Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 22-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
133.75 |
134.17 |
0.42 |
0.3% |
135.17 |
High |
134.31 |
134.66 |
0.35 |
0.3% |
135.50 |
Low |
133.71 |
134.16 |
0.45 |
0.3% |
133.71 |
Close |
134.00 |
134.47 |
0.47 |
0.4% |
134.00 |
Range |
0.60 |
0.50 |
-0.10 |
-16.7% |
1.79 |
ATR |
0.96 |
0.93 |
-0.02 |
-2.2% |
0.00 |
Volume |
790,198 |
657,675 |
-132,523 |
-16.8% |
4,219,155 |
|
Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.93 |
135.70 |
134.75 |
|
R3 |
135.43 |
135.20 |
134.61 |
|
R2 |
134.93 |
134.93 |
134.56 |
|
R1 |
134.70 |
134.70 |
134.52 |
134.82 |
PP |
134.43 |
134.43 |
134.43 |
134.49 |
S1 |
134.20 |
134.20 |
134.42 |
134.32 |
S2 |
133.93 |
133.93 |
134.38 |
|
S3 |
133.43 |
133.70 |
134.33 |
|
S4 |
132.93 |
133.20 |
134.20 |
|
|
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 |
135.50 |
133.71 |
1.79 |
1.3% |
0.71 |
0.5% |
42% |
False |
False |
975,366 |
10 |
136.16 |
133.71 |
2.45 |
1.8% |
0.76 |
0.6% |
31% |
False |
False |
1,006,909 |
20 |
138.84 |
133.71 |
5.13 |
3.8% |
0.91 |
0.7% |
15% |
False |
False |
887,534 |
40 |
138.84 |
130.47 |
8.37 |
6.2% |
0.94 |
0.7% |
48% |
False |
False |
750,590 |
60 |
138.84 |
127.95 |
10.89 |
8.1% |
0.86 |
0.6% |
60% |
False |
False |
500,841 |
80 |
138.84 |
126.95 |
11.89 |
8.8% |
0.79 |
0.6% |
63% |
False |
False |
375,667 |
100 |
138.84 |
126.95 |
11.89 |
8.8% |
0.68 |
0.5% |
63% |
False |
False |
300,535 |
120 |
138.84 |
126.95 |
11.89 |
8.8% |
0.57 |
0.4% |
63% |
False |
False |
250,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.79 |
2.618 |
135.97 |
1.618 |
135.47 |
1.000 |
135.16 |
0.618 |
134.97 |
HIGH |
134.66 |
0.618 |
134.47 |
0.500 |
134.41 |
0.382 |
134.35 |
LOW |
134.16 |
0.618 |
133.85 |
1.000 |
133.66 |
1.618 |
133.35 |
2.618 |
132.85 |
4.250 |
132.04 |
|
|
Fisher Pivots for day following 22-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
134.45 |
134.38 |
PP |
134.43 |
134.28 |
S1 |
134.41 |
134.19 |
|