Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 16-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
Open |
131.37 |
132.80 |
1.43 |
1.1% |
131.75 |
High |
132.65 |
132.83 |
0.18 |
0.1% |
132.61 |
Low |
131.37 |
132.09 |
0.72 |
0.5% |
131.45 |
Close |
132.48 |
132.36 |
-0.12 |
-0.1% |
131.49 |
Range |
1.28 |
0.74 |
-0.54 |
-42.2% |
1.16 |
ATR |
0.74 |
0.74 |
0.00 |
0.0% |
0.00 |
Volume |
4,652 |
4,094 |
-558 |
-12.0% |
10,969 |
|
Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.65 |
134.24 |
132.77 |
|
R3 |
133.91 |
133.50 |
132.56 |
|
R2 |
133.17 |
133.17 |
132.50 |
|
R1 |
132.76 |
132.76 |
132.43 |
132.60 |
PP |
132.43 |
132.43 |
132.43 |
132.34 |
S1 |
132.02 |
132.02 |
132.29 |
131.86 |
S2 |
131.69 |
131.69 |
132.22 |
|
S3 |
130.95 |
131.28 |
132.16 |
|
S4 |
130.21 |
130.54 |
131.95 |
|
|
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 |
132.83 |
131.02 |
1.81 |
1.4% |
0.79 |
0.6% |
74% |
True |
False |
3,791 |
10 |
132.83 |
131.02 |
1.81 |
1.4% |
0.65 |
0.5% |
74% |
True |
False |
2,880 |
20 |
132.83 |
130.25 |
2.58 |
1.9% |
0.67 |
0.5% |
82% |
True |
False |
1,809 |
40 |
134.20 |
130.25 |
3.95 |
3.0% |
0.56 |
0.4% |
53% |
False |
False |
935 |
60 |
134.77 |
130.25 |
4.52 |
3.4% |
0.42 |
0.3% |
47% |
False |
False |
627 |
80 |
136.41 |
130.25 |
6.16 |
4.7% |
0.34 |
0.3% |
34% |
False |
False |
470 |
100 |
139.12 |
130.25 |
8.87 |
6.7% |
0.30 |
0.2% |
24% |
False |
False |
376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.98 |
2.618 |
134.77 |
1.618 |
134.03 |
1.000 |
133.57 |
0.618 |
133.29 |
HIGH |
132.83 |
0.618 |
132.55 |
0.500 |
132.46 |
0.382 |
132.37 |
LOW |
132.09 |
0.618 |
131.63 |
1.000 |
131.35 |
1.618 |
130.89 |
2.618 |
130.15 |
4.250 |
128.95 |
|
|
Fisher Pivots for day following 16-May-2024 |
Pivot |
1 day |
3 day |
R1 |
132.46 |
132.22 |
PP |
132.43 |
132.07 |
S1 |
132.39 |
131.93 |
|