Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 14-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
Open |
131.67 |
131.78 |
0.11 |
0.1% |
131.75 |
High |
131.87 |
131.85 |
-0.02 |
0.0% |
132.61 |
Low |
131.46 |
131.02 |
-0.44 |
-0.3% |
131.45 |
Close |
131.65 |
131.24 |
-0.41 |
-0.3% |
131.49 |
Range |
0.41 |
0.83 |
0.42 |
102.4% |
1.16 |
ATR |
0.68 |
0.69 |
0.01 |
1.6% |
0.00 |
Volume |
2,504 |
6,100 |
3,596 |
143.6% |
10,969 |
|
Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.86 |
133.38 |
131.70 |
|
R3 |
133.03 |
132.55 |
131.47 |
|
R2 |
132.20 |
132.20 |
131.39 |
|
R1 |
131.72 |
131.72 |
131.32 |
131.55 |
PP |
131.37 |
131.37 |
131.37 |
131.28 |
S1 |
130.89 |
130.89 |
131.16 |
130.72 |
S2 |
130.54 |
130.54 |
131.09 |
|
S3 |
129.71 |
130.06 |
131.01 |
|
S4 |
128.88 |
129.23 |
130.78 |
|
|
Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.33 |
134.57 |
132.13 |
|
R3 |
134.17 |
133.41 |
131.81 |
|
R2 |
133.01 |
133.01 |
131.70 |
|
R1 |
132.25 |
132.25 |
131.60 |
132.05 |
PP |
131.85 |
131.85 |
131.85 |
131.75 |
S1 |
131.09 |
131.09 |
131.38 |
130.89 |
S2 |
130.69 |
130.69 |
131.28 |
|
S3 |
129.53 |
129.93 |
131.17 |
|
S4 |
128.37 |
128.77 |
130.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.45 |
131.02 |
1.43 |
1.1% |
0.51 |
0.4% |
15% |
False |
True |
3,185 |
10 |
132.61 |
130.53 |
2.08 |
1.6% |
0.61 |
0.5% |
34% |
False |
False |
2,147 |
20 |
132.62 |
130.25 |
2.37 |
1.8% |
0.63 |
0.5% |
42% |
False |
False |
1,374 |
40 |
134.20 |
130.25 |
3.95 |
3.0% |
0.51 |
0.4% |
25% |
False |
False |
717 |
60 |
134.77 |
130.25 |
4.52 |
3.4% |
0.39 |
0.3% |
22% |
False |
False |
481 |
80 |
136.41 |
130.25 |
6.16 |
4.7% |
0.32 |
0.2% |
16% |
False |
False |
361 |
100 |
139.12 |
130.25 |
8.87 |
6.8% |
0.28 |
0.2% |
11% |
False |
False |
289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.38 |
2.618 |
134.02 |
1.618 |
133.19 |
1.000 |
132.68 |
0.618 |
132.36 |
HIGH |
131.85 |
0.618 |
131.53 |
0.500 |
131.44 |
0.382 |
131.34 |
LOW |
131.02 |
0.618 |
130.51 |
1.000 |
130.19 |
1.618 |
129.68 |
2.618 |
128.85 |
4.250 |
127.49 |
|
|
Fisher Pivots for day following 14-May-2024 |
Pivot |
1 day |
3 day |
R1 |
131.44 |
131.58 |
PP |
131.37 |
131.47 |
S1 |
131.31 |
131.35 |
|