Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 31-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
Open |
129.13 |
129.28 |
0.15 |
0.1% |
130.27 |
High |
129.31 |
129.44 |
0.13 |
0.1% |
130.46 |
Low |
128.84 |
128.73 |
-0.11 |
-0.1% |
128.73 |
Close |
129.18 |
129.34 |
0.16 |
0.1% |
129.34 |
Range |
0.47 |
0.71 |
0.24 |
51.1% |
1.73 |
ATR |
0.79 |
0.78 |
-0.01 |
-0.7% |
0.00 |
Volume |
1,082,520 |
1,642,072 |
559,552 |
51.7% |
4,908,038 |
|
Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.30 |
131.03 |
129.73 |
|
R3 |
130.59 |
130.32 |
129.54 |
|
R2 |
129.88 |
129.88 |
129.47 |
|
R1 |
129.61 |
129.61 |
129.41 |
129.75 |
PP |
129.17 |
129.17 |
129.17 |
129.24 |
S1 |
128.90 |
128.90 |
129.27 |
129.04 |
S2 |
128.46 |
128.46 |
129.21 |
|
S3 |
127.75 |
128.19 |
129.14 |
|
S4 |
127.04 |
127.48 |
128.95 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.70 |
133.75 |
130.29 |
|
R3 |
132.97 |
132.02 |
129.82 |
|
R2 |
131.24 |
131.24 |
129.66 |
|
R1 |
130.29 |
130.29 |
129.50 |
129.90 |
PP |
129.51 |
129.51 |
129.51 |
129.32 |
S1 |
128.56 |
128.56 |
129.18 |
128.17 |
S2 |
127.78 |
127.78 |
129.02 |
|
S3 |
126.05 |
126.83 |
128.86 |
|
S4 |
124.32 |
125.10 |
128.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130.46 |
128.73 |
1.73 |
1.3% |
0.72 |
0.6% |
35% |
False |
True |
1,146,714 |
10 |
131.45 |
128.73 |
2.72 |
2.1% |
0.68 |
0.5% |
22% |
False |
True |
981,260 |
20 |
132.11 |
128.73 |
3.38 |
2.6% |
0.71 |
0.5% |
18% |
False |
True |
882,105 |
40 |
133.10 |
128.73 |
4.37 |
3.4% |
0.81 |
0.6% |
14% |
False |
True |
980,694 |
60 |
134.15 |
128.73 |
5.42 |
4.2% |
0.79 |
0.6% |
11% |
False |
True |
990,437 |
80 |
134.48 |
128.73 |
5.75 |
4.4% |
0.79 |
0.6% |
11% |
False |
True |
767,934 |
100 |
135.83 |
128.73 |
7.10 |
5.5% |
0.77 |
0.6% |
9% |
False |
True |
614,487 |
120 |
138.33 |
128.73 |
9.60 |
7.4% |
0.74 |
0.6% |
6% |
False |
True |
512,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.46 |
2.618 |
131.30 |
1.618 |
130.59 |
1.000 |
130.15 |
0.618 |
129.88 |
HIGH |
129.44 |
0.618 |
129.17 |
0.500 |
129.09 |
0.382 |
129.00 |
LOW |
128.73 |
0.618 |
128.29 |
1.000 |
128.02 |
1.618 |
127.58 |
2.618 |
126.87 |
4.250 |
125.71 |
|
|
Fisher Pivots for day following 31-May-2024 |
Pivot |
1 day |
3 day |
R1 |
129.26 |
129.32 |
PP |
129.17 |
129.30 |
S1 |
129.09 |
129.28 |
|