Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 05-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
132.60 |
133.03 |
0.43 |
0.3% |
132.84 |
High |
133.10 |
133.05 |
-0.05 |
0.0% |
133.10 |
Low |
132.30 |
132.16 |
-0.14 |
-0.1% |
131.87 |
Close |
132.74 |
132.22 |
-0.52 |
-0.4% |
132.22 |
Range |
0.80 |
0.89 |
0.09 |
11.3% |
1.23 |
ATR |
0.78 |
0.79 |
0.01 |
1.0% |
0.00 |
Volume |
1,036,557 |
864,975 |
-171,582 |
-16.6% |
4,508,445 |
|
Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.15 |
134.57 |
132.71 |
|
R3 |
134.26 |
133.68 |
132.46 |
|
R2 |
133.37 |
133.37 |
132.38 |
|
R1 |
132.79 |
132.79 |
132.30 |
132.64 |
PP |
132.48 |
132.48 |
132.48 |
132.40 |
S1 |
131.90 |
131.90 |
132.14 |
131.75 |
S2 |
131.59 |
131.59 |
132.06 |
|
S3 |
130.70 |
131.01 |
131.98 |
|
S4 |
129.81 |
130.12 |
131.73 |
|
|
Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.09 |
135.38 |
132.90 |
|
R3 |
134.86 |
134.15 |
132.56 |
|
R2 |
133.63 |
133.63 |
132.45 |
|
R1 |
132.92 |
132.92 |
132.33 |
132.66 |
PP |
132.40 |
132.40 |
132.40 |
132.27 |
S1 |
131.69 |
131.69 |
132.11 |
131.43 |
S2 |
131.17 |
131.17 |
131.99 |
|
S3 |
129.94 |
130.46 |
131.88 |
|
S4 |
128.71 |
129.23 |
131.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.43 |
131.87 |
1.56 |
1.2% |
0.80 |
0.6% |
22% |
False |
False |
1,109,615 |
10 |
133.48 |
131.83 |
1.65 |
1.2% |
0.74 |
0.6% |
24% |
False |
False |
1,025,002 |
20 |
134.15 |
131.54 |
2.61 |
2.0% |
0.73 |
0.6% |
26% |
False |
False |
994,239 |
40 |
134.18 |
131.23 |
2.95 |
2.2% |
0.77 |
0.6% |
34% |
False |
False |
602,614 |
60 |
135.83 |
131.23 |
4.60 |
3.5% |
0.75 |
0.6% |
22% |
False |
False |
402,042 |
80 |
138.33 |
131.23 |
7.10 |
5.4% |
0.71 |
0.5% |
14% |
False |
False |
301,542 |
100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.59 |
0.4% |
31% |
False |
False |
241,235 |
120 |
138.33 |
127.36 |
10.97 |
8.3% |
0.50 |
0.4% |
44% |
False |
False |
201,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.83 |
2.618 |
135.38 |
1.618 |
134.49 |
1.000 |
133.94 |
0.618 |
133.60 |
HIGH |
133.05 |
0.618 |
132.71 |
0.500 |
132.61 |
0.382 |
132.50 |
LOW |
132.16 |
0.618 |
131.61 |
1.000 |
131.27 |
1.618 |
130.72 |
2.618 |
129.83 |
4.250 |
128.38 |
|
|
Fisher Pivots for day following 05-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
132.61 |
132.52 |
PP |
132.48 |
132.42 |
S1 |
132.35 |
132.32 |
|