Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
130.27 |
129.69 |
-0.58 |
-0.4% |
130.72 |
| High |
130.46 |
129.82 |
-0.64 |
-0.5% |
131.01 |
| Low |
129.63 |
128.75 |
-0.88 |
-0.7% |
129.63 |
| Close |
130.02 |
129.06 |
-0.96 |
-0.7% |
130.08 |
| Range |
0.83 |
1.07 |
0.24 |
28.9% |
1.38 |
| ATR |
0.78 |
0.82 |
0.03 |
4.5% |
0.00 |
| Volume |
889,592 |
1,293,854 |
404,262 |
45.4% |
4,206,000 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.42 |
131.81 |
129.65 |
|
| R3 |
131.35 |
130.74 |
129.35 |
|
| R2 |
130.28 |
130.28 |
129.26 |
|
| R1 |
129.67 |
129.67 |
129.16 |
129.44 |
| PP |
129.21 |
129.21 |
129.21 |
129.10 |
| S1 |
128.60 |
128.60 |
128.96 |
128.37 |
| S2 |
128.14 |
128.14 |
128.86 |
|
| S3 |
127.07 |
127.53 |
128.77 |
|
| S4 |
126.00 |
126.46 |
128.47 |
|
|
| 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 |
130.86 |
128.75 |
2.11 |
1.6% |
0.80 |
0.6% |
15% |
False |
True |
1,053,411 |
| 10 |
132.11 |
128.75 |
3.36 |
2.6% |
0.78 |
0.6% |
9% |
False |
True |
905,580 |
| 20 |
132.11 |
128.75 |
3.36 |
2.6% |
0.73 |
0.6% |
9% |
False |
True |
863,213 |
| 40 |
133.10 |
128.75 |
4.35 |
3.4% |
0.83 |
0.6% |
7% |
False |
True |
977,752 |
| 60 |
134.15 |
128.75 |
5.40 |
4.2% |
0.79 |
0.6% |
6% |
False |
True |
971,562 |
| 80 |
135.83 |
128.75 |
7.08 |
5.5% |
0.80 |
0.6% |
4% |
False |
True |
733,932 |
| 100 |
136.84 |
128.75 |
8.09 |
6.3% |
0.77 |
0.6% |
4% |
False |
True |
587,244 |
| 120 |
138.33 |
128.75 |
9.58 |
7.4% |
0.73 |
0.6% |
3% |
False |
True |
489,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.37 |
|
2.618 |
132.62 |
|
1.618 |
131.55 |
|
1.000 |
130.89 |
|
0.618 |
130.48 |
|
HIGH |
129.82 |
|
0.618 |
129.41 |
|
0.500 |
129.29 |
|
0.382 |
129.16 |
|
LOW |
128.75 |
|
0.618 |
128.09 |
|
1.000 |
127.68 |
|
1.618 |
127.02 |
|
2.618 |
125.95 |
|
4.250 |
124.20 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
129.29 |
129.61 |
| PP |
129.21 |
129.42 |
| S1 |
129.14 |
129.24 |
|