Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 23-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
134.17 |
134.52 |
0.35 |
0.3% |
135.17 |
High |
134.66 |
134.55 |
-0.11 |
-0.1% |
135.50 |
Low |
134.16 |
133.72 |
-0.44 |
-0.3% |
133.71 |
Close |
134.47 |
133.92 |
-0.55 |
-0.4% |
134.00 |
Range |
0.50 |
0.83 |
0.33 |
66.0% |
1.79 |
ATR |
0.93 |
0.93 |
-0.01 |
-0.8% |
0.00 |
Volume |
657,675 |
896,208 |
238,533 |
36.3% |
4,219,155 |
|
Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.55 |
136.07 |
134.38 |
|
R3 |
135.72 |
135.24 |
134.15 |
|
R2 |
134.89 |
134.89 |
134.07 |
|
R1 |
134.41 |
134.41 |
134.00 |
134.24 |
PP |
134.06 |
134.06 |
134.06 |
133.98 |
S1 |
133.58 |
133.58 |
133.84 |
133.41 |
S2 |
133.23 |
133.23 |
133.77 |
|
S3 |
132.40 |
132.75 |
133.69 |
|
S4 |
131.57 |
131.92 |
133.46 |
|
|
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 |
134.94 |
133.71 |
1.23 |
0.9% |
0.69 |
0.5% |
17% |
False |
False |
935,410 |
10 |
135.99 |
133.71 |
2.28 |
1.7% |
0.74 |
0.6% |
9% |
False |
False |
997,590 |
20 |
138.84 |
133.71 |
5.13 |
3.8% |
0.91 |
0.7% |
4% |
False |
False |
899,670 |
40 |
138.84 |
130.47 |
8.37 |
6.3% |
0.95 |
0.7% |
41% |
False |
False |
772,528 |
60 |
138.84 |
127.95 |
10.89 |
8.1% |
0.87 |
0.6% |
55% |
False |
False |
515,776 |
80 |
138.84 |
126.95 |
11.89 |
8.9% |
0.80 |
0.6% |
59% |
False |
False |
386,870 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.69 |
0.5% |
59% |
False |
False |
309,497 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.58 |
0.4% |
59% |
False |
False |
257,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.08 |
2.618 |
136.72 |
1.618 |
135.89 |
1.000 |
135.38 |
0.618 |
135.06 |
HIGH |
134.55 |
0.618 |
134.23 |
0.500 |
134.14 |
0.382 |
134.04 |
LOW |
133.72 |
0.618 |
133.21 |
1.000 |
132.89 |
1.618 |
132.38 |
2.618 |
131.55 |
4.250 |
130.19 |
|
|
Fisher Pivots for day following 23-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
134.14 |
134.19 |
PP |
134.06 |
134.10 |
S1 |
133.99 |
134.01 |
|