Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
130.46 |
130.02 |
-0.44 |
-0.3% |
130.72 |
| High |
130.76 |
130.13 |
-0.63 |
-0.5% |
131.01 |
| Low |
129.71 |
129.63 |
-0.08 |
-0.1% |
129.63 |
| Close |
129.74 |
130.08 |
0.34 |
0.3% |
130.08 |
| Range |
1.05 |
0.50 |
-0.55 |
-52.4% |
1.38 |
| ATR |
0.80 |
0.78 |
-0.02 |
-2.7% |
0.00 |
| Volume |
1,216,977 |
825,536 |
-391,441 |
-32.2% |
4,206,000 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.45 |
131.26 |
130.36 |
|
| R3 |
130.95 |
130.76 |
130.22 |
|
| R2 |
130.45 |
130.45 |
130.17 |
|
| R1 |
130.26 |
130.26 |
130.13 |
130.36 |
| PP |
129.95 |
129.95 |
129.95 |
129.99 |
| S1 |
129.76 |
129.76 |
130.03 |
129.86 |
| S2 |
129.45 |
129.45 |
129.99 |
|
| S3 |
128.95 |
129.26 |
129.94 |
|
| S4 |
128.45 |
128.76 |
129.81 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.38 |
133.61 |
130.84 |
|
| R3 |
133.00 |
132.23 |
130.46 |
|
| R2 |
131.62 |
131.62 |
130.33 |
|
| R1 |
130.85 |
130.85 |
130.21 |
130.55 |
| PP |
130.24 |
130.24 |
130.24 |
130.09 |
| S1 |
129.47 |
129.47 |
129.95 |
129.17 |
| S2 |
128.86 |
128.86 |
129.83 |
|
| S3 |
127.48 |
128.09 |
129.70 |
|
| S4 |
126.10 |
126.71 |
129.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131.01 |
129.63 |
1.38 |
1.1% |
0.59 |
0.5% |
33% |
False |
True |
841,200 |
| 10 |
132.11 |
129.63 |
2.48 |
1.9% |
0.72 |
0.6% |
18% |
False |
True |
849,163 |
| 20 |
132.11 |
129.58 |
2.53 |
1.9% |
0.73 |
0.6% |
20% |
False |
False |
852,507 |
| 40 |
133.48 |
129.53 |
3.95 |
3.0% |
0.81 |
0.6% |
14% |
False |
False |
970,773 |
| 60 |
134.15 |
129.53 |
4.62 |
3.6% |
0.78 |
0.6% |
12% |
False |
False |
940,126 |
| 80 |
135.83 |
129.53 |
6.30 |
4.8% |
0.80 |
0.6% |
9% |
False |
False |
706,668 |
| 100 |
136.84 |
129.53 |
7.31 |
5.6% |
0.77 |
0.6% |
8% |
False |
False |
565,411 |
| 120 |
138.33 |
129.53 |
8.80 |
6.8% |
0.72 |
0.6% |
6% |
False |
False |
471,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.26 |
|
2.618 |
131.44 |
|
1.618 |
130.94 |
|
1.000 |
130.63 |
|
0.618 |
130.44 |
|
HIGH |
130.13 |
|
0.618 |
129.94 |
|
0.500 |
129.88 |
|
0.382 |
129.82 |
|
LOW |
129.63 |
|
0.618 |
129.32 |
|
1.000 |
129.13 |
|
1.618 |
128.82 |
|
2.618 |
128.32 |
|
4.250 |
127.51 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
130.01 |
130.25 |
| PP |
129.95 |
130.19 |
| S1 |
129.88 |
130.14 |
|