Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 15-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
Open |
130.89 |
130.61 |
-0.28 |
-0.2% |
130.99 |
High |
131.13 |
131.93 |
0.80 |
0.6% |
131.86 |
Low |
130.24 |
130.60 |
0.36 |
0.3% |
130.70 |
Close |
130.51 |
131.71 |
1.20 |
0.9% |
130.75 |
Range |
0.89 |
1.33 |
0.44 |
49.4% |
1.16 |
ATR |
0.80 |
0.85 |
0.04 |
5.5% |
0.00 |
Volume |
1,033,836 |
1,117,542 |
83,706 |
8.1% |
3,226,050 |
|
Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.40 |
134.89 |
132.44 |
|
R3 |
134.07 |
133.56 |
132.08 |
|
R2 |
132.74 |
132.74 |
131.95 |
|
R1 |
132.23 |
132.23 |
131.83 |
132.49 |
PP |
131.41 |
131.41 |
131.41 |
131.54 |
S1 |
130.90 |
130.90 |
131.59 |
131.16 |
S2 |
130.08 |
130.08 |
131.47 |
|
S3 |
128.75 |
129.57 |
131.34 |
|
S4 |
127.42 |
128.24 |
130.98 |
|
|
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 |
131.93 |
130.24 |
1.69 |
1.3% |
0.76 |
0.6% |
87% |
True |
False |
800,612 |
10 |
131.93 |
130.12 |
1.81 |
1.4% |
0.71 |
0.5% |
88% |
True |
False |
796,080 |
20 |
132.24 |
129.53 |
2.71 |
2.1% |
0.80 |
0.6% |
80% |
False |
False |
930,240 |
40 |
133.48 |
129.53 |
3.95 |
3.0% |
0.80 |
0.6% |
55% |
False |
False |
993,365 |
60 |
134.15 |
129.53 |
4.62 |
3.5% |
0.81 |
0.6% |
47% |
False |
False |
845,910 |
80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.80 |
0.6% |
35% |
False |
False |
634,797 |
100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.77 |
0.6% |
25% |
False |
False |
507,864 |
120 |
138.33 |
129.53 |
8.80 |
6.7% |
0.69 |
0.5% |
25% |
False |
False |
423,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.58 |
2.618 |
135.41 |
1.618 |
134.08 |
1.000 |
133.26 |
0.618 |
132.75 |
HIGH |
131.93 |
0.618 |
131.42 |
0.500 |
131.27 |
0.382 |
131.11 |
LOW |
130.60 |
0.618 |
129.78 |
1.000 |
129.27 |
1.618 |
128.45 |
2.618 |
127.12 |
4.250 |
124.95 |
|
|
Fisher Pivots for day following 15-May-2024 |
Pivot |
1 day |
3 day |
R1 |
131.56 |
131.50 |
PP |
131.41 |
131.29 |
S1 |
131.27 |
131.09 |
|