Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 23-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
Open |
131.25 |
131.21 |
-0.04 |
0.0% |
131.67 |
High |
131.43 |
131.50 |
0.07 |
0.1% |
132.83 |
Low |
131.04 |
130.44 |
-0.60 |
-0.5% |
131.02 |
Close |
131.30 |
130.46 |
-0.84 |
-0.6% |
131.58 |
Range |
0.39 |
1.06 |
0.67 |
171.8% |
1.81 |
ATR |
0.70 |
0.73 |
0.03 |
3.7% |
0.00 |
Volume |
24,217 |
18,134 |
-6,083 |
-25.1% |
20,637 |
|
Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.98 |
133.28 |
131.04 |
|
R3 |
132.92 |
132.22 |
130.75 |
|
R2 |
131.86 |
131.86 |
130.65 |
|
R1 |
131.16 |
131.16 |
130.56 |
130.98 |
PP |
130.80 |
130.80 |
130.80 |
130.71 |
S1 |
130.10 |
130.10 |
130.36 |
129.92 |
S2 |
129.74 |
129.74 |
130.27 |
|
S3 |
128.68 |
129.04 |
130.17 |
|
S4 |
127.62 |
127.98 |
129.88 |
|
|
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 |
132.18 |
130.44 |
1.74 |
1.3% |
0.60 |
0.5% |
1% |
False |
True |
10,908 |
10 |
132.83 |
130.44 |
2.39 |
1.8% |
0.69 |
0.5% |
1% |
False |
True |
7,350 |
20 |
132.83 |
130.25 |
2.58 |
2.0% |
0.65 |
0.5% |
8% |
False |
False |
4,424 |
40 |
134.20 |
130.25 |
3.95 |
3.0% |
0.61 |
0.5% |
5% |
False |
False |
2,291 |
60 |
134.77 |
130.25 |
4.52 |
3.5% |
0.45 |
0.3% |
5% |
False |
False |
1,536 |
80 |
136.41 |
130.25 |
6.16 |
4.7% |
0.38 |
0.3% |
3% |
False |
False |
1,152 |
100 |
137.90 |
130.25 |
7.65 |
5.9% |
0.33 |
0.3% |
3% |
False |
False |
922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.01 |
2.618 |
134.28 |
1.618 |
133.22 |
1.000 |
132.56 |
0.618 |
132.16 |
HIGH |
131.50 |
0.618 |
131.10 |
0.500 |
130.97 |
0.382 |
130.84 |
LOW |
130.44 |
0.618 |
129.78 |
1.000 |
129.38 |
1.618 |
128.72 |
2.618 |
127.66 |
4.250 |
125.94 |
|
|
Fisher Pivots for day following 23-May-2024 |
Pivot |
1 day |
3 day |
R1 |
130.97 |
131.10 |
PP |
130.80 |
130.88 |
S1 |
130.63 |
130.67 |
|