Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 22-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
Open |
131.41 |
131.25 |
-0.16 |
-0.1% |
131.67 |
High |
131.75 |
131.43 |
-0.32 |
-0.2% |
132.83 |
Low |
131.34 |
131.04 |
-0.30 |
-0.2% |
131.02 |
Close |
131.60 |
131.30 |
-0.30 |
-0.2% |
131.58 |
Range |
0.41 |
0.39 |
-0.02 |
-4.9% |
1.81 |
ATR |
0.71 |
0.70 |
-0.01 |
-1.5% |
0.00 |
Volume |
5,284 |
24,217 |
18,933 |
358.3% |
20,637 |
|
Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.43 |
132.25 |
131.51 |
|
R3 |
132.04 |
131.86 |
131.41 |
|
R2 |
131.65 |
131.65 |
131.37 |
|
R1 |
131.47 |
131.47 |
131.34 |
131.56 |
PP |
131.26 |
131.26 |
131.26 |
131.30 |
S1 |
131.08 |
131.08 |
131.26 |
131.17 |
S2 |
130.87 |
130.87 |
131.23 |
|
S3 |
130.48 |
130.69 |
131.19 |
|
S4 |
130.09 |
130.30 |
131.09 |
|
|
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 |
131.04 |
1.79 |
1.4% |
0.53 |
0.4% |
15% |
False |
True |
8,100 |
10 |
132.83 |
131.02 |
1.81 |
1.4% |
0.61 |
0.5% |
15% |
False |
False |
5,812 |
20 |
132.83 |
130.25 |
2.58 |
2.0% |
0.63 |
0.5% |
41% |
False |
False |
3,560 |
40 |
134.20 |
130.25 |
3.95 |
3.0% |
0.60 |
0.5% |
27% |
False |
False |
1,844 |
60 |
134.77 |
130.25 |
4.52 |
3.4% |
0.45 |
0.3% |
23% |
False |
False |
1,234 |
80 |
136.41 |
130.25 |
6.16 |
4.7% |
0.36 |
0.3% |
17% |
False |
False |
925 |
100 |
137.90 |
130.25 |
7.65 |
5.8% |
0.32 |
0.2% |
14% |
False |
False |
740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.09 |
2.618 |
132.45 |
1.618 |
132.06 |
1.000 |
131.82 |
0.618 |
131.67 |
HIGH |
131.43 |
0.618 |
131.28 |
0.500 |
131.24 |
0.382 |
131.19 |
LOW |
131.04 |
0.618 |
130.80 |
1.000 |
130.65 |
1.618 |
130.41 |
2.618 |
130.02 |
4.250 |
129.38 |
|
|
Fisher Pivots for day following 22-May-2024 |
Pivot |
1 day |
3 day |
R1 |
131.28 |
131.40 |
PP |
131.26 |
131.36 |
S1 |
131.24 |
131.33 |
|