Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 29-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
134.40 |
134.12 |
-0.28 |
-0.2% |
133.88 |
High |
134.55 |
134.80 |
0.25 |
0.2% |
134.55 |
Low |
133.82 |
134.12 |
0.30 |
0.2% |
133.25 |
Close |
133.89 |
134.58 |
0.69 |
0.5% |
133.89 |
Range |
0.73 |
0.68 |
-0.05 |
-6.8% |
1.30 |
ATR |
0.71 |
0.72 |
0.01 |
2.0% |
0.00 |
Volume |
699 |
1,229 |
530 |
75.8% |
3,805 |
|
Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.54 |
136.24 |
134.95 |
|
R3 |
135.86 |
135.56 |
134.77 |
|
R2 |
135.18 |
135.18 |
134.70 |
|
R1 |
134.88 |
134.88 |
134.64 |
135.03 |
PP |
134.50 |
134.50 |
134.50 |
134.58 |
S1 |
134.20 |
134.20 |
134.52 |
134.35 |
S2 |
133.82 |
133.82 |
134.46 |
|
S3 |
133.14 |
133.52 |
134.39 |
|
S4 |
132.46 |
132.84 |
134.21 |
|
|
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 |
134.80 |
133.25 |
1.55 |
1.2% |
0.69 |
0.5% |
86% |
True |
False |
948 |
10 |
134.90 |
133.25 |
1.65 |
1.2% |
0.61 |
0.5% |
81% |
False |
False |
710 |
20 |
136.84 |
133.25 |
3.59 |
2.7% |
0.64 |
0.5% |
37% |
False |
False |
383 |
40 |
138.33 |
132.26 |
6.07 |
4.5% |
0.56 |
0.4% |
38% |
False |
False |
206 |
60 |
138.33 |
129.53 |
8.80 |
6.5% |
0.38 |
0.3% |
57% |
False |
False |
137 |
80 |
138.33 |
127.36 |
10.97 |
8.2% |
0.30 |
0.2% |
66% |
False |
False |
103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.69 |
2.618 |
136.58 |
1.618 |
135.90 |
1.000 |
135.48 |
0.618 |
135.22 |
HIGH |
134.80 |
0.618 |
134.54 |
0.500 |
134.46 |
0.382 |
134.38 |
LOW |
134.12 |
0.618 |
133.70 |
1.000 |
133.44 |
1.618 |
133.02 |
2.618 |
132.34 |
4.250 |
131.23 |
|
|
Fisher Pivots for day following 29-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
134.54 |
134.40 |
PP |
134.50 |
134.21 |
S1 |
134.46 |
134.03 |
|