Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 15-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
Open |
131.78 |
131.37 |
-0.41 |
-0.3% |
131.75 |
High |
131.85 |
132.65 |
0.80 |
0.6% |
132.61 |
Low |
131.02 |
131.37 |
0.35 |
0.3% |
131.45 |
Close |
131.24 |
132.48 |
1.24 |
0.9% |
131.49 |
Range |
0.83 |
1.28 |
0.45 |
54.2% |
1.16 |
ATR |
0.69 |
0.74 |
0.05 |
7.4% |
0.00 |
Volume |
6,100 |
4,652 |
-1,448 |
-23.7% |
10,969 |
|
Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.01 |
135.52 |
133.18 |
|
R3 |
134.73 |
134.24 |
132.83 |
|
R2 |
133.45 |
133.45 |
132.71 |
|
R1 |
132.96 |
132.96 |
132.60 |
133.21 |
PP |
132.17 |
132.17 |
132.17 |
132.29 |
S1 |
131.68 |
131.68 |
132.36 |
131.93 |
S2 |
130.89 |
130.89 |
132.25 |
|
S3 |
129.61 |
130.40 |
132.13 |
|
S4 |
128.33 |
129.12 |
131.78 |
|
|
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 |
132.65 |
131.02 |
1.63 |
1.2% |
0.68 |
0.5% |
90% |
True |
False |
3,524 |
10 |
132.65 |
130.87 |
1.78 |
1.3% |
0.63 |
0.5% |
90% |
True |
False |
2,586 |
20 |
132.65 |
130.25 |
2.40 |
1.8% |
0.66 |
0.5% |
93% |
True |
False |
1,605 |
40 |
134.20 |
130.25 |
3.95 |
3.0% |
0.54 |
0.4% |
56% |
False |
False |
832 |
60 |
134.77 |
130.25 |
4.52 |
3.4% |
0.41 |
0.3% |
49% |
False |
False |
559 |
80 |
136.41 |
130.25 |
6.16 |
4.6% |
0.34 |
0.3% |
36% |
False |
False |
419 |
100 |
139.12 |
130.25 |
8.87 |
6.7% |
0.29 |
0.2% |
25% |
False |
False |
335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.09 |
2.618 |
136.00 |
1.618 |
134.72 |
1.000 |
133.93 |
0.618 |
133.44 |
HIGH |
132.65 |
0.618 |
132.16 |
0.500 |
132.01 |
0.382 |
131.86 |
LOW |
131.37 |
0.618 |
130.58 |
1.000 |
130.09 |
1.618 |
129.30 |
2.618 |
128.02 |
4.250 |
125.93 |
|
|
Fisher Pivots for day following 15-May-2024 |
Pivot |
1 day |
3 day |
R1 |
132.32 |
132.27 |
PP |
132.17 |
132.05 |
S1 |
132.01 |
131.84 |
|