Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 02-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
133.22 |
132.84 |
-0.38 |
-0.3% |
133.15 |
High |
133.43 |
132.95 |
-0.48 |
-0.4% |
133.48 |
Low |
132.96 |
131.87 |
-1.09 |
-0.8% |
132.52 |
Close |
133.38 |
132.14 |
-1.24 |
-0.9% |
133.38 |
Range |
0.47 |
1.08 |
0.61 |
129.8% |
0.96 |
ATR |
0.72 |
0.78 |
0.06 |
7.8% |
0.00 |
Volume |
1,039,632 |
1,349,104 |
309,472 |
29.8% |
3,491,212 |
|
Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.56 |
134.93 |
132.73 |
|
R3 |
134.48 |
133.85 |
132.44 |
|
R2 |
133.40 |
133.40 |
132.34 |
|
R1 |
132.77 |
132.77 |
132.24 |
132.55 |
PP |
132.32 |
132.32 |
132.32 |
132.21 |
S1 |
131.69 |
131.69 |
132.04 |
131.47 |
S2 |
131.24 |
131.24 |
131.94 |
|
S3 |
130.16 |
130.61 |
131.84 |
|
S4 |
129.08 |
129.53 |
131.55 |
|
|
Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.01 |
135.65 |
133.91 |
|
R3 |
135.05 |
134.69 |
133.64 |
|
R2 |
134.09 |
134.09 |
133.56 |
|
R1 |
133.73 |
133.73 |
133.47 |
133.91 |
PP |
133.13 |
133.13 |
133.13 |
133.22 |
S1 |
132.77 |
132.77 |
133.29 |
132.95 |
S2 |
132.17 |
132.17 |
133.20 |
|
S3 |
131.21 |
131.81 |
133.12 |
|
S4 |
130.25 |
130.85 |
132.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.48 |
131.87 |
1.61 |
1.2% |
0.67 |
0.5% |
17% |
False |
True |
968,063 |
10 |
133.48 |
131.54 |
1.94 |
1.5% |
0.66 |
0.5% |
31% |
False |
False |
991,189 |
20 |
134.15 |
131.54 |
2.61 |
2.0% |
0.72 |
0.5% |
23% |
False |
False |
995,059 |
40 |
135.44 |
131.23 |
4.21 |
3.2% |
0.78 |
0.6% |
22% |
False |
False |
523,809 |
60 |
135.83 |
131.23 |
4.60 |
3.5% |
0.73 |
0.6% |
20% |
False |
False |
349,387 |
80 |
138.33 |
131.23 |
7.10 |
5.4% |
0.70 |
0.5% |
13% |
False |
False |
262,051 |
100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.57 |
0.4% |
30% |
False |
False |
209,641 |
120 |
138.33 |
127.36 |
10.97 |
8.3% |
0.48 |
0.4% |
44% |
False |
False |
174,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.54 |
2.618 |
135.78 |
1.618 |
134.70 |
1.000 |
134.03 |
0.618 |
133.62 |
HIGH |
132.95 |
0.618 |
132.54 |
0.500 |
132.41 |
0.382 |
132.28 |
LOW |
131.87 |
0.618 |
131.20 |
1.000 |
130.79 |
1.618 |
130.12 |
2.618 |
129.04 |
4.250 |
127.28 |
|
|
Fisher Pivots for day following 02-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
132.41 |
132.68 |
PP |
132.32 |
132.50 |
S1 |
132.23 |
132.32 |
|