Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
135.80 |
135.17 |
-0.63 |
-0.5% |
135.43 |
| High |
135.99 |
135.50 |
-0.49 |
-0.4% |
136.16 |
| Low |
135.32 |
134.57 |
-0.75 |
-0.6% |
134.87 |
| Close |
135.67 |
134.96 |
-0.71 |
-0.5% |
135.67 |
| Range |
0.67 |
0.93 |
0.26 |
38.8% |
1.29 |
| ATR |
1.01 |
1.02 |
0.01 |
0.6% |
0.00 |
| Volume |
965,098 |
1,095,985 |
130,887 |
13.6% |
5,192,262 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.80 |
137.31 |
135.47 |
|
| R3 |
136.87 |
136.38 |
135.22 |
|
| R2 |
135.94 |
135.94 |
135.13 |
|
| R1 |
135.45 |
135.45 |
135.05 |
135.23 |
| PP |
135.01 |
135.01 |
135.01 |
134.90 |
| S1 |
134.52 |
134.52 |
134.87 |
134.30 |
| S2 |
134.08 |
134.08 |
134.79 |
|
| S3 |
133.15 |
133.59 |
134.70 |
|
| S4 |
132.22 |
132.66 |
134.45 |
|
|
| 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 |
135.99 |
134.57 |
1.42 |
1.1% |
0.79 |
0.6% |
27% |
False |
True |
1,059,770 |
| 10 |
137.96 |
134.57 |
3.39 |
2.5% |
1.04 |
0.8% |
12% |
False |
True |
1,041,968 |
| 20 |
138.84 |
134.57 |
4.27 |
3.2% |
1.01 |
0.7% |
9% |
False |
True |
874,127 |
| 40 |
138.84 |
130.47 |
8.37 |
6.2% |
0.94 |
0.7% |
54% |
False |
False |
656,372 |
| 60 |
138.84 |
127.44 |
11.40 |
8.4% |
0.85 |
0.6% |
66% |
False |
False |
437,839 |
| 80 |
138.84 |
126.95 |
11.89 |
8.8% |
0.77 |
0.6% |
67% |
False |
False |
328,407 |
| 100 |
138.84 |
126.95 |
11.89 |
8.8% |
0.66 |
0.5% |
67% |
False |
False |
262,726 |
| 120 |
138.84 |
126.95 |
11.89 |
8.8% |
0.55 |
0.4% |
67% |
False |
False |
218,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.45 |
|
2.618 |
137.93 |
|
1.618 |
137.00 |
|
1.000 |
136.43 |
|
0.618 |
136.07 |
|
HIGH |
135.50 |
|
0.618 |
135.14 |
|
0.500 |
135.04 |
|
0.382 |
134.93 |
|
LOW |
134.57 |
|
0.618 |
134.00 |
|
1.000 |
133.64 |
|
1.618 |
133.07 |
|
2.618 |
132.14 |
|
4.250 |
130.62 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
135.04 |
135.28 |
| PP |
135.01 |
135.17 |
| S1 |
134.99 |
135.07 |
|