Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
130.02 |
130.27 |
0.25 |
0.2% |
130.72 |
| High |
130.13 |
130.46 |
0.33 |
0.3% |
131.01 |
| Low |
129.63 |
129.63 |
0.00 |
0.0% |
129.63 |
| Close |
130.08 |
130.02 |
-0.06 |
0.0% |
130.08 |
| Range |
0.50 |
0.83 |
0.33 |
66.0% |
1.38 |
| ATR |
0.78 |
0.78 |
0.00 |
0.5% |
0.00 |
| Volume |
825,536 |
889,592 |
64,056 |
7.8% |
4,206,000 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.53 |
132.10 |
130.48 |
|
| R3 |
131.70 |
131.27 |
130.25 |
|
| R2 |
130.87 |
130.87 |
130.17 |
|
| R1 |
130.44 |
130.44 |
130.10 |
130.24 |
| PP |
130.04 |
130.04 |
130.04 |
129.94 |
| S1 |
129.61 |
129.61 |
129.94 |
129.41 |
| S2 |
129.21 |
129.21 |
129.87 |
|
| S3 |
128.38 |
128.78 |
129.79 |
|
| S4 |
127.55 |
127.95 |
129.56 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.38 |
133.61 |
130.84 |
|
| R3 |
133.00 |
132.23 |
130.46 |
|
| R2 |
131.62 |
131.62 |
130.33 |
|
| R1 |
130.85 |
130.85 |
130.21 |
130.55 |
| PP |
130.24 |
130.24 |
130.24 |
130.09 |
| S1 |
129.47 |
129.47 |
129.95 |
129.17 |
| S2 |
128.86 |
128.86 |
129.83 |
|
| S3 |
127.48 |
128.09 |
129.70 |
|
| S4 |
126.10 |
126.71 |
129.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131.01 |
129.63 |
1.38 |
1.1% |
0.68 |
0.5% |
28% |
False |
True |
928,778 |
| 10 |
132.11 |
129.63 |
2.48 |
1.9% |
0.76 |
0.6% |
16% |
False |
True |
879,579 |
| 20 |
132.11 |
129.63 |
2.48 |
1.9% |
0.72 |
0.6% |
16% |
False |
True |
846,915 |
| 40 |
133.43 |
129.53 |
3.90 |
3.0% |
0.82 |
0.6% |
13% |
False |
False |
971,396 |
| 60 |
134.15 |
129.53 |
4.62 |
3.6% |
0.79 |
0.6% |
11% |
False |
False |
953,910 |
| 80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.80 |
0.6% |
8% |
False |
False |
717,786 |
| 100 |
136.84 |
129.53 |
7.31 |
5.6% |
0.77 |
0.6% |
7% |
False |
False |
574,306 |
| 120 |
138.33 |
129.53 |
8.80 |
6.8% |
0.73 |
0.6% |
6% |
False |
False |
478,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.99 |
|
2.618 |
132.63 |
|
1.618 |
131.80 |
|
1.000 |
131.29 |
|
0.618 |
130.97 |
|
HIGH |
130.46 |
|
0.618 |
130.14 |
|
0.500 |
130.05 |
|
0.382 |
129.95 |
|
LOW |
129.63 |
|
0.618 |
129.12 |
|
1.000 |
128.80 |
|
1.618 |
128.29 |
|
2.618 |
127.46 |
|
4.250 |
126.10 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
130.05 |
130.20 |
| PP |
130.04 |
130.14 |
| S1 |
130.03 |
130.08 |
|