Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 31-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
135.05 |
134.91 |
-0.14 |
-0.1% |
134.17 |
High |
135.45 |
135.94 |
0.49 |
0.4% |
135.02 |
Low |
134.37 |
134.84 |
0.47 |
0.3% |
133.55 |
Close |
134.53 |
135.85 |
1.32 |
1.0% |
134.29 |
Range |
1.08 |
1.10 |
0.02 |
1.9% |
1.47 |
ATR |
0.94 |
0.97 |
0.03 |
3.6% |
0.00 |
Volume |
1,043,355 |
1,574,839 |
531,484 |
50.9% |
4,525,059 |
|
Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.84 |
138.45 |
136.46 |
|
R3 |
137.74 |
137.35 |
136.15 |
|
R2 |
136.64 |
136.64 |
136.05 |
|
R1 |
136.25 |
136.25 |
135.95 |
136.45 |
PP |
135.54 |
135.54 |
135.54 |
135.64 |
S1 |
135.15 |
135.15 |
135.75 |
135.35 |
S2 |
134.44 |
134.44 |
135.65 |
|
S3 |
133.34 |
134.05 |
135.55 |
|
S4 |
132.24 |
132.95 |
135.25 |
|
|
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 |
135.94 |
133.55 |
2.39 |
1.8% |
1.00 |
0.7% |
96% |
True |
False |
1,063,426 |
10 |
135.94 |
133.55 |
2.39 |
1.8% |
0.84 |
0.6% |
96% |
True |
False |
967,803 |
20 |
137.96 |
133.55 |
4.41 |
3.2% |
0.93 |
0.7% |
52% |
False |
False |
1,025,064 |
40 |
138.84 |
132.59 |
6.25 |
4.6% |
0.96 |
0.7% |
52% |
False |
False |
917,522 |
60 |
138.84 |
129.72 |
9.12 |
6.7% |
0.89 |
0.7% |
67% |
False |
False |
621,690 |
80 |
138.84 |
127.44 |
11.40 |
8.4% |
0.82 |
0.6% |
74% |
False |
False |
466,317 |
100 |
138.84 |
126.95 |
11.89 |
8.8% |
0.72 |
0.5% |
75% |
False |
False |
373,058 |
120 |
138.84 |
126.95 |
11.89 |
8.8% |
0.63 |
0.5% |
75% |
False |
False |
310,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.62 |
2.618 |
138.82 |
1.618 |
137.72 |
1.000 |
137.04 |
0.618 |
136.62 |
HIGH |
135.94 |
0.618 |
135.52 |
0.500 |
135.39 |
0.382 |
135.26 |
LOW |
134.84 |
0.618 |
134.16 |
1.000 |
133.74 |
1.618 |
133.06 |
2.618 |
131.96 |
4.250 |
130.17 |
|
|
Fisher Pivots for day following 31-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
135.70 |
135.62 |
PP |
135.54 |
135.39 |
S1 |
135.39 |
135.16 |
|