Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 03-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
136.50 |
136.08 |
-0.42 |
-0.3% |
137.39 |
High |
136.50 |
136.84 |
0.34 |
0.2% |
138.33 |
Low |
135.83 |
136.08 |
0.25 |
0.2% |
136.76 |
Close |
136.43 |
136.74 |
0.31 |
0.2% |
136.76 |
Range |
0.67 |
0.76 |
0.09 |
13.4% |
1.57 |
ATR |
0.71 |
0.72 |
0.00 |
0.5% |
0.00 |
Volume |
25 |
116 |
91 |
364.0% |
114 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.83 |
138.55 |
137.16 |
|
R3 |
138.07 |
137.79 |
136.95 |
|
R2 |
137.31 |
137.31 |
136.88 |
|
R1 |
137.03 |
137.03 |
136.81 |
137.17 |
PP |
136.55 |
136.55 |
136.55 |
136.63 |
S1 |
136.27 |
136.27 |
136.67 |
136.41 |
S2 |
135.79 |
135.79 |
136.60 |
|
S3 |
135.03 |
135.51 |
136.53 |
|
S4 |
134.27 |
134.75 |
136.32 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.99 |
140.95 |
137.62 |
|
R3 |
140.42 |
139.38 |
137.19 |
|
R2 |
138.85 |
138.85 |
137.05 |
|
R1 |
137.81 |
137.81 |
136.90 |
137.55 |
PP |
137.28 |
137.28 |
137.28 |
137.15 |
S1 |
136.24 |
136.24 |
136.62 |
135.98 |
S2 |
135.71 |
135.71 |
136.47 |
|
S3 |
134.14 |
134.67 |
136.33 |
|
S4 |
132.57 |
133.10 |
135.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.33 |
135.83 |
2.50 |
1.8% |
0.77 |
0.6% |
36% |
False |
False |
51 |
10 |
138.33 |
135.83 |
2.50 |
1.8% |
0.63 |
0.5% |
36% |
False |
False |
38 |
20 |
138.33 |
133.02 |
5.31 |
3.9% |
0.54 |
0.4% |
70% |
False |
False |
37 |
40 |
138.33 |
129.53 |
8.80 |
6.4% |
0.29 |
0.2% |
82% |
False |
False |
18 |
60 |
138.33 |
127.36 |
10.97 |
8.0% |
0.21 |
0.2% |
86% |
False |
False |
12 |
80 |
138.33 |
126.95 |
11.38 |
8.3% |
0.16 |
0.1% |
86% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.07 |
2.618 |
138.83 |
1.618 |
138.07 |
1.000 |
137.60 |
0.618 |
137.31 |
HIGH |
136.84 |
0.618 |
136.55 |
0.500 |
136.46 |
0.382 |
136.37 |
LOW |
136.08 |
0.618 |
135.61 |
1.000 |
135.32 |
1.618 |
134.85 |
2.618 |
134.09 |
4.250 |
132.85 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
136.65 |
136.75 |
PP |
136.55 |
136.75 |
S1 |
136.46 |
136.74 |
|