Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 20-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
Open |
131.35 |
130.72 |
-0.63 |
-0.5% |
130.90 |
High |
131.45 |
130.84 |
-0.61 |
-0.5% |
132.11 |
Low |
130.65 |
130.47 |
-0.18 |
-0.1% |
130.24 |
Close |
130.82 |
130.52 |
-0.30 |
-0.2% |
130.82 |
Range |
0.80 |
0.37 |
-0.43 |
-53.8% |
1.87 |
ATR |
0.85 |
0.82 |
-0.03 |
-4.0% |
0.00 |
Volume |
698,564 |
451,701 |
-246,863 |
-35.3% |
4,285,631 |
|
Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.72 |
131.49 |
130.72 |
|
R3 |
131.35 |
131.12 |
130.62 |
|
R2 |
130.98 |
130.98 |
130.59 |
|
R1 |
130.75 |
130.75 |
130.55 |
130.68 |
PP |
130.61 |
130.61 |
130.61 |
130.58 |
S1 |
130.38 |
130.38 |
130.49 |
130.31 |
S2 |
130.24 |
130.24 |
130.45 |
|
S3 |
129.87 |
130.01 |
130.42 |
|
S4 |
129.50 |
129.64 |
130.32 |
|
|
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% |
0.84 |
0.6% |
15% |
False |
False |
830,380 |
10 |
132.11 |
130.24 |
1.87 |
1.4% |
0.67 |
0.5% |
15% |
False |
False |
748,165 |
20 |
132.11 |
129.53 |
2.58 |
2.0% |
0.76 |
0.6% |
38% |
False |
False |
883,028 |
40 |
133.48 |
129.53 |
3.95 |
3.0% |
0.82 |
0.6% |
25% |
False |
False |
972,847 |
60 |
134.15 |
129.53 |
4.62 |
3.5% |
0.81 |
0.6% |
21% |
False |
False |
878,948 |
80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.81 |
0.6% |
16% |
False |
False |
659,798 |
100 |
138.33 |
129.53 |
8.80 |
6.7% |
0.77 |
0.6% |
11% |
False |
False |
527,869 |
120 |
138.33 |
129.53 |
8.80 |
6.7% |
0.70 |
0.5% |
11% |
False |
False |
439,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.41 |
2.618 |
131.81 |
1.618 |
131.44 |
1.000 |
131.21 |
0.618 |
131.07 |
HIGH |
130.84 |
0.618 |
130.70 |
0.500 |
130.66 |
0.382 |
130.61 |
LOW |
130.47 |
0.618 |
130.24 |
1.000 |
130.10 |
1.618 |
129.87 |
2.618 |
129.50 |
4.250 |
128.90 |
|
|
Fisher Pivots for day following 20-May-2024 |
Pivot |
1 day |
3 day |
R1 |
130.66 |
131.29 |
PP |
130.61 |
131.03 |
S1 |
130.57 |
130.78 |
|