Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
134.63 |
135.37 |
0.74 |
0.5% |
133.88 |
| High |
135.53 |
135.83 |
0.30 |
0.2% |
134.55 |
| Low |
134.57 |
134.86 |
0.29 |
0.2% |
133.25 |
| Close |
135.44 |
135.83 |
0.39 |
0.3% |
133.89 |
| Range |
0.96 |
0.97 |
0.01 |
1.0% |
1.30 |
| ATR |
0.79 |
0.80 |
0.01 |
1.6% |
0.00 |
| Volume |
2,210 |
1,225 |
-985 |
-44.6% |
3,805 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.42 |
138.09 |
136.36 |
|
| R3 |
137.45 |
137.12 |
136.10 |
|
| R2 |
136.48 |
136.48 |
136.01 |
|
| R1 |
136.15 |
136.15 |
135.92 |
136.32 |
| PP |
135.51 |
135.51 |
135.51 |
135.59 |
| S1 |
135.18 |
135.18 |
135.74 |
135.35 |
| S2 |
134.54 |
134.54 |
135.65 |
|
| S3 |
133.57 |
134.21 |
135.56 |
|
| S4 |
132.60 |
133.24 |
135.30 |
|
|
| 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 |
135.83 |
133.82 |
2.01 |
1.5% |
0.87 |
0.6% |
100% |
True |
False |
1,093 |
| 10 |
135.83 |
133.25 |
2.58 |
1.9% |
0.71 |
0.5% |
100% |
True |
False |
868 |
| 20 |
135.83 |
133.25 |
2.58 |
1.9% |
0.64 |
0.5% |
100% |
True |
False |
542 |
| 40 |
138.33 |
133.25 |
5.08 |
3.7% |
0.62 |
0.5% |
51% |
False |
False |
292 |
| 60 |
138.33 |
129.53 |
8.80 |
6.5% |
0.43 |
0.3% |
72% |
False |
False |
196 |
| 80 |
138.33 |
127.36 |
10.97 |
8.1% |
0.34 |
0.2% |
77% |
False |
False |
147 |
| 100 |
138.33 |
126.95 |
11.38 |
8.4% |
0.27 |
0.2% |
78% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.95 |
|
2.618 |
138.37 |
|
1.618 |
137.40 |
|
1.000 |
136.80 |
|
0.618 |
136.43 |
|
HIGH |
135.83 |
|
0.618 |
135.46 |
|
0.500 |
135.35 |
|
0.382 |
135.23 |
|
LOW |
134.86 |
|
0.618 |
134.26 |
|
1.000 |
133.89 |
|
1.618 |
133.29 |
|
2.618 |
132.32 |
|
4.250 |
130.74 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
135.67 |
135.52 |
| PP |
135.51 |
135.21 |
| S1 |
135.35 |
134.91 |
|