Euro Bund Future September 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
132.80 |
132.18 |
-0.62 |
-0.5% |
131.67 |
| High |
132.83 |
132.18 |
-0.65 |
-0.5% |
132.83 |
| Low |
132.09 |
131.40 |
-0.69 |
-0.5% |
131.02 |
| Close |
132.36 |
131.58 |
-0.78 |
-0.6% |
131.58 |
| Range |
0.74 |
0.78 |
0.04 |
5.4% |
1.81 |
| ATR |
0.74 |
0.76 |
0.02 |
2.1% |
0.00 |
| Volume |
4,094 |
3,287 |
-807 |
-19.7% |
20,637 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.06 |
133.60 |
132.01 |
|
| R3 |
133.28 |
132.82 |
131.79 |
|
| R2 |
132.50 |
132.50 |
131.72 |
|
| R1 |
132.04 |
132.04 |
131.65 |
131.88 |
| PP |
131.72 |
131.72 |
131.72 |
131.64 |
| S1 |
131.26 |
131.26 |
131.51 |
131.10 |
| S2 |
130.94 |
130.94 |
131.44 |
|
| S3 |
130.16 |
130.48 |
131.37 |
|
| S4 |
129.38 |
129.70 |
131.15 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.24 |
136.22 |
132.58 |
|
| R3 |
135.43 |
134.41 |
132.08 |
|
| R2 |
133.62 |
133.62 |
131.91 |
|
| R1 |
132.60 |
132.60 |
131.75 |
132.21 |
| PP |
131.81 |
131.81 |
131.81 |
131.61 |
| S1 |
130.79 |
130.79 |
131.41 |
130.40 |
| S2 |
130.00 |
130.00 |
131.25 |
|
| S3 |
128.19 |
128.98 |
131.08 |
|
| S4 |
126.38 |
127.17 |
130.58 |
|
|
| 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% |
0.81 |
0.6% |
31% |
False |
False |
4,127 |
| 10 |
132.83 |
131.02 |
1.81 |
1.4% |
0.64 |
0.5% |
31% |
False |
False |
3,160 |
| 20 |
132.83 |
130.25 |
2.58 |
2.0% |
0.68 |
0.5% |
52% |
False |
False |
1,973 |
| 40 |
134.20 |
130.25 |
3.95 |
3.0% |
0.57 |
0.4% |
34% |
False |
False |
1,017 |
| 60 |
134.77 |
130.25 |
4.52 |
3.4% |
0.44 |
0.3% |
29% |
False |
False |
682 |
| 80 |
136.41 |
130.25 |
6.16 |
4.7% |
0.35 |
0.3% |
22% |
False |
False |
511 |
| 100 |
139.12 |
130.25 |
8.87 |
6.7% |
0.31 |
0.2% |
15% |
False |
False |
409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.50 |
|
2.618 |
134.22 |
|
1.618 |
133.44 |
|
1.000 |
132.96 |
|
0.618 |
132.66 |
|
HIGH |
132.18 |
|
0.618 |
131.88 |
|
0.500 |
131.79 |
|
0.382 |
131.70 |
|
LOW |
131.40 |
|
0.618 |
130.92 |
|
1.000 |
130.62 |
|
1.618 |
130.14 |
|
2.618 |
129.36 |
|
4.250 |
128.09 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
131.79 |
132.10 |
| PP |
131.72 |
131.93 |
| S1 |
131.65 |
131.75 |
|