Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 04-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
129.30 |
130.02 |
0.72 |
0.6% |
130.27 |
High |
130.16 |
130.78 |
0.62 |
0.5% |
130.46 |
Low |
129.19 |
129.81 |
0.62 |
0.5% |
128.73 |
Close |
129.97 |
130.40 |
0.43 |
0.3% |
129.34 |
Range |
0.97 |
0.97 |
0.00 |
0.0% |
1.73 |
ATR |
0.80 |
0.81 |
0.01 |
1.5% |
0.00 |
Volume |
2,001,889 |
1,435,315 |
-566,574 |
-28.3% |
4,908,038 |
|
Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.24 |
132.79 |
130.93 |
|
R3 |
132.27 |
131.82 |
130.67 |
|
R2 |
131.30 |
131.30 |
130.58 |
|
R1 |
130.85 |
130.85 |
130.49 |
131.08 |
PP |
130.33 |
130.33 |
130.33 |
130.44 |
S1 |
129.88 |
129.88 |
130.31 |
130.11 |
S2 |
129.36 |
129.36 |
130.22 |
|
S3 |
128.39 |
128.91 |
130.13 |
|
S4 |
127.42 |
127.94 |
129.87 |
|
|
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 |
130.78 |
128.73 |
2.05 |
1.6% |
0.84 |
0.6% |
81% |
True |
False |
1,491,130 |
10 |
131.01 |
128.73 |
2.28 |
1.7% |
0.76 |
0.6% |
73% |
False |
False |
1,209,954 |
20 |
132.11 |
128.73 |
3.38 |
2.6% |
0.72 |
0.5% |
49% |
False |
False |
979,059 |
40 |
133.05 |
128.73 |
4.32 |
3.3% |
0.82 |
0.6% |
39% |
False |
False |
1,019,085 |
60 |
134.15 |
128.73 |
5.42 |
4.2% |
0.79 |
0.6% |
31% |
False |
False |
1,010,803 |
80 |
134.18 |
128.73 |
5.45 |
4.2% |
0.80 |
0.6% |
31% |
False |
False |
810,850 |
100 |
135.83 |
128.73 |
7.10 |
5.4% |
0.78 |
0.6% |
24% |
False |
False |
648,859 |
120 |
138.33 |
128.73 |
9.60 |
7.4% |
0.75 |
0.6% |
17% |
False |
False |
540,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.90 |
2.618 |
133.32 |
1.618 |
132.35 |
1.000 |
131.75 |
0.618 |
131.38 |
HIGH |
130.78 |
0.618 |
130.41 |
0.500 |
130.30 |
0.382 |
130.18 |
LOW |
129.81 |
0.618 |
129.21 |
1.000 |
128.84 |
1.618 |
128.24 |
2.618 |
127.27 |
4.250 |
125.69 |
|
|
Fisher Pivots for day following 04-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
130.37 |
130.19 |
PP |
130.33 |
129.97 |
S1 |
130.30 |
129.76 |
|