Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 06-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
Open |
130.50 |
130.99 |
0.49 |
0.4% |
130.32 |
High |
131.57 |
131.63 |
0.06 |
0.0% |
131.57 |
Low |
130.50 |
130.98 |
0.48 |
0.4% |
129.83 |
Close |
130.89 |
131.24 |
0.35 |
0.3% |
130.89 |
Range |
1.07 |
0.65 |
-0.42 |
-39.3% |
1.74 |
ATR |
0.92 |
0.91 |
-0.01 |
-1.4% |
0.00 |
Volume |
1,016,392 |
481,729 |
-534,663 |
-52.6% |
4,331,031 |
|
Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.23 |
132.89 |
131.60 |
|
R3 |
132.58 |
132.24 |
131.42 |
|
R2 |
131.93 |
131.93 |
131.36 |
|
R1 |
131.59 |
131.59 |
131.30 |
131.76 |
PP |
131.28 |
131.28 |
131.28 |
131.37 |
S1 |
130.94 |
130.94 |
131.18 |
131.11 |
S2 |
130.63 |
130.63 |
131.12 |
|
S3 |
129.98 |
130.29 |
131.06 |
|
S4 |
129.33 |
129.64 |
130.88 |
|
|
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 |
131.63 |
129.83 |
1.80 |
1.4% |
0.85 |
0.6% |
78% |
True |
False |
962,552 |
10 |
131.63 |
129.53 |
2.10 |
1.6% |
0.84 |
0.6% |
81% |
True |
False |
1,017,891 |
20 |
133.05 |
129.53 |
3.52 |
2.7% |
0.92 |
0.7% |
49% |
False |
False |
1,059,111 |
40 |
134.15 |
129.53 |
4.62 |
3.5% |
0.83 |
0.6% |
37% |
False |
False |
1,026,675 |
60 |
134.18 |
129.53 |
4.65 |
3.5% |
0.82 |
0.6% |
37% |
False |
False |
754,780 |
80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.79 |
0.6% |
27% |
False |
False |
566,309 |
100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.75 |
0.6% |
19% |
False |
False |
453,056 |
120 |
138.33 |
129.53 |
8.80 |
6.7% |
0.65 |
0.5% |
19% |
False |
False |
377,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.39 |
2.618 |
133.33 |
1.618 |
132.68 |
1.000 |
132.28 |
0.618 |
132.03 |
HIGH |
131.63 |
0.618 |
131.38 |
0.500 |
131.31 |
0.382 |
131.23 |
LOW |
130.98 |
0.618 |
130.58 |
1.000 |
130.33 |
1.618 |
129.93 |
2.618 |
129.28 |
4.250 |
128.22 |
|
|
Fisher Pivots for day following 06-May-2024 |
Pivot |
1 day |
3 day |
R1 |
131.31 |
131.12 |
PP |
131.28 |
131.00 |
S1 |
131.26 |
130.88 |
|