Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 18-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
134.62 |
134.19 |
-0.43 |
-0.3% |
135.43 |
High |
134.94 |
134.48 |
-0.46 |
-0.3% |
136.16 |
Low |
134.15 |
133.73 |
-0.42 |
-0.3% |
134.87 |
Close |
134.23 |
133.95 |
-0.28 |
-0.2% |
135.67 |
Range |
0.79 |
0.75 |
-0.04 |
-5.1% |
1.29 |
ATR |
1.00 |
0.98 |
-0.02 |
-1.8% |
0.00 |
Volume |
1,355,211 |
977,761 |
-377,450 |
-27.9% |
5,192,262 |
|
Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.30 |
135.88 |
134.36 |
|
R3 |
135.55 |
135.13 |
134.16 |
|
R2 |
134.80 |
134.80 |
134.09 |
|
R1 |
134.38 |
134.38 |
134.02 |
134.22 |
PP |
134.05 |
134.05 |
134.05 |
133.97 |
S1 |
133.63 |
133.63 |
133.88 |
133.47 |
S2 |
133.30 |
133.30 |
133.81 |
|
S3 |
132.55 |
132.88 |
133.74 |
|
S4 |
131.80 |
132.13 |
133.54 |
|
|
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 |
133.73 |
2.26 |
1.7% |
0.80 |
0.6% |
10% |
False |
True |
1,102,044 |
10 |
137.96 |
133.73 |
4.23 |
3.2% |
0.97 |
0.7% |
5% |
False |
True |
1,083,151 |
20 |
138.84 |
133.73 |
5.11 |
3.8% |
0.93 |
0.7% |
4% |
False |
True |
876,828 |
40 |
138.84 |
130.47 |
8.37 |
6.2% |
0.95 |
0.7% |
42% |
False |
False |
714,565 |
60 |
138.84 |
127.44 |
11.40 |
8.5% |
0.86 |
0.6% |
57% |
False |
False |
476,714 |
80 |
138.84 |
126.95 |
11.89 |
8.9% |
0.79 |
0.6% |
59% |
False |
False |
357,569 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.67 |
0.5% |
59% |
False |
False |
286,056 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.57 |
0.4% |
59% |
False |
False |
238,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.67 |
2.618 |
136.44 |
1.618 |
135.69 |
1.000 |
135.23 |
0.618 |
134.94 |
HIGH |
134.48 |
0.618 |
134.19 |
0.500 |
134.11 |
0.382 |
134.02 |
LOW |
133.73 |
0.618 |
133.27 |
1.000 |
132.98 |
1.618 |
132.52 |
2.618 |
131.77 |
4.250 |
130.54 |
|
|
Fisher Pivots for day following 18-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
134.11 |
134.62 |
PP |
134.05 |
134.39 |
S1 |
134.00 |
134.17 |
|