Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
130.36 |
130.62 |
0.26 |
0.2% |
130.27 |
| High |
130.80 |
130.63 |
-0.17 |
-0.1% |
130.46 |
| Low |
130.19 |
130.40 |
0.21 |
0.2% |
128.73 |
| Close |
130.70 |
130.51 |
-0.19 |
-0.1% |
129.34 |
| Range |
0.61 |
0.23 |
-0.38 |
-62.3% |
1.73 |
| ATR |
0.80 |
0.76 |
-0.04 |
-4.5% |
0.00 |
| Volume |
128,505 |
17,189 |
-111,316 |
-86.6% |
4,908,038 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.20 |
131.09 |
130.64 |
|
| R3 |
130.97 |
130.86 |
130.57 |
|
| R2 |
130.74 |
130.74 |
130.55 |
|
| R1 |
130.63 |
130.63 |
130.53 |
130.57 |
| PP |
130.51 |
130.51 |
130.51 |
130.49 |
| S1 |
130.40 |
130.40 |
130.49 |
130.34 |
| S2 |
130.28 |
130.28 |
130.47 |
|
| S3 |
130.05 |
130.17 |
130.45 |
|
| S4 |
129.82 |
129.94 |
130.38 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.70 |
133.75 |
130.29 |
|
| R3 |
132.97 |
132.02 |
129.82 |
|
| R2 |
131.24 |
131.24 |
129.66 |
|
| R1 |
130.29 |
130.29 |
129.50 |
129.90 |
| PP |
129.51 |
129.51 |
129.51 |
129.32 |
| S1 |
128.56 |
128.56 |
129.18 |
128.17 |
| S2 |
127.78 |
127.78 |
129.02 |
|
| S3 |
126.05 |
126.83 |
128.86 |
|
| S4 |
124.32 |
125.10 |
128.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130.80 |
128.73 |
2.07 |
1.6% |
0.70 |
0.5% |
86% |
False |
False |
1,044,994 |
| 10 |
130.80 |
128.73 |
2.07 |
1.6% |
0.74 |
0.6% |
86% |
False |
False |
1,053,344 |
| 20 |
132.11 |
128.73 |
3.38 |
2.6% |
0.71 |
0.5% |
53% |
False |
False |
912,440 |
| 40 |
133.05 |
128.73 |
4.32 |
3.3% |
0.81 |
0.6% |
41% |
False |
False |
979,394 |
| 60 |
134.06 |
128.73 |
5.33 |
4.1% |
0.77 |
0.6% |
33% |
False |
False |
976,774 |
| 80 |
134.15 |
128.73 |
5.42 |
4.2% |
0.79 |
0.6% |
33% |
False |
False |
812,636 |
| 100 |
135.83 |
128.73 |
7.10 |
5.4% |
0.77 |
0.6% |
25% |
False |
False |
650,316 |
| 120 |
138.33 |
128.73 |
9.60 |
7.4% |
0.75 |
0.6% |
19% |
False |
False |
541,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.61 |
|
2.618 |
131.23 |
|
1.618 |
131.00 |
|
1.000 |
130.86 |
|
0.618 |
130.77 |
|
HIGH |
130.63 |
|
0.618 |
130.54 |
|
0.500 |
130.52 |
|
0.382 |
130.49 |
|
LOW |
130.40 |
|
0.618 |
130.26 |
|
1.000 |
130.17 |
|
1.618 |
130.03 |
|
2.618 |
129.80 |
|
4.250 |
129.42 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
130.52 |
130.44 |
| PP |
130.51 |
130.37 |
| S1 |
130.51 |
130.31 |
|