Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
135.79 |
135.46 |
-0.33 |
-0.2% |
137.14 |
| High |
135.88 |
135.71 |
-0.17 |
-0.1% |
137.96 |
| Low |
135.24 |
134.87 |
-0.37 |
-0.3% |
135.06 |
| Close |
135.46 |
135.16 |
-0.30 |
-0.2% |
136.03 |
| Range |
0.64 |
0.84 |
0.20 |
31.3% |
2.90 |
| ATR |
1.05 |
1.03 |
-0.01 |
-1.4% |
0.00 |
| Volume |
1,069,770 |
1,051,833 |
-17,937 |
-1.7% |
4,131,438 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.77 |
137.30 |
135.62 |
|
| R3 |
136.93 |
136.46 |
135.39 |
|
| R2 |
136.09 |
136.09 |
135.31 |
|
| R1 |
135.62 |
135.62 |
135.24 |
135.44 |
| PP |
135.25 |
135.25 |
135.25 |
135.15 |
| S1 |
134.78 |
134.78 |
135.08 |
134.60 |
| S2 |
134.41 |
134.41 |
135.01 |
|
| S3 |
133.57 |
133.94 |
134.93 |
|
| S4 |
132.73 |
133.10 |
134.70 |
|
|
| 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 |
134.87 |
3.09 |
2.3% |
1.13 |
0.8% |
9% |
False |
True |
1,064,258 |
| 10 |
138.84 |
134.87 |
3.97 |
2.9% |
1.11 |
0.8% |
7% |
False |
True |
907,529 |
| 20 |
138.84 |
134.53 |
4.31 |
3.2% |
1.02 |
0.8% |
15% |
False |
False |
825,300 |
| 40 |
138.84 |
129.72 |
9.12 |
6.7% |
0.94 |
0.7% |
60% |
False |
False |
577,116 |
| 60 |
138.84 |
127.44 |
11.40 |
8.4% |
0.83 |
0.6% |
68% |
False |
False |
384,891 |
| 80 |
138.84 |
126.95 |
11.89 |
8.8% |
0.74 |
0.5% |
69% |
False |
False |
288,691 |
| 100 |
138.84 |
126.95 |
11.89 |
8.8% |
0.64 |
0.5% |
69% |
False |
False |
230,954 |
| 120 |
138.84 |
126.95 |
11.89 |
8.8% |
0.53 |
0.4% |
69% |
False |
False |
192,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.28 |
|
2.618 |
137.91 |
|
1.618 |
137.07 |
|
1.000 |
136.55 |
|
0.618 |
136.23 |
|
HIGH |
135.71 |
|
0.618 |
135.39 |
|
0.500 |
135.29 |
|
0.382 |
135.19 |
|
LOW |
134.87 |
|
0.618 |
134.35 |
|
1.000 |
134.03 |
|
1.618 |
133.51 |
|
2.618 |
132.67 |
|
4.250 |
131.30 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
135.29 |
135.52 |
| PP |
135.25 |
135.40 |
| S1 |
135.20 |
135.28 |
|