Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 20-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
Open |
132.18 |
131.45 |
-0.73 |
-0.6% |
131.67 |
High |
132.18 |
131.56 |
-0.62 |
-0.5% |
132.83 |
Low |
131.40 |
131.22 |
-0.18 |
-0.1% |
131.02 |
Close |
131.58 |
131.27 |
-0.31 |
-0.2% |
131.58 |
Range |
0.78 |
0.34 |
-0.44 |
-56.4% |
1.81 |
ATR |
0.76 |
0.73 |
-0.03 |
-3.7% |
0.00 |
Volume |
3,287 |
3,621 |
334 |
10.2% |
20,637 |
|
Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.37 |
132.16 |
131.46 |
|
R3 |
132.03 |
131.82 |
131.36 |
|
R2 |
131.69 |
131.69 |
131.33 |
|
R1 |
131.48 |
131.48 |
131.30 |
131.42 |
PP |
131.35 |
131.35 |
131.35 |
131.32 |
S1 |
131.14 |
131.14 |
131.24 |
131.08 |
S2 |
131.01 |
131.01 |
131.21 |
|
S3 |
130.67 |
130.80 |
131.18 |
|
S4 |
130.33 |
130.46 |
131.08 |
|
|
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% |
0.79 |
0.6% |
14% |
False |
False |
4,350 |
10 |
132.83 |
131.02 |
1.81 |
1.4% |
0.61 |
0.5% |
14% |
False |
False |
3,506 |
20 |
132.83 |
130.25 |
2.58 |
2.0% |
0.65 |
0.5% |
40% |
False |
False |
2,134 |
40 |
134.20 |
130.25 |
3.95 |
3.0% |
0.58 |
0.4% |
26% |
False |
False |
1,107 |
60 |
134.77 |
130.25 |
4.52 |
3.4% |
0.44 |
0.3% |
23% |
False |
False |
742 |
80 |
136.41 |
130.25 |
6.16 |
4.7% |
0.35 |
0.3% |
17% |
False |
False |
557 |
100 |
139.12 |
130.25 |
8.87 |
6.8% |
0.31 |
0.2% |
11% |
False |
False |
445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.01 |
2.618 |
132.45 |
1.618 |
132.11 |
1.000 |
131.90 |
0.618 |
131.77 |
HIGH |
131.56 |
0.618 |
131.43 |
0.500 |
131.39 |
0.382 |
131.35 |
LOW |
131.22 |
0.618 |
131.01 |
1.000 |
130.88 |
1.618 |
130.67 |
2.618 |
130.33 |
4.250 |
129.78 |
|
|
Fisher Pivots for day following 20-May-2024 |
Pivot |
1 day |
3 day |
R1 |
131.39 |
132.03 |
PP |
131.35 |
131.77 |
S1 |
131.31 |
131.52 |
|