Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
136.01 |
135.43 |
-0.58 |
-0.4% |
137.14 |
| High |
136.16 |
136.16 |
0.00 |
0.0% |
137.96 |
| Low |
135.06 |
135.15 |
0.09 |
0.1% |
135.06 |
| Close |
136.03 |
136.05 |
0.02 |
0.0% |
136.03 |
| Range |
1.10 |
1.01 |
-0.09 |
-8.2% |
2.90 |
| ATR |
1.07 |
1.07 |
0.00 |
-0.4% |
0.00 |
| Volume |
1,004,058 |
989,393 |
-14,665 |
-1.5% |
4,131,438 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.82 |
138.44 |
136.61 |
|
| R3 |
137.81 |
137.43 |
136.33 |
|
| R2 |
136.80 |
136.80 |
136.24 |
|
| R1 |
136.42 |
136.42 |
136.14 |
136.61 |
| PP |
135.79 |
135.79 |
135.79 |
135.88 |
| S1 |
135.41 |
135.41 |
135.96 |
135.60 |
| S2 |
134.78 |
134.78 |
135.86 |
|
| S3 |
133.77 |
134.40 |
135.77 |
|
| S4 |
132.76 |
133.39 |
135.49 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.05 |
143.44 |
137.63 |
|
| R3 |
142.15 |
140.54 |
136.83 |
|
| R2 |
139.25 |
139.25 |
136.56 |
|
| R1 |
137.64 |
137.64 |
136.30 |
137.00 |
| PP |
136.35 |
136.35 |
136.35 |
136.03 |
| S1 |
134.74 |
134.74 |
135.76 |
134.10 |
| S2 |
133.45 |
133.45 |
135.50 |
|
| S3 |
130.55 |
131.84 |
135.23 |
|
| S4 |
127.65 |
128.94 |
134.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137.96 |
135.06 |
2.90 |
2.1% |
1.29 |
0.9% |
34% |
False |
False |
1,024,166 |
| 10 |
138.84 |
135.06 |
3.78 |
2.8% |
1.08 |
0.8% |
26% |
False |
False |
801,751 |
| 20 |
138.84 |
134.37 |
4.47 |
3.3% |
1.04 |
0.8% |
38% |
False |
False |
813,313 |
| 40 |
138.84 |
129.72 |
9.12 |
6.7% |
0.94 |
0.7% |
69% |
False |
False |
524,144 |
| 60 |
138.84 |
127.44 |
11.40 |
8.4% |
0.83 |
0.6% |
76% |
False |
False |
349,534 |
| 80 |
138.84 |
126.95 |
11.89 |
8.7% |
0.73 |
0.5% |
77% |
False |
False |
262,172 |
| 100 |
138.84 |
126.95 |
11.89 |
8.7% |
0.62 |
0.5% |
77% |
False |
False |
209,738 |
| 120 |
138.84 |
126.95 |
11.89 |
8.7% |
0.52 |
0.4% |
77% |
False |
False |
174,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.45 |
|
2.618 |
138.80 |
|
1.618 |
137.79 |
|
1.000 |
137.17 |
|
0.618 |
136.78 |
|
HIGH |
136.16 |
|
0.618 |
135.77 |
|
0.500 |
135.66 |
|
0.382 |
135.54 |
|
LOW |
135.15 |
|
0.618 |
134.53 |
|
1.000 |
134.14 |
|
1.618 |
133.52 |
|
2.618 |
132.51 |
|
4.250 |
130.86 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
135.92 |
136.51 |
| PP |
135.79 |
136.36 |
| S1 |
135.66 |
136.20 |
|