Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 13-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
Open |
131.20 |
130.90 |
-0.30 |
-0.2% |
130.99 |
High |
131.40 |
131.13 |
-0.27 |
-0.2% |
131.86 |
Low |
130.70 |
130.71 |
0.01 |
0.0% |
130.70 |
Close |
130.75 |
130.90 |
0.15 |
0.1% |
130.75 |
Range |
0.70 |
0.42 |
-0.28 |
-40.0% |
1.16 |
ATR |
0.83 |
0.80 |
-0.03 |
-3.5% |
0.00 |
Volume |
606,940 |
585,432 |
-21,508 |
-3.5% |
3,226,050 |
|
Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.17 |
131.96 |
131.13 |
|
R3 |
131.75 |
131.54 |
131.02 |
|
R2 |
131.33 |
131.33 |
130.98 |
|
R1 |
131.12 |
131.12 |
130.94 |
131.11 |
PP |
130.91 |
130.91 |
130.91 |
130.91 |
S1 |
130.70 |
130.70 |
130.86 |
130.69 |
S2 |
130.49 |
130.49 |
130.82 |
|
S3 |
130.07 |
130.28 |
130.78 |
|
S4 |
129.65 |
129.86 |
130.67 |
|
|
Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.58 |
133.83 |
131.39 |
|
R3 |
133.42 |
132.67 |
131.07 |
|
R2 |
132.26 |
132.26 |
130.96 |
|
R1 |
131.51 |
131.51 |
130.86 |
131.31 |
PP |
131.10 |
131.10 |
131.10 |
131.00 |
S1 |
130.35 |
130.35 |
130.64 |
130.15 |
S2 |
129.94 |
129.94 |
130.54 |
|
S3 |
128.78 |
129.19 |
130.43 |
|
S4 |
127.62 |
128.03 |
130.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.86 |
130.70 |
1.16 |
0.9% |
0.50 |
0.4% |
17% |
False |
False |
665,950 |
10 |
131.86 |
129.83 |
2.03 |
1.6% |
0.67 |
0.5% |
53% |
False |
False |
814,251 |
20 |
132.55 |
129.53 |
3.02 |
2.3% |
0.80 |
0.6% |
45% |
False |
False |
951,691 |
40 |
133.48 |
129.53 |
3.95 |
3.0% |
0.78 |
0.6% |
35% |
False |
False |
988,587 |
60 |
134.15 |
129.53 |
4.62 |
3.5% |
0.81 |
0.6% |
30% |
False |
False |
810,121 |
80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.79 |
0.6% |
22% |
False |
False |
607,929 |
100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.76 |
0.6% |
16% |
False |
False |
486,351 |
120 |
138.33 |
129.53 |
8.80 |
6.7% |
0.67 |
0.5% |
16% |
False |
False |
405,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.92 |
2.618 |
132.23 |
1.618 |
131.81 |
1.000 |
131.55 |
0.618 |
131.39 |
HIGH |
131.13 |
0.618 |
130.97 |
0.500 |
130.92 |
0.382 |
130.87 |
LOW |
130.71 |
0.618 |
130.45 |
1.000 |
130.29 |
1.618 |
130.03 |
2.618 |
129.61 |
4.250 |
128.93 |
|
|
Fisher Pivots for day following 13-May-2024 |
Pivot |
1 day |
3 day |
R1 |
130.92 |
131.05 |
PP |
130.91 |
131.00 |
S1 |
130.91 |
130.95 |
|