Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 30-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
134.50 |
135.05 |
0.55 |
0.4% |
134.17 |
High |
135.24 |
135.45 |
0.21 |
0.2% |
135.02 |
Low |
134.38 |
134.37 |
-0.01 |
0.0% |
133.55 |
Close |
134.99 |
134.53 |
-0.46 |
-0.3% |
134.29 |
Range |
0.86 |
1.08 |
0.22 |
25.6% |
1.47 |
ATR |
0.93 |
0.94 |
0.01 |
1.2% |
0.00 |
Volume |
766,826 |
1,043,355 |
276,529 |
36.1% |
4,525,059 |
|
Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.02 |
137.36 |
135.12 |
|
R3 |
136.94 |
136.28 |
134.83 |
|
R2 |
135.86 |
135.86 |
134.73 |
|
R1 |
135.20 |
135.20 |
134.63 |
134.99 |
PP |
134.78 |
134.78 |
134.78 |
134.68 |
S1 |
134.12 |
134.12 |
134.43 |
133.91 |
S2 |
133.70 |
133.70 |
134.33 |
|
S3 |
132.62 |
133.04 |
134.23 |
|
S4 |
131.54 |
131.96 |
133.94 |
|
|
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 |
135.45 |
133.55 |
1.90 |
1.4% |
0.93 |
0.7% |
52% |
True |
False |
956,271 |
10 |
135.45 |
133.55 |
1.90 |
1.4% |
0.81 |
0.6% |
52% |
True |
False |
945,841 |
20 |
137.96 |
133.55 |
4.41 |
3.3% |
0.93 |
0.7% |
22% |
False |
False |
993,904 |
40 |
138.84 |
132.29 |
6.55 |
4.9% |
0.96 |
0.7% |
34% |
False |
False |
886,447 |
60 |
138.84 |
128.69 |
10.15 |
7.5% |
0.90 |
0.7% |
58% |
False |
False |
595,451 |
80 |
138.84 |
126.95 |
11.89 |
8.8% |
0.82 |
0.6% |
64% |
False |
False |
446,633 |
100 |
138.84 |
126.95 |
11.89 |
8.8% |
0.72 |
0.5% |
64% |
False |
False |
357,310 |
120 |
138.84 |
126.95 |
11.89 |
8.8% |
0.62 |
0.5% |
64% |
False |
False |
297,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.04 |
2.618 |
138.28 |
1.618 |
137.20 |
1.000 |
136.53 |
0.618 |
136.12 |
HIGH |
135.45 |
0.618 |
135.04 |
0.500 |
134.91 |
0.382 |
134.78 |
LOW |
134.37 |
0.618 |
133.70 |
1.000 |
133.29 |
1.618 |
132.62 |
2.618 |
131.54 |
4.250 |
129.78 |
|
|
Fisher Pivots for day following 30-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
134.91 |
134.81 |
PP |
134.78 |
134.71 |
S1 |
134.66 |
134.62 |
|