Euro Bund Future June 2024
Trading Metrics calculated at close of trading on 05-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
130.02 |
130.36 |
0.34 |
0.3% |
130.27 |
High |
130.78 |
130.80 |
0.02 |
0.0% |
130.46 |
Low |
129.81 |
130.19 |
0.38 |
0.3% |
128.73 |
Close |
130.40 |
130.70 |
0.30 |
0.2% |
129.34 |
Range |
0.97 |
0.61 |
-0.36 |
-37.1% |
1.73 |
ATR |
0.81 |
0.80 |
-0.01 |
-1.8% |
0.00 |
Volume |
1,435,315 |
128,505 |
-1,306,810 |
-91.0% |
4,908,038 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.39 |
132.16 |
131.04 |
|
R3 |
131.78 |
131.55 |
130.87 |
|
R2 |
131.17 |
131.17 |
130.81 |
|
R1 |
130.94 |
130.94 |
130.76 |
131.06 |
PP |
130.56 |
130.56 |
130.56 |
130.62 |
S1 |
130.33 |
130.33 |
130.64 |
130.45 |
S2 |
129.95 |
129.95 |
130.59 |
|
S3 |
129.34 |
129.72 |
130.53 |
|
S4 |
128.73 |
129.11 |
130.36 |
|
|
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 |
130.80 |
128.73 |
2.07 |
1.6% |
0.75 |
0.6% |
95% |
True |
False |
1,258,060 |
10 |
130.86 |
128.73 |
2.13 |
1.6% |
0.77 |
0.6% |
92% |
False |
False |
1,155,736 |
20 |
132.11 |
128.73 |
3.38 |
2.6% |
0.72 |
0.6% |
58% |
False |
False |
945,898 |
40 |
133.05 |
128.73 |
4.32 |
3.3% |
0.82 |
0.6% |
46% |
False |
False |
1,002,131 |
60 |
134.15 |
128.73 |
5.42 |
4.1% |
0.78 |
0.6% |
36% |
False |
False |
991,407 |
80 |
134.15 |
128.73 |
5.42 |
4.1% |
0.80 |
0.6% |
36% |
False |
False |
812,435 |
100 |
135.83 |
128.73 |
7.10 |
5.4% |
0.78 |
0.6% |
28% |
False |
False |
650,144 |
120 |
138.33 |
128.73 |
9.60 |
7.3% |
0.75 |
0.6% |
21% |
False |
False |
541,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.39 |
2.618 |
132.40 |
1.618 |
131.79 |
1.000 |
131.41 |
0.618 |
131.18 |
HIGH |
130.80 |
0.618 |
130.57 |
0.500 |
130.50 |
0.382 |
130.42 |
LOW |
130.19 |
0.618 |
129.81 |
1.000 |
129.58 |
1.618 |
129.20 |
2.618 |
128.59 |
4.250 |
127.60 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
130.63 |
130.47 |
PP |
130.56 |
130.23 |
S1 |
130.50 |
130.00 |
|