Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
130.72 |
130.58 |
-0.14 |
-0.1% |
130.90 |
| High |
130.84 |
131.01 |
0.17 |
0.1% |
132.11 |
| Low |
130.47 |
130.53 |
0.06 |
0.0% |
130.24 |
| Close |
130.52 |
130.84 |
0.32 |
0.2% |
130.82 |
| Range |
0.37 |
0.48 |
0.11 |
29.7% |
1.87 |
| ATR |
0.82 |
0.80 |
-0.02 |
-2.9% |
0.00 |
| Volume |
451,701 |
670,686 |
218,985 |
48.5% |
4,285,631 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.23 |
132.02 |
131.10 |
|
| R3 |
131.75 |
131.54 |
130.97 |
|
| R2 |
131.27 |
131.27 |
130.93 |
|
| R1 |
131.06 |
131.06 |
130.88 |
131.17 |
| PP |
130.79 |
130.79 |
130.79 |
130.85 |
| S1 |
130.58 |
130.58 |
130.80 |
130.69 |
| S2 |
130.31 |
130.31 |
130.75 |
|
| S3 |
129.83 |
130.10 |
130.71 |
|
| S4 |
129.35 |
129.62 |
130.58 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.67 |
135.61 |
131.85 |
|
| R3 |
134.80 |
133.74 |
131.33 |
|
| R2 |
132.93 |
132.93 |
131.16 |
|
| R1 |
131.87 |
131.87 |
130.99 |
131.47 |
| PP |
131.06 |
131.06 |
131.06 |
130.85 |
| S1 |
130.00 |
130.00 |
130.65 |
129.60 |
| S2 |
129.19 |
129.19 |
130.48 |
|
| S3 |
127.32 |
128.13 |
130.31 |
|
| S4 |
125.45 |
126.26 |
129.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.11 |
130.47 |
1.64 |
1.3% |
0.76 |
0.6% |
23% |
False |
False |
757,750 |
| 10 |
132.11 |
130.24 |
1.87 |
1.4% |
0.67 |
0.5% |
32% |
False |
False |
736,061 |
| 20 |
132.11 |
129.53 |
2.58 |
2.0% |
0.74 |
0.6% |
51% |
False |
False |
871,351 |
| 40 |
133.48 |
129.53 |
3.95 |
3.0% |
0.81 |
0.6% |
33% |
False |
False |
960,937 |
| 60 |
134.15 |
129.53 |
4.62 |
3.5% |
0.80 |
0.6% |
28% |
False |
False |
889,903 |
| 80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.81 |
0.6% |
21% |
False |
False |
668,161 |
| 100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.77 |
0.6% |
15% |
False |
False |
534,576 |
| 120 |
138.33 |
129.53 |
8.80 |
6.7% |
0.71 |
0.5% |
15% |
False |
False |
445,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.05 |
|
2.618 |
132.27 |
|
1.618 |
131.79 |
|
1.000 |
131.49 |
|
0.618 |
131.31 |
|
HIGH |
131.01 |
|
0.618 |
130.83 |
|
0.500 |
130.77 |
|
0.382 |
130.71 |
|
LOW |
130.53 |
|
0.618 |
130.23 |
|
1.000 |
130.05 |
|
1.618 |
129.75 |
|
2.618 |
129.27 |
|
4.250 |
128.49 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
130.82 |
130.96 |
| PP |
130.79 |
130.92 |
| S1 |
130.77 |
130.88 |
|