Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
133.26 |
134.40 |
1.14 |
0.9% |
133.88 |
| High |
134.16 |
134.55 |
0.39 |
0.3% |
134.55 |
| Low |
133.25 |
133.82 |
0.57 |
0.4% |
133.25 |
| Close |
134.13 |
133.89 |
-0.24 |
-0.2% |
133.89 |
| Range |
0.91 |
0.73 |
-0.18 |
-19.8% |
1.30 |
| ATR |
0.71 |
0.71 |
0.00 |
0.2% |
0.00 |
| Volume |
1,125 |
699 |
-426 |
-37.9% |
3,805 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.28 |
135.81 |
134.29 |
|
| R3 |
135.55 |
135.08 |
134.09 |
|
| R2 |
134.82 |
134.82 |
134.02 |
|
| R1 |
134.35 |
134.35 |
133.96 |
134.22 |
| PP |
134.09 |
134.09 |
134.09 |
134.02 |
| S1 |
133.62 |
133.62 |
133.82 |
133.49 |
| S2 |
133.36 |
133.36 |
133.76 |
|
| S3 |
132.63 |
132.89 |
133.69 |
|
| S4 |
131.90 |
132.16 |
133.49 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.80 |
137.14 |
134.61 |
|
| R3 |
136.50 |
135.84 |
134.25 |
|
| R2 |
135.20 |
135.20 |
134.13 |
|
| R1 |
134.54 |
134.54 |
134.01 |
134.87 |
| PP |
133.90 |
133.90 |
133.90 |
134.06 |
| S1 |
133.24 |
133.24 |
133.77 |
133.57 |
| S2 |
132.60 |
132.60 |
133.65 |
|
| S3 |
131.30 |
131.94 |
133.53 |
|
| S4 |
130.00 |
130.64 |
133.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134.55 |
133.25 |
1.30 |
1.0% |
0.63 |
0.5% |
49% |
True |
False |
761 |
| 10 |
135.13 |
133.25 |
1.88 |
1.4% |
0.59 |
0.4% |
34% |
False |
False |
589 |
| 20 |
137.67 |
133.25 |
4.42 |
3.3% |
0.65 |
0.5% |
14% |
False |
False |
324 |
| 40 |
138.33 |
132.26 |
6.07 |
4.5% |
0.55 |
0.4% |
27% |
False |
False |
176 |
| 60 |
138.33 |
129.34 |
8.99 |
6.7% |
0.37 |
0.3% |
51% |
False |
False |
117 |
| 80 |
138.33 |
127.19 |
11.14 |
8.3% |
0.29 |
0.2% |
60% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.65 |
|
2.618 |
136.46 |
|
1.618 |
135.73 |
|
1.000 |
135.28 |
|
0.618 |
135.00 |
|
HIGH |
134.55 |
|
0.618 |
134.27 |
|
0.500 |
134.19 |
|
0.382 |
134.10 |
|
LOW |
133.82 |
|
0.618 |
133.37 |
|
1.000 |
133.09 |
|
1.618 |
132.64 |
|
2.618 |
131.91 |
|
4.250 |
130.72 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
134.19 |
133.90 |
| PP |
134.09 |
133.90 |
| S1 |
133.99 |
133.89 |
|