.62 |
3.5% |
0.82 |
0.6% |
44% |
False |
False |
860,037 |
| 80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.80 |
0.6% |
33% |
False |
False |
645,423 |
| 100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.77 |
0.6% |
23% |
False |
False |
516,367 |
| 120 |
138.33 |
129.53 |
8.80 |
6.7% |
0.69 |
0.5% |
23% |
False |
False |
430,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.64 |
|
2.618 |
134.28 |
|
1.618 |
133.45 |
|
1.000 |
132.94 |
|
0.618 |
132.62 |
|
HIGH |
132.11 |
|
0.618 |
131.79 |
|
0.500 |
131.70 |
|
0.382 |
131.60 |
|
LOW |
131.28 |
|
0.618 |
130.77 |
|
1.000 |
130.45 |
|
1.618 |
129.94 |
|
2.618 |
129.11 |
|
4.250 |
127.75 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
131.70 |
131.45 |
| PP |
131.66 |
131.31 |
| S1 |
131.62 |
131.18 |
|