Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 17-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
Open |
131.87 |
131.35 |
-0.52 |
-0.4% |
130.90 |
High |
132.11 |
131.45 |
-0.66 |
-0.5% |
132.11 |
Low |
131.28 |
130.65 |
-0.63 |
-0.5% |
130.24 |
Close |
131.58 |
130.82 |
-0.76 |
-0.6% |
130.82 |
Range |
0.83 |
0.80 |
-0.03 |
-3.6% |
1.87 |
ATR |
0.85 |
0.85 |
0.01 |
0.7% |
0.00 |
Volume |
850,257 |
698,564 |
-151,693 |
-17.8% |
4,285,631 |
|
Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.37 |
132.90 |
131.26 |
|
R3 |
132.57 |
132.10 |
131.04 |
|
R2 |
131.77 |
131.77 |
130.97 |
|
R1 |
131.30 |
131.30 |
130.89 |
131.14 |
PP |
130.97 |
130.97 |
130.97 |
130.89 |
S1 |
130.50 |
130.50 |
130.75 |
130.34 |
S2 |
130.17 |
130.17 |
130.67 |
|
S3 |
129.37 |
129.70 |
130.60 |
|
S4 |
128.57 |
128.90 |
130.38 |
|
|
Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.67 |
135.61 |
131.85 |
|
R3 |
134.80 |
133.74 |
131.33 |
|
R2 |
132.93 |
132.93 |
131.16 |
|
R1 |
131.87 |
131.87 |
130.99 |
131.47 |
PP |
131.06 |
131.06 |
131.06 |
130.85 |
S1 |
130.00 |
130.00 |
130.65 |
129.60 |
S2 |
129.19 |
129.19 |
130.48 |
|
S3 |
127.32 |
128.13 |
130.31 |
|
S4 |
125.45 |
126.26 |
129.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.11 |
130.24 |
1.87 |
1.4% |
0.85 |
0.7% |
31% |
False |
False |
857,126 |
10 |
132.11 |
130.24 |
1.87 |
1.4% |
0.70 |
0.5% |
31% |
False |
False |
751,168 |
20 |
132.24 |
129.53 |
2.71 |
2.1% |
0.81 |
0.6% |
48% |
False |
False |
908,787 |
40 |
133.48 |
129.53 |
3.95 |
3.0% |
0.82 |
0.6% |
33% |
False |
False |
984,343 |
60 |
134.15 |
129.53 |
4.62 |
3.5% |
0.82 |
0.6% |
28% |
False |
False |
871,586 |
80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.81 |
0.6% |
20% |
False |
False |
654,152 |
100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.77 |
0.6% |
15% |
False |
False |
523,352 |
120 |
138.33 |
129.53 |
8.80 |
6.7% |
0.70 |
0.5% |
15% |
False |
False |
436,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.85 |
2.618 |
133.54 |
1.618 |
132.74 |
1.000 |
132.25 |
0.618 |
131.94 |
HIGH |
131.45 |
0.618 |
131.14 |
0.500 |
131.05 |
0.382 |
130.96 |
LOW |
130.65 |
0.618 |
130.16 |
1.000 |
129.85 |
1.618 |
129.36 |
2.618 |
128.56 |
4.250 |
127.25 |
|
|
Fisher Pivots for day following 17-May-2024 |
Pivot |
1 day |
3 day |
R1 |
131.05 |
131.36 |
PP |
130.97 |
131.18 |
S1 |
130.90 |
131.00 |
|