Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 15-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
131.52 |
132.46 |
0.94 |
0.7% |
132.12 |
High |
133.05 |
132.55 |
-0.50 |
-0.4% |
133.05 |
Low |
131.52 |
131.58 |
0.06 |
0.0% |
131.31 |
Close |
132.71 |
131.81 |
-0.90 |
-0.7% |
132.71 |
Range |
1.53 |
0.97 |
-0.56 |
-36.6% |
1.74 |
ATR |
0.88 |
0.90 |
0.02 |
2.0% |
0.00 |
Volume |
1,275,690 |
1,176,244 |
-99,446 |
-7.8% |
5,478,158 |
|
Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.89 |
134.32 |
132.34 |
|
R3 |
133.92 |
133.35 |
132.08 |
|
R2 |
132.95 |
132.95 |
131.99 |
|
R1 |
132.38 |
132.38 |
131.90 |
132.18 |
PP |
131.98 |
131.98 |
131.98 |
131.88 |
S1 |
131.41 |
131.41 |
131.72 |
131.21 |
S2 |
131.01 |
131.01 |
131.63 |
|
S3 |
130.04 |
130.44 |
131.54 |
|
S4 |
129.07 |
129.47 |
131.28 |
|
|
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% |
1.09 |
0.8% |
29% |
False |
False |
1,169,543 |
10 |
133.10 |
131.31 |
1.79 |
1.4% |
0.95 |
0.7% |
28% |
False |
False |
1,116,284 |
20 |
133.48 |
131.31 |
2.17 |
1.6% |
0.77 |
0.6% |
23% |
False |
False |
1,027,525 |
40 |
134.15 |
131.23 |
2.92 |
2.2% |
0.81 |
0.6% |
20% |
False |
False |
768,681 |
60 |
135.83 |
131.23 |
4.60 |
3.5% |
0.79 |
0.6% |
13% |
False |
False |
512,928 |
80 |
138.33 |
131.23 |
7.10 |
5.4% |
0.75 |
0.6% |
8% |
False |
False |
384,719 |
100 |
138.33 |
130.23 |
8.10 |
6.1% |
0.65 |
0.5% |
20% |
False |
False |
307,779 |
120 |
138.33 |
127.81 |
10.52 |
8.0% |
0.55 |
0.4% |
38% |
False |
False |
256,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.67 |
2.618 |
135.09 |
1.618 |
134.12 |
1.000 |
133.52 |
0.618 |
133.15 |
HIGH |
132.55 |
0.618 |
132.18 |
0.500 |
132.07 |
0.382 |
131.95 |
LOW |
131.58 |
0.618 |
130.98 |
1.000 |
130.61 |
1.618 |
130.01 |
2.618 |
129.04 |
4.250 |
127.46 |
|
|
Fisher Pivots for day following 15-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
132.07 |
132.18 |
PP |
131.98 |
132.06 |
S1 |
131.90 |
131.93 |
|