Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 17-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
135.17 |
134.62 |
-0.55 |
-0.4% |
135.43 |
High |
135.50 |
134.94 |
-0.56 |
-0.4% |
136.16 |
Low |
134.57 |
134.15 |
-0.42 |
-0.3% |
134.87 |
Close |
134.96 |
134.23 |
-0.73 |
-0.5% |
135.67 |
Range |
0.93 |
0.79 |
-0.14 |
-15.1% |
1.29 |
ATR |
1.02 |
1.00 |
-0.01 |
-1.4% |
0.00 |
Volume |
1,095,985 |
1,355,211 |
259,226 |
23.7% |
5,192,262 |
|
Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.81 |
136.31 |
134.66 |
|
R3 |
136.02 |
135.52 |
134.45 |
|
R2 |
135.23 |
135.23 |
134.37 |
|
R1 |
134.73 |
134.73 |
134.30 |
134.59 |
PP |
134.44 |
134.44 |
134.44 |
134.37 |
S1 |
133.94 |
133.94 |
134.16 |
133.80 |
S2 |
133.65 |
133.65 |
134.09 |
|
S3 |
132.86 |
133.15 |
134.01 |
|
S4 |
132.07 |
132.36 |
133.80 |
|
|
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 |
134.15 |
1.84 |
1.4% |
0.82 |
0.6% |
4% |
False |
True |
1,116,859 |
10 |
137.96 |
134.15 |
3.81 |
2.8% |
1.02 |
0.8% |
2% |
False |
True |
1,082,324 |
20 |
138.84 |
134.15 |
4.69 |
3.5% |
0.98 |
0.7% |
2% |
False |
True |
875,568 |
40 |
138.84 |
130.47 |
8.37 |
6.2% |
0.94 |
0.7% |
45% |
False |
False |
690,192 |
60 |
138.84 |
127.44 |
11.40 |
8.5% |
0.86 |
0.6% |
60% |
False |
False |
460,419 |
80 |
138.84 |
126.95 |
11.89 |
8.9% |
0.78 |
0.6% |
61% |
False |
False |
345,347 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.67 |
0.5% |
61% |
False |
False |
276,278 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.56 |
0.4% |
61% |
False |
False |
230,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.30 |
2.618 |
137.01 |
1.618 |
136.22 |
1.000 |
135.73 |
0.618 |
135.43 |
HIGH |
134.94 |
0.618 |
134.64 |
0.500 |
134.55 |
0.382 |
134.45 |
LOW |
134.15 |
0.618 |
133.66 |
1.000 |
133.36 |
1.618 |
132.87 |
2.618 |
132.08 |
4.250 |
130.79 |
|
|
Fisher Pivots for day following 17-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
134.55 |
135.07 |
PP |
134.44 |
134.79 |
S1 |
134.34 |
134.51 |
|