Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 03-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
137.14 |
136.68 |
-0.46 |
-0.3% |
137.69 |
High |
137.21 |
137.63 |
0.42 |
0.3% |
138.84 |
Low |
136.25 |
136.31 |
0.06 |
0.0% |
137.07 |
Close |
136.89 |
137.19 |
0.30 |
0.2% |
137.22 |
Range |
0.96 |
1.32 |
0.36 |
37.5% |
1.77 |
ATR |
0.95 |
0.98 |
0.03 |
2.7% |
0.00 |
Volume |
951,648 |
969,492 |
17,844 |
1.9% |
1,832,861 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.00 |
140.42 |
137.92 |
|
R3 |
139.68 |
139.10 |
137.55 |
|
R2 |
138.36 |
138.36 |
137.43 |
|
R1 |
137.78 |
137.78 |
137.31 |
138.07 |
PP |
137.04 |
137.04 |
137.04 |
137.19 |
S1 |
136.46 |
136.46 |
137.07 |
136.75 |
S2 |
135.72 |
135.72 |
136.95 |
|
S3 |
134.40 |
135.14 |
136.83 |
|
S4 |
133.08 |
133.82 |
136.46 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.02 |
141.89 |
138.19 |
|
R3 |
141.25 |
140.12 |
137.71 |
|
R2 |
139.48 |
139.48 |
137.54 |
|
R1 |
138.35 |
138.35 |
137.38 |
138.03 |
PP |
137.71 |
137.71 |
137.71 |
137.55 |
S1 |
136.58 |
136.58 |
137.06 |
136.26 |
S2 |
135.94 |
135.94 |
136.90 |
|
S3 |
134.17 |
134.81 |
136.73 |
|
S4 |
132.40 |
133.04 |
136.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.84 |
136.25 |
2.59 |
1.9% |
1.09 |
0.8% |
36% |
False |
False |
750,800 |
10 |
138.84 |
136.25 |
2.59 |
1.9% |
0.90 |
0.7% |
36% |
False |
False |
670,505 |
20 |
138.84 |
133.42 |
5.42 |
4.0% |
0.98 |
0.7% |
70% |
False |
False |
816,941 |
40 |
138.84 |
129.72 |
9.12 |
6.6% |
0.89 |
0.6% |
82% |
False |
False |
444,225 |
60 |
138.84 |
127.44 |
11.40 |
8.3% |
0.79 |
0.6% |
86% |
False |
False |
296,218 |
80 |
138.84 |
126.95 |
11.89 |
8.7% |
0.68 |
0.5% |
86% |
False |
False |
222,175 |
100 |
138.84 |
126.95 |
11.89 |
8.7% |
0.58 |
0.4% |
86% |
False |
False |
177,741 |
120 |
138.84 |
126.95 |
11.89 |
8.7% |
0.49 |
0.4% |
86% |
False |
False |
148,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.24 |
2.618 |
141.09 |
1.618 |
139.77 |
1.000 |
138.95 |
0.618 |
138.45 |
HIGH |
137.63 |
0.618 |
137.13 |
0.500 |
136.97 |
0.382 |
136.81 |
LOW |
136.31 |
0.618 |
135.49 |
1.000 |
134.99 |
1.618 |
134.17 |
2.618 |
132.85 |
4.250 |
130.70 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
137.12 |
137.31 |
PP |
137.04 |
137.27 |
S1 |
136.97 |
137.23 |
|