Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 25-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
133.87 |
133.65 |
-0.22 |
-0.2% |
135.17 |
High |
134.42 |
134.63 |
0.21 |
0.2% |
135.50 |
Low |
133.64 |
133.55 |
-0.09 |
-0.1% |
133.71 |
Close |
133.91 |
134.53 |
0.62 |
0.5% |
134.00 |
Range |
0.78 |
1.08 |
0.30 |
38.5% |
1.79 |
ATR |
0.92 |
0.93 |
0.01 |
1.3% |
0.00 |
Volume |
1,039,063 |
1,069,169 |
30,106 |
2.9% |
4,219,155 |
|
Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.48 |
137.08 |
135.12 |
|
R3 |
136.40 |
136.00 |
134.83 |
|
R2 |
135.32 |
135.32 |
134.73 |
|
R1 |
134.92 |
134.92 |
134.63 |
135.12 |
PP |
134.24 |
134.24 |
134.24 |
134.34 |
S1 |
133.84 |
133.84 |
134.43 |
134.04 |
S2 |
133.16 |
133.16 |
134.33 |
|
S3 |
132.08 |
132.76 |
134.23 |
|
S4 |
131.00 |
131.68 |
133.94 |
|
|
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 |
133.55 |
1.11 |
0.8% |
0.76 |
0.6% |
88% |
False |
True |
890,462 |
10 |
135.99 |
133.55 |
2.44 |
1.8% |
0.78 |
0.6% |
40% |
False |
True |
996,253 |
20 |
138.84 |
133.55 |
5.29 |
3.9% |
0.95 |
0.7% |
19% |
False |
True |
951,891 |
40 |
138.84 |
130.51 |
8.33 |
6.2% |
0.96 |
0.7% |
48% |
False |
False |
824,400 |
60 |
138.84 |
128.60 |
10.24 |
7.6% |
0.88 |
0.7% |
58% |
False |
False |
550,911 |
80 |
138.84 |
126.95 |
11.89 |
8.8% |
0.80 |
0.6% |
64% |
False |
False |
413,220 |
100 |
138.84 |
126.95 |
11.89 |
8.8% |
0.70 |
0.5% |
64% |
False |
False |
330,579 |
120 |
138.84 |
126.95 |
11.89 |
8.8% |
0.60 |
0.4% |
64% |
False |
False |
275,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.22 |
2.618 |
137.46 |
1.618 |
136.38 |
1.000 |
135.71 |
0.618 |
135.30 |
HIGH |
134.63 |
0.618 |
134.22 |
0.500 |
134.09 |
0.382 |
133.96 |
LOW |
133.55 |
0.618 |
132.88 |
1.000 |
132.47 |
1.618 |
131.80 |
2.618 |
130.72 |
4.250 |
128.96 |
|
|
Fisher Pivots for day following 25-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
134.38 |
134.38 |
PP |
134.24 |
134.24 |
S1 |
134.09 |
134.09 |
|