Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 23-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
Open |
130.73 |
130.46 |
-0.27 |
-0.2% |
130.90 |
High |
130.86 |
130.76 |
-0.10 |
-0.1% |
132.11 |
Low |
130.30 |
129.71 |
-0.59 |
-0.5% |
130.24 |
Close |
130.55 |
129.74 |
-0.81 |
-0.6% |
130.82 |
Range |
0.56 |
1.05 |
0.49 |
87.5% |
1.87 |
ATR |
0.78 |
0.80 |
0.02 |
2.5% |
0.00 |
Volume |
1,041,100 |
1,216,977 |
175,877 |
16.9% |
4,285,631 |
|
Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.22 |
132.53 |
130.32 |
|
R3 |
132.17 |
131.48 |
130.03 |
|
R2 |
131.12 |
131.12 |
129.93 |
|
R1 |
130.43 |
130.43 |
129.84 |
130.25 |
PP |
130.07 |
130.07 |
130.07 |
129.98 |
S1 |
129.38 |
129.38 |
129.64 |
129.20 |
S2 |
129.02 |
129.02 |
129.55 |
|
S3 |
127.97 |
128.33 |
129.45 |
|
S4 |
126.92 |
127.28 |
129.16 |
|
|
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 |
131.45 |
129.71 |
1.74 |
1.3% |
0.65 |
0.5% |
2% |
False |
True |
815,805 |
10 |
132.11 |
129.71 |
2.40 |
1.8% |
0.74 |
0.6% |
1% |
False |
True |
827,303 |
20 |
132.11 |
129.53 |
2.58 |
2.0% |
0.74 |
0.6% |
8% |
False |
False |
868,181 |
40 |
133.48 |
129.53 |
3.95 |
3.0% |
0.81 |
0.6% |
5% |
False |
False |
971,276 |
60 |
134.15 |
129.53 |
4.62 |
3.6% |
0.79 |
0.6% |
5% |
False |
False |
927,055 |
80 |
135.83 |
129.53 |
6.30 |
4.9% |
0.81 |
0.6% |
3% |
False |
False |
696,364 |
100 |
137.67 |
129.53 |
8.14 |
6.3% |
0.77 |
0.6% |
3% |
False |
False |
557,156 |
120 |
138.33 |
129.53 |
8.80 |
6.8% |
0.72 |
0.6% |
2% |
False |
False |
464,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.22 |
2.618 |
133.51 |
1.618 |
132.46 |
1.000 |
131.81 |
0.618 |
131.41 |
HIGH |
130.76 |
0.618 |
130.36 |
0.500 |
130.24 |
0.382 |
130.11 |
LOW |
129.71 |
0.618 |
129.06 |
1.000 |
128.66 |
1.618 |
128.01 |
2.618 |
126.96 |
4.250 |
125.25 |
|
|
Fisher Pivots for day following 23-May-2024 |
Pivot |
1 day |
3 day |
R1 |
130.24 |
130.36 |
PP |
130.07 |
130.15 |
S1 |
129.91 |
129.95 |
|