Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 12-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
131.71 |
131.52 |
-0.19 |
-0.1% |
132.12 |
High |
132.05 |
133.05 |
1.00 |
0.8% |
133.05 |
Low |
131.31 |
131.52 |
0.21 |
0.2% |
131.31 |
Close |
131.34 |
132.71 |
1.37 |
1.0% |
132.71 |
Range |
0.74 |
1.53 |
0.79 |
106.8% |
1.74 |
ATR |
0.82 |
0.88 |
0.06 |
7.8% |
0.00 |
Volume |
1,236,757 |
1,275,690 |
38,933 |
3.1% |
5,478,158 |
|
Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.02 |
136.39 |
133.55 |
|
R3 |
135.49 |
134.86 |
133.13 |
|
R2 |
133.96 |
133.96 |
132.99 |
|
R1 |
133.33 |
133.33 |
132.85 |
133.65 |
PP |
132.43 |
132.43 |
132.43 |
132.58 |
S1 |
131.80 |
131.80 |
132.57 |
132.12 |
S2 |
130.90 |
130.90 |
132.43 |
|
S3 |
129.37 |
130.27 |
132.29 |
|
S4 |
127.84 |
128.74 |
131.87 |
|
|
Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.58 |
136.88 |
133.67 |
|
R3 |
135.84 |
135.14 |
133.19 |
|
R2 |
134.10 |
134.10 |
133.03 |
|
R1 |
133.40 |
133.40 |
132.87 |
133.75 |
PP |
132.36 |
132.36 |
132.36 |
132.53 |
S1 |
131.66 |
131.66 |
132.55 |
132.01 |
S2 |
130.62 |
130.62 |
132.39 |
|
S3 |
128.88 |
129.92 |
132.23 |
|
S4 |
127.14 |
128.18 |
131.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.05 |
131.31 |
1.74 |
1.3% |
0.99 |
0.7% |
80% |
True |
False |
1,095,631 |
10 |
133.43 |
131.31 |
2.12 |
1.6% |
0.90 |
0.7% |
66% |
False |
False |
1,102,623 |
20 |
133.48 |
131.31 |
2.17 |
1.6% |
0.76 |
0.6% |
65% |
False |
False |
1,025,483 |
40 |
134.15 |
131.23 |
2.92 |
2.2% |
0.81 |
0.6% |
51% |
False |
False |
739,335 |
60 |
135.83 |
131.23 |
4.60 |
3.5% |
0.78 |
0.6% |
32% |
False |
False |
493,341 |
80 |
138.33 |
131.23 |
7.10 |
5.4% |
0.75 |
0.6% |
21% |
False |
False |
370,016 |
100 |
138.33 |
130.23 |
8.10 |
6.1% |
0.64 |
0.5% |
31% |
False |
False |
296,016 |
120 |
138.33 |
127.69 |
10.64 |
8.0% |
0.54 |
0.4% |
47% |
False |
False |
246,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.55 |
2.618 |
137.06 |
1.618 |
135.53 |
1.000 |
134.58 |
0.618 |
134.00 |
HIGH |
133.05 |
0.618 |
132.47 |
0.500 |
132.29 |
0.382 |
132.10 |
LOW |
131.52 |
0.618 |
130.57 |
1.000 |
129.99 |
1.618 |
129.04 |
2.618 |
127.51 |
4.250 |
125.02 |
|
|
Fisher Pivots for day following 12-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
132.57 |
132.53 |
PP |
132.43 |
132.36 |
S1 |
132.29 |
132.18 |
|