Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 21-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
Open |
131.45 |
131.41 |
-0.04 |
0.0% |
131.67 |
High |
131.56 |
131.75 |
0.19 |
0.1% |
132.83 |
Low |
131.22 |
131.34 |
0.12 |
0.1% |
131.02 |
Close |
131.27 |
131.60 |
0.33 |
0.3% |
131.58 |
Range |
0.34 |
0.41 |
0.07 |
20.6% |
1.81 |
ATR |
0.73 |
0.71 |
-0.02 |
-2.4% |
0.00 |
Volume |
3,621 |
5,284 |
1,663 |
45.9% |
20,637 |
|
Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.79 |
132.61 |
131.83 |
|
R3 |
132.38 |
132.20 |
131.71 |
|
R2 |
131.97 |
131.97 |
131.68 |
|
R1 |
131.79 |
131.79 |
131.64 |
131.88 |
PP |
131.56 |
131.56 |
131.56 |
131.61 |
S1 |
131.38 |
131.38 |
131.56 |
131.47 |
S2 |
131.15 |
131.15 |
131.52 |
|
S3 |
130.74 |
130.97 |
131.49 |
|
S4 |
130.33 |
130.56 |
131.37 |
|
|
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 |
131.22 |
1.61 |
1.2% |
0.71 |
0.5% |
24% |
False |
False |
4,187 |
10 |
132.83 |
131.02 |
1.81 |
1.4% |
0.61 |
0.5% |
32% |
False |
False |
3,686 |
20 |
132.83 |
130.25 |
2.58 |
2.0% |
0.64 |
0.5% |
52% |
False |
False |
2,370 |
40 |
134.20 |
130.25 |
3.95 |
3.0% |
0.59 |
0.4% |
34% |
False |
False |
1,239 |
60 |
134.77 |
130.25 |
4.52 |
3.4% |
0.45 |
0.3% |
30% |
False |
False |
830 |
80 |
136.41 |
130.25 |
6.16 |
4.7% |
0.36 |
0.3% |
22% |
False |
False |
623 |
100 |
138.67 |
130.25 |
8.42 |
6.4% |
0.31 |
0.2% |
16% |
False |
False |
498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.49 |
2.618 |
132.82 |
1.618 |
132.41 |
1.000 |
132.16 |
0.618 |
132.00 |
HIGH |
131.75 |
0.618 |
131.59 |
0.500 |
131.55 |
0.382 |
131.50 |
LOW |
131.34 |
0.618 |
131.09 |
1.000 |
130.93 |
1.618 |
130.68 |
2.618 |
130.27 |
4.250 |
129.60 |
|
|
Fisher Pivots for day following 21-May-2024 |
Pivot |
1 day |
3 day |
R1 |
131.58 |
131.70 |
PP |
131.56 |
131.67 |
S1 |
131.55 |
131.63 |
|