Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
134.90 |
135.14 |
0.24 |
0.2% |
136.50 |
| High |
135.10 |
135.17 |
0.07 |
0.1% |
136.84 |
| Low |
134.84 |
134.46 |
-0.38 |
-0.3% |
134.99 |
| Close |
135.01 |
134.71 |
-0.30 |
-0.2% |
135.58 |
| Range |
0.26 |
0.71 |
0.45 |
173.1% |
1.85 |
| ATR |
0.77 |
0.76 |
0.00 |
-0.5% |
0.00 |
| Volume |
10 |
19 |
9 |
90.0% |
359 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.91 |
136.52 |
135.10 |
|
| R3 |
136.20 |
135.81 |
134.91 |
|
| R2 |
135.49 |
135.49 |
134.84 |
|
| R1 |
135.10 |
135.10 |
134.78 |
134.94 |
| PP |
134.78 |
134.78 |
134.78 |
134.70 |
| S1 |
134.39 |
134.39 |
134.64 |
134.23 |
| S2 |
134.07 |
134.07 |
134.58 |
|
| S3 |
133.36 |
133.68 |
134.51 |
|
| S4 |
132.65 |
132.97 |
134.32 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.35 |
140.32 |
136.60 |
|
| R3 |
139.50 |
138.47 |
136.09 |
|
| R2 |
137.65 |
137.65 |
135.92 |
|
| R1 |
136.62 |
136.62 |
135.75 |
136.21 |
| PP |
135.80 |
135.80 |
135.80 |
135.60 |
| S1 |
134.77 |
134.77 |
135.41 |
134.36 |
| S2 |
133.95 |
133.95 |
135.24 |
|
| S3 |
132.10 |
132.92 |
135.07 |
|
| S4 |
130.25 |
131.07 |
134.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.84 |
134.46 |
2.38 |
1.8% |
0.73 |
0.5% |
11% |
False |
True |
51 |
| 10 |
138.33 |
134.46 |
3.87 |
2.9% |
0.75 |
0.6% |
6% |
False |
True |
51 |
| 20 |
138.33 |
134.14 |
4.19 |
3.1% |
0.63 |
0.5% |
14% |
False |
False |
45 |
| 40 |
138.33 |
129.53 |
8.80 |
6.5% |
0.38 |
0.3% |
59% |
False |
False |
25 |
| 60 |
138.33 |
127.36 |
10.97 |
8.1% |
0.27 |
0.2% |
67% |
False |
False |
16 |
| 80 |
138.33 |
126.95 |
11.38 |
8.4% |
0.20 |
0.2% |
68% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.19 |
|
2.618 |
137.03 |
|
1.618 |
136.32 |
|
1.000 |
135.88 |
|
0.618 |
135.61 |
|
HIGH |
135.17 |
|
0.618 |
134.90 |
|
0.500 |
134.82 |
|
0.382 |
134.73 |
|
LOW |
134.46 |
|
0.618 |
134.02 |
|
1.000 |
133.75 |
|
1.618 |
133.31 |
|
2.618 |
132.60 |
|
4.250 |
131.44 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
134.82 |
135.05 |
| PP |
134.78 |
134.93 |
| S1 |
134.75 |
134.82 |
|