Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 22-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
Open |
130.58 |
130.73 |
0.15 |
0.1% |
130.90 |
High |
131.01 |
130.86 |
-0.15 |
-0.1% |
132.11 |
Low |
130.53 |
130.30 |
-0.23 |
-0.2% |
130.24 |
Close |
130.84 |
130.55 |
-0.29 |
-0.2% |
130.82 |
Range |
0.48 |
0.56 |
0.08 |
16.7% |
1.87 |
ATR |
0.80 |
0.78 |
-0.02 |
-2.1% |
0.00 |
Volume |
670,686 |
1,041,100 |
370,414 |
55.2% |
4,285,631 |
|
Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.25 |
131.96 |
130.86 |
|
R3 |
131.69 |
131.40 |
130.70 |
|
R2 |
131.13 |
131.13 |
130.65 |
|
R1 |
130.84 |
130.84 |
130.60 |
130.71 |
PP |
130.57 |
130.57 |
130.57 |
130.50 |
S1 |
130.28 |
130.28 |
130.50 |
130.15 |
S2 |
130.01 |
130.01 |
130.45 |
|
S3 |
129.45 |
129.72 |
130.40 |
|
S4 |
128.89 |
129.16 |
130.24 |
|
|
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 |
130.30 |
1.81 |
1.4% |
0.61 |
0.5% |
14% |
False |
True |
742,461 |
10 |
132.11 |
130.24 |
1.87 |
1.4% |
0.68 |
0.5% |
17% |
False |
False |
771,536 |
20 |
132.11 |
129.53 |
2.58 |
2.0% |
0.74 |
0.6% |
40% |
False |
False |
868,991 |
40 |
133.48 |
129.53 |
3.95 |
3.0% |
0.80 |
0.6% |
26% |
False |
False |
959,383 |
60 |
134.15 |
129.53 |
4.62 |
3.5% |
0.79 |
0.6% |
22% |
False |
False |
907,090 |
80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.80 |
0.6% |
16% |
False |
False |
681,160 |
100 |
138.19 |
129.53 |
8.66 |
6.6% |
0.77 |
0.6% |
12% |
False |
False |
544,986 |
120 |
138.33 |
129.53 |
8.80 |
6.7% |
0.71 |
0.5% |
12% |
False |
False |
454,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.24 |
2.618 |
132.33 |
1.618 |
131.77 |
1.000 |
131.42 |
0.618 |
131.21 |
HIGH |
130.86 |
0.618 |
130.65 |
0.500 |
130.58 |
0.382 |
130.51 |
LOW |
130.30 |
0.618 |
129.95 |
1.000 |
129.74 |
1.618 |
129.39 |
2.618 |
128.83 |
4.250 |
127.92 |
|
|
Fisher Pivots for day following 22-May-2024 |
Pivot |
1 day |
3 day |
R1 |
130.58 |
130.66 |
PP |
130.57 |
130.62 |
S1 |
130.56 |
130.59 |
|