Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
129.69 |
129.13 |
-0.56 |
-0.4% |
130.72 |
| High |
129.82 |
129.31 |
-0.51 |
-0.4% |
131.01 |
| Low |
128.75 |
128.84 |
0.09 |
0.1% |
129.63 |
| Close |
129.06 |
129.18 |
0.12 |
0.1% |
130.08 |
| Range |
1.07 |
0.47 |
-0.60 |
-56.1% |
1.38 |
| ATR |
0.82 |
0.79 |
-0.02 |
-3.0% |
0.00 |
| Volume |
1,293,854 |
1,082,520 |
-211,334 |
-16.3% |
4,206,000 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.52 |
130.32 |
129.44 |
|
| R3 |
130.05 |
129.85 |
129.31 |
|
| R2 |
129.58 |
129.58 |
129.27 |
|
| R1 |
129.38 |
129.38 |
129.22 |
129.48 |
| PP |
129.11 |
129.11 |
129.11 |
129.16 |
| S1 |
128.91 |
128.91 |
129.14 |
129.01 |
| S2 |
128.64 |
128.64 |
129.09 |
|
| S3 |
128.17 |
128.44 |
129.05 |
|
| S4 |
127.70 |
127.97 |
128.92 |
|
|
| 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 |
130.76 |
128.75 |
2.01 |
1.6% |
0.78 |
0.6% |
21% |
False |
False |
1,061,695 |
| 10 |
132.11 |
128.75 |
3.36 |
2.6% |
0.70 |
0.5% |
13% |
False |
False |
902,078 |
| 20 |
132.11 |
128.75 |
3.36 |
2.6% |
0.70 |
0.5% |
13% |
False |
False |
849,079 |
| 40 |
133.10 |
128.75 |
4.35 |
3.4% |
0.81 |
0.6% |
10% |
False |
False |
971,087 |
| 60 |
134.15 |
128.75 |
5.40 |
4.2% |
0.78 |
0.6% |
8% |
False |
False |
979,078 |
| 80 |
135.44 |
128.75 |
6.69 |
5.2% |
0.80 |
0.6% |
6% |
False |
False |
747,448 |
| 100 |
135.83 |
128.75 |
7.08 |
5.5% |
0.77 |
0.6% |
6% |
False |
False |
598,067 |
| 120 |
138.33 |
128.75 |
9.58 |
7.4% |
0.74 |
0.6% |
4% |
False |
False |
498,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.31 |
|
2.618 |
130.54 |
|
1.618 |
130.07 |
|
1.000 |
129.78 |
|
0.618 |
129.60 |
|
HIGH |
129.31 |
|
0.618 |
129.13 |
|
0.500 |
129.08 |
|
0.382 |
129.02 |
|
LOW |
128.84 |
|
0.618 |
128.55 |
|
1.000 |
128.37 |
|
1.618 |
128.08 |
|
2.618 |
127.61 |
|
4.250 |
126.84 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
129.15 |
129.61 |
| PP |
129.11 |
129.46 |
| S1 |
129.08 |
129.32 |
|