Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 26-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
133.65 |
134.65 |
1.00 |
0.7% |
134.17 |
High |
134.63 |
135.02 |
0.39 |
0.3% |
135.02 |
Low |
133.55 |
134.16 |
0.61 |
0.5% |
133.55 |
Close |
134.53 |
134.29 |
-0.24 |
-0.2% |
134.29 |
Range |
1.08 |
0.86 |
-0.22 |
-20.4% |
1.47 |
ATR |
0.93 |
0.92 |
0.00 |
-0.5% |
0.00 |
Volume |
1,069,169 |
862,944 |
-206,225 |
-19.3% |
4,525,059 |
|
Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.07 |
136.54 |
134.76 |
|
R3 |
136.21 |
135.68 |
134.53 |
|
R2 |
135.35 |
135.35 |
134.45 |
|
R1 |
134.82 |
134.82 |
134.37 |
134.66 |
PP |
134.49 |
134.49 |
134.49 |
134.41 |
S1 |
133.96 |
133.96 |
134.21 |
133.80 |
S2 |
133.63 |
133.63 |
134.13 |
|
S3 |
132.77 |
133.10 |
134.05 |
|
S4 |
131.91 |
132.24 |
133.82 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.70 |
137.96 |
135.10 |
|
R3 |
137.23 |
136.49 |
134.69 |
|
R2 |
135.76 |
135.76 |
134.56 |
|
R1 |
135.02 |
135.02 |
134.42 |
135.39 |
PP |
134.29 |
134.29 |
134.29 |
134.47 |
S1 |
133.55 |
133.55 |
134.16 |
133.92 |
S2 |
132.82 |
132.82 |
134.02 |
|
S3 |
131.35 |
132.08 |
133.89 |
|
S4 |
129.88 |
130.61 |
133.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.02 |
133.55 |
1.47 |
1.1% |
0.81 |
0.6% |
50% |
True |
False |
905,011 |
10 |
135.99 |
133.55 |
2.44 |
1.8% |
0.78 |
0.6% |
30% |
False |
False |
970,931 |
20 |
138.72 |
133.55 |
5.17 |
3.8% |
0.93 |
0.7% |
14% |
False |
False |
977,320 |
40 |
138.84 |
131.45 |
7.39 |
5.5% |
0.95 |
0.7% |
38% |
False |
False |
845,454 |
60 |
138.84 |
128.69 |
10.15 |
7.6% |
0.88 |
0.7% |
55% |
False |
False |
565,293 |
80 |
138.84 |
126.95 |
11.89 |
8.9% |
0.80 |
0.6% |
62% |
False |
False |
424,006 |
100 |
138.84 |
126.95 |
11.89 |
8.9% |
0.71 |
0.5% |
62% |
False |
False |
339,208 |
120 |
138.84 |
126.95 |
11.89 |
8.9% |
0.60 |
0.5% |
62% |
False |
False |
282,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.68 |
2.618 |
137.27 |
1.618 |
136.41 |
1.000 |
135.88 |
0.618 |
135.55 |
HIGH |
135.02 |
0.618 |
134.69 |
0.500 |
134.59 |
0.382 |
134.49 |
LOW |
134.16 |
0.618 |
133.63 |
1.000 |
133.30 |
1.618 |
132.77 |
2.618 |
131.91 |
4.250 |
130.51 |
|
|
Fisher Pivots for day following 26-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
134.59 |
134.29 |
PP |
134.49 |
134.29 |
S1 |
134.39 |
134.29 |
|