Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 24-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
134.52 |
133.87 |
-0.65 |
-0.5% |
135.17 |
High |
134.55 |
134.42 |
-0.13 |
-0.1% |
135.50 |
Low |
133.72 |
133.64 |
-0.08 |
-0.1% |
133.71 |
Close |
133.92 |
133.91 |
-0.01 |
0.0% |
134.00 |
Range |
0.83 |
0.78 |
-0.05 |
-6.0% |
1.79 |
ATR |
0.93 |
0.92 |
-0.01 |
-1.1% |
0.00 |
Volume |
896,208 |
1,039,063 |
142,855 |
15.9% |
4,219,155 |
|
Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.33 |
135.90 |
134.34 |
|
R3 |
135.55 |
135.12 |
134.12 |
|
R2 |
134.77 |
134.77 |
134.05 |
|
R1 |
134.34 |
134.34 |
133.98 |
134.56 |
PP |
133.99 |
133.99 |
133.99 |
134.10 |
S1 |
133.56 |
133.56 |
133.84 |
133.78 |
S2 |
133.21 |
133.21 |
133.77 |
|
S3 |
132.43 |
132.78 |
133.70 |
|
S4 |
131.65 |
132.00 |
133.48 |
|
|
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 |
134.66 |
133.64 |
1.02 |
0.8% |
0.69 |
0.5% |
26% |
False |
True |
872,181 |
10 |
135.99 |
133.64 |
2.35 |
1.8% |
0.76 |
0.6% |
11% |
False |
True |
994,520 |
20 |
138.84 |
133.64 |
5.20 |
3.9% |
0.92 |
0.7% |
5% |
False |
True |
917,893 |
40 |
138.84 |
130.47 |
8.37 |
6.3% |
0.95 |
0.7% |
41% |
False |
False |
797,895 |
60 |
138.84 |
127.95 |
10.89 |
8.1% |
0.88 |
0.7% |
55% |
False |
False |
533,094 |
80 |
138.84 |
126.95 |
11.89 |
8.9% |
0.81 |
0.6% |
59% |
False |
False |
399,856 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.69 |
0.5% |
59% |
False |
False |
319,887 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.59 |
0.4% |
59% |
False |
False |
266,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.74 |
2.618 |
136.46 |
1.618 |
135.68 |
1.000 |
135.20 |
0.618 |
134.90 |
HIGH |
134.42 |
0.618 |
134.12 |
0.500 |
134.03 |
0.382 |
133.94 |
LOW |
133.64 |
0.618 |
133.16 |
1.000 |
132.86 |
1.618 |
132.38 |
2.618 |
131.60 |
4.250 |
130.33 |
|
|
Fisher Pivots for day following 24-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
134.03 |
134.15 |
PP |
133.99 |
134.07 |
S1 |
133.95 |
133.99 |
|