Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 19-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
134.19 |
133.75 |
-0.44 |
-0.3% |
135.17 |
High |
134.48 |
134.31 |
-0.17 |
-0.1% |
135.50 |
Low |
133.73 |
133.71 |
-0.02 |
0.0% |
133.71 |
Close |
133.95 |
134.00 |
0.05 |
0.0% |
134.00 |
Range |
0.75 |
0.60 |
-0.15 |
-20.0% |
1.79 |
ATR |
0.98 |
0.96 |
-0.03 |
-2.8% |
0.00 |
Volume |
977,761 |
790,198 |
-187,563 |
-19.2% |
4,219,155 |
|
Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.81 |
135.50 |
134.33 |
|
R3 |
135.21 |
134.90 |
134.17 |
|
R2 |
134.61 |
134.61 |
134.11 |
|
R1 |
134.30 |
134.30 |
134.06 |
134.46 |
PP |
134.01 |
134.01 |
134.01 |
134.08 |
S1 |
133.70 |
133.70 |
133.95 |
133.86 |
S2 |
133.41 |
133.41 |
133.89 |
|
S3 |
132.81 |
133.10 |
133.84 |
|
S4 |
132.21 |
132.50 |
133.67 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.77 |
138.68 |
134.98 |
|
R3 |
137.98 |
136.89 |
134.49 |
|
R2 |
136.19 |
136.19 |
134.33 |
|
R1 |
135.10 |
135.10 |
134.16 |
134.75 |
PP |
134.40 |
134.40 |
134.40 |
134.23 |
S1 |
133.31 |
133.31 |
133.84 |
132.96 |
S2 |
132.61 |
132.61 |
133.67 |
|
S3 |
130.82 |
131.52 |
133.51 |
|
S4 |
129.03 |
129.73 |
133.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.99 |
133.71 |
2.28 |
1.7% |
0.75 |
0.6% |
13% |
False |
True |
1,036,850 |
10 |
136.16 |
133.71 |
2.45 |
1.8% |
0.82 |
0.6% |
12% |
False |
True |
1,041,547 |
20 |
138.84 |
133.71 |
5.13 |
3.8% |
0.92 |
0.7% |
6% |
False |
True |
886,778 |
40 |
138.84 |
130.47 |
8.37 |
6.2% |
0.94 |
0.7% |
42% |
False |
False |
734,211 |
60 |
138.84 |
127.44 |
11.40 |
8.5% |
0.87 |
0.6% |
58% |
False |
False |
489,881 |
80 |
138.84 |
126.95 |
11.89 |
8.9% |
0.79 |
0.6% |
59% |
False |
False |
367,446 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.68 |
0.5% |
59% |
False |
False |
293,958 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.57 |
0.4% |
59% |
False |
False |
244,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.86 |
2.618 |
135.88 |
1.618 |
135.28 |
1.000 |
134.91 |
0.618 |
134.68 |
HIGH |
134.31 |
0.618 |
134.08 |
0.500 |
134.01 |
0.382 |
133.94 |
LOW |
133.71 |
0.618 |
133.34 |
1.000 |
133.11 |
1.618 |
132.74 |
2.618 |
132.14 |
4.250 |
131.16 |
|
|
Fisher Pivots for day following 19-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
134.01 |
134.33 |
PP |
134.01 |
134.22 |
S1 |
134.00 |
134.11 |
|