Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 03-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
Open |
130.24 |
130.50 |
0.26 |
0.2% |
130.32 |
High |
130.72 |
131.57 |
0.85 |
0.7% |
131.57 |
Low |
130.12 |
130.50 |
0.38 |
0.3% |
129.83 |
Close |
130.39 |
130.89 |
0.50 |
0.4% |
130.89 |
Range |
0.60 |
1.07 |
0.47 |
78.3% |
1.74 |
ATR |
0.90 |
0.92 |
0.02 |
2.2% |
0.00 |
Volume |
981,552 |
1,016,392 |
34,840 |
3.5% |
4,331,031 |
|
Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.20 |
133.61 |
131.48 |
|
R3 |
133.13 |
132.54 |
131.18 |
|
R2 |
132.06 |
132.06 |
131.09 |
|
R1 |
131.47 |
131.47 |
130.99 |
131.77 |
PP |
130.99 |
130.99 |
130.99 |
131.13 |
S1 |
130.40 |
130.40 |
130.79 |
130.70 |
S2 |
129.92 |
129.92 |
130.69 |
|
S3 |
128.85 |
129.33 |
130.60 |
|
S4 |
127.78 |
128.26 |
130.30 |
|
|
Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.98 |
135.18 |
131.85 |
|
R3 |
134.24 |
133.44 |
131.37 |
|
R2 |
132.50 |
132.50 |
131.21 |
|
R1 |
131.70 |
131.70 |
131.05 |
132.10 |
PP |
130.76 |
130.76 |
130.76 |
130.97 |
S1 |
129.96 |
129.96 |
130.73 |
130.36 |
S2 |
129.02 |
129.02 |
130.57 |
|
S3 |
127.28 |
128.22 |
130.41 |
|
S4 |
125.54 |
126.48 |
129.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.57 |
129.58 |
1.99 |
1.5% |
0.91 |
0.7% |
66% |
True |
False |
1,066,493 |
10 |
132.24 |
129.53 |
2.71 |
2.1% |
0.92 |
0.7% |
50% |
False |
False |
1,066,406 |
20 |
133.05 |
129.53 |
3.52 |
2.7% |
0.93 |
0.7% |
39% |
False |
False |
1,078,274 |
40 |
134.15 |
129.53 |
4.62 |
3.5% |
0.83 |
0.6% |
29% |
False |
False |
1,043,594 |
60 |
134.18 |
129.53 |
4.65 |
3.6% |
0.82 |
0.6% |
29% |
False |
False |
746,802 |
80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.79 |
0.6% |
22% |
False |
False |
560,288 |
100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.76 |
0.6% |
15% |
False |
False |
448,239 |
120 |
138.33 |
129.53 |
8.80 |
6.7% |
0.64 |
0.5% |
15% |
False |
False |
373,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.12 |
2.618 |
134.37 |
1.618 |
133.30 |
1.000 |
132.64 |
0.618 |
132.23 |
HIGH |
131.57 |
0.618 |
131.16 |
0.500 |
131.04 |
0.382 |
130.91 |
LOW |
130.50 |
0.618 |
129.84 |
1.000 |
129.43 |
1.618 |
128.77 |
2.618 |
127.70 |
4.250 |
125.95 |
|
|
Fisher Pivots for day following 03-May-2024 |
Pivot |
1 day |
3 day |
R1 |
131.04 |
130.83 |
PP |
130.99 |
130.76 |
S1 |
130.94 |
130.70 |
|