Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 04-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
132.35 |
132.60 |
0.25 |
0.2% |
133.15 |
High |
132.70 |
133.10 |
0.40 |
0.3% |
133.48 |
Low |
131.93 |
132.30 |
0.37 |
0.3% |
132.52 |
Close |
132.22 |
132.74 |
0.52 |
0.4% |
133.38 |
Range |
0.77 |
0.80 |
0.03 |
3.9% |
0.96 |
ATR |
0.78 |
0.78 |
0.01 |
1.0% |
0.00 |
Volume |
1,257,809 |
1,036,557 |
-221,252 |
-17.6% |
3,491,212 |
|
Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.11 |
134.73 |
133.18 |
|
R3 |
134.31 |
133.93 |
132.96 |
|
R2 |
133.51 |
133.51 |
132.89 |
|
R1 |
133.13 |
133.13 |
132.81 |
133.32 |
PP |
132.71 |
132.71 |
132.71 |
132.81 |
S1 |
132.33 |
132.33 |
132.67 |
132.52 |
S2 |
131.91 |
131.91 |
132.59 |
|
S3 |
131.11 |
131.53 |
132.52 |
|
S4 |
130.31 |
130.73 |
132.30 |
|
|
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% |
0.76 |
0.6% |
54% |
False |
False |
1,109,555 |
10 |
133.48 |
131.65 |
1.83 |
1.4% |
0.71 |
0.5% |
60% |
False |
False |
1,029,657 |
20 |
134.15 |
131.54 |
2.61 |
2.0% |
0.72 |
0.5% |
46% |
False |
False |
1,008,915 |
40 |
134.18 |
131.23 |
2.95 |
2.2% |
0.77 |
0.6% |
51% |
False |
False |
581,066 |
60 |
135.83 |
131.23 |
4.60 |
3.5% |
0.74 |
0.6% |
33% |
False |
False |
387,626 |
80 |
138.33 |
131.23 |
7.10 |
5.3% |
0.71 |
0.5% |
21% |
False |
False |
290,730 |
100 |
138.33 |
129.53 |
8.80 |
6.6% |
0.58 |
0.4% |
36% |
False |
False |
232,585 |
120 |
138.33 |
127.36 |
10.97 |
8.3% |
0.50 |
0.4% |
49% |
False |
False |
193,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.50 |
2.618 |
135.19 |
1.618 |
134.39 |
1.000 |
133.90 |
0.618 |
133.59 |
HIGH |
133.10 |
0.618 |
132.79 |
0.500 |
132.70 |
0.382 |
132.61 |
LOW |
132.30 |
0.618 |
131.81 |
1.000 |
131.50 |
1.618 |
131.01 |
2.618 |
130.21 |
4.250 |
128.90 |
|
|
Fisher Pivots for day following 04-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
132.73 |
132.66 |
PP |
132.71 |
132.57 |
S1 |
132.70 |
132.49 |
|