Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 03-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
129.28 |
129.30 |
0.02 |
0.0% |
130.27 |
High |
129.44 |
130.16 |
0.72 |
0.6% |
130.46 |
Low |
128.73 |
129.19 |
0.46 |
0.4% |
128.73 |
Close |
129.34 |
129.97 |
0.63 |
0.5% |
129.34 |
Range |
0.71 |
0.97 |
0.26 |
36.6% |
1.73 |
ATR |
0.78 |
0.80 |
0.01 |
1.7% |
0.00 |
Volume |
1,642,072 |
2,001,889 |
359,817 |
21.9% |
4,908,038 |
|
Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.68 |
132.30 |
130.50 |
|
R3 |
131.71 |
131.33 |
130.24 |
|
R2 |
130.74 |
130.74 |
130.15 |
|
R1 |
130.36 |
130.36 |
130.06 |
130.55 |
PP |
129.77 |
129.77 |
129.77 |
129.87 |
S1 |
129.39 |
129.39 |
129.88 |
129.58 |
S2 |
128.80 |
128.80 |
129.79 |
|
S3 |
127.83 |
128.42 |
129.70 |
|
S4 |
126.86 |
127.45 |
129.44 |
|
|
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% |
0.81 |
0.6% |
72% |
False |
False |
1,381,985 |
10 |
131.01 |
128.73 |
2.28 |
1.8% |
0.70 |
0.5% |
54% |
False |
False |
1,111,592 |
20 |
132.11 |
128.73 |
3.38 |
2.6% |
0.70 |
0.5% |
37% |
False |
False |
931,380 |
40 |
133.05 |
128.73 |
4.32 |
3.3% |
0.82 |
0.6% |
29% |
False |
False |
1,004,827 |
60 |
134.15 |
128.73 |
5.42 |
4.2% |
0.78 |
0.6% |
23% |
False |
False |
1,006,190 |
80 |
134.18 |
128.73 |
5.45 |
4.2% |
0.79 |
0.6% |
23% |
False |
False |
792,946 |
100 |
135.83 |
128.73 |
7.10 |
5.5% |
0.77 |
0.6% |
17% |
False |
False |
634,506 |
120 |
138.33 |
128.73 |
9.60 |
7.4% |
0.75 |
0.6% |
13% |
False |
False |
528,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.28 |
2.618 |
132.70 |
1.618 |
131.73 |
1.000 |
131.13 |
0.618 |
130.76 |
HIGH |
130.16 |
0.618 |
129.79 |
0.500 |
129.68 |
0.382 |
129.56 |
LOW |
129.19 |
0.618 |
128.59 |
1.000 |
128.22 |
1.618 |
127.62 |
2.618 |
126.65 |
4.250 |
125.07 |
|
|
Fisher Pivots for day following 03-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
129.87 |
129.80 |
PP |
129.77 |
129.62 |
S1 |
129.68 |
129.45 |
|