Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
134.84 |
134.00 |
-0.84 |
-0.6% |
135.35 |
| High |
134.90 |
134.40 |
-0.50 |
-0.4% |
135.63 |
| Low |
134.20 |
133.80 |
-0.40 |
-0.3% |
134.46 |
| Close |
134.54 |
133.83 |
-0.71 |
-0.5% |
135.24 |
| Range |
0.70 |
0.60 |
-0.10 |
-14.3% |
1.17 |
| ATR |
0.74 |
0.74 |
0.00 |
0.0% |
0.00 |
| Volume |
15 |
1,025 |
1,010 |
6,733.3% |
183 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.81 |
135.42 |
134.16 |
|
| R3 |
135.21 |
134.82 |
134.00 |
|
| R2 |
134.61 |
134.61 |
133.94 |
|
| R1 |
134.22 |
134.22 |
133.89 |
134.12 |
| PP |
134.01 |
134.01 |
134.01 |
133.96 |
| S1 |
133.62 |
133.62 |
133.78 |
133.52 |
| S2 |
133.41 |
133.41 |
133.72 |
|
| S3 |
132.81 |
133.02 |
133.67 |
|
| S4 |
132.21 |
132.42 |
133.50 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.62 |
138.10 |
135.88 |
|
| R3 |
137.45 |
136.93 |
135.56 |
|
| R2 |
136.28 |
136.28 |
135.45 |
|
| R1 |
135.76 |
135.76 |
135.35 |
135.44 |
| PP |
135.11 |
135.11 |
135.11 |
134.95 |
| S1 |
134.59 |
134.59 |
135.13 |
134.27 |
| S2 |
133.94 |
133.94 |
135.03 |
|
| S3 |
132.77 |
133.42 |
134.92 |
|
| S4 |
131.60 |
132.25 |
134.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.47 |
133.80 |
1.67 |
1.2% |
0.57 |
0.4% |
2% |
False |
True |
239 |
| 10 |
136.84 |
133.80 |
3.04 |
2.3% |
0.65 |
0.5% |
1% |
False |
True |
145 |
| 20 |
138.33 |
133.80 |
4.53 |
3.4% |
0.64 |
0.5% |
1% |
False |
True |
92 |
| 40 |
138.33 |
130.23 |
8.10 |
6.1% |
0.45 |
0.3% |
44% |
False |
False |
55 |
| 60 |
138.33 |
127.81 |
10.52 |
7.9% |
0.32 |
0.2% |
57% |
False |
False |
36 |
| 80 |
138.33 |
126.95 |
11.38 |
8.5% |
0.24 |
0.2% |
60% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.95 |
|
2.618 |
135.97 |
|
1.618 |
135.37 |
|
1.000 |
135.00 |
|
0.618 |
134.77 |
|
HIGH |
134.40 |
|
0.618 |
134.17 |
|
0.500 |
134.10 |
|
0.382 |
134.03 |
|
LOW |
133.80 |
|
0.618 |
133.43 |
|
1.000 |
133.20 |
|
1.618 |
132.83 |
|
2.618 |
132.23 |
|
4.250 |
131.25 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
134.10 |
134.47 |
| PP |
134.01 |
134.25 |
| S1 |
133.92 |
134.04 |
|