Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
134.96 |
135.80 |
0.84 |
0.6% |
135.43 |
| High |
135.78 |
135.99 |
0.21 |
0.2% |
136.16 |
| Low |
134.92 |
135.32 |
0.40 |
0.3% |
134.87 |
| Close |
135.14 |
135.67 |
0.53 |
0.4% |
135.67 |
| Range |
0.86 |
0.67 |
-0.19 |
-22.1% |
1.29 |
| ATR |
1.02 |
1.01 |
-0.01 |
-1.2% |
0.00 |
| Volume |
1,116,168 |
965,098 |
-151,070 |
-13.5% |
5,192,262 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.67 |
137.34 |
136.04 |
|
| R3 |
137.00 |
136.67 |
135.85 |
|
| R2 |
136.33 |
136.33 |
135.79 |
|
| R1 |
136.00 |
136.00 |
135.73 |
135.83 |
| PP |
135.66 |
135.66 |
135.66 |
135.58 |
| S1 |
135.33 |
135.33 |
135.61 |
135.16 |
| S2 |
134.99 |
134.99 |
135.55 |
|
| S3 |
134.32 |
134.66 |
135.49 |
|
| S4 |
133.65 |
133.99 |
135.30 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.44 |
138.84 |
136.38 |
|
| R3 |
138.15 |
137.55 |
136.02 |
|
| R2 |
136.86 |
136.86 |
135.91 |
|
| R1 |
136.26 |
136.26 |
135.79 |
136.56 |
| PP |
135.57 |
135.57 |
135.57 |
135.72 |
| S1 |
134.97 |
134.97 |
135.55 |
135.27 |
| S2 |
134.28 |
134.28 |
135.43 |
|
| S3 |
132.99 |
133.68 |
135.32 |
|
| S4 |
131.70 |
132.39 |
134.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.16 |
134.87 |
1.29 |
1.0% |
0.80 |
0.6% |
62% |
False |
False |
1,038,452 |
| 10 |
138.37 |
134.87 |
3.50 |
2.6% |
1.08 |
0.8% |
23% |
False |
False |
979,813 |
| 20 |
138.84 |
134.87 |
3.97 |
2.9% |
1.04 |
0.8% |
20% |
False |
False |
860,122 |
| 40 |
138.84 |
130.00 |
8.84 |
6.5% |
0.95 |
0.7% |
64% |
False |
False |
629,082 |
| 60 |
138.84 |
127.44 |
11.40 |
8.4% |
0.85 |
0.6% |
72% |
False |
False |
419,574 |
| 80 |
138.84 |
126.95 |
11.89 |
8.8% |
0.75 |
0.6% |
73% |
False |
False |
314,707 |
| 100 |
138.84 |
126.95 |
11.89 |
8.8% |
0.65 |
0.5% |
73% |
False |
False |
251,766 |
| 120 |
138.84 |
126.95 |
11.89 |
8.8% |
0.55 |
0.4% |
73% |
False |
False |
209,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.84 |
|
2.618 |
137.74 |
|
1.618 |
137.07 |
|
1.000 |
136.66 |
|
0.618 |
136.40 |
|
HIGH |
135.99 |
|
0.618 |
135.73 |
|
0.500 |
135.66 |
|
0.382 |
135.58 |
|
LOW |
135.32 |
|
0.618 |
134.91 |
|
1.000 |
134.65 |
|
1.618 |
134.24 |
|
2.618 |
133.57 |
|
4.250 |
132.47 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
135.67 |
135.59 |
| PP |
135.66 |
135.51 |
| S1 |
135.66 |
135.43 |
|