Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 24-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
Open |
131.21 |
130.29 |
-0.92 |
-0.7% |
131.45 |
High |
131.50 |
130.84 |
-0.66 |
-0.5% |
131.75 |
Low |
130.44 |
130.29 |
-0.15 |
-0.1% |
130.29 |
Close |
130.46 |
130.81 |
0.35 |
0.3% |
130.81 |
Range |
1.06 |
0.55 |
-0.51 |
-48.1% |
1.46 |
ATR |
0.73 |
0.71 |
-0.01 |
-1.7% |
0.00 |
Volume |
18,134 |
12,391 |
-5,743 |
-31.7% |
63,647 |
|
Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.30 |
132.10 |
131.11 |
|
R3 |
131.75 |
131.55 |
130.96 |
|
R2 |
131.20 |
131.20 |
130.91 |
|
R1 |
131.00 |
131.00 |
130.86 |
131.10 |
PP |
130.65 |
130.65 |
130.65 |
130.70 |
S1 |
130.45 |
130.45 |
130.76 |
130.55 |
S2 |
130.10 |
130.10 |
130.71 |
|
S3 |
129.55 |
129.90 |
130.66 |
|
S4 |
129.00 |
129.35 |
130.51 |
|
|
Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.33 |
134.53 |
131.61 |
|
R3 |
133.87 |
133.07 |
131.21 |
|
R2 |
132.41 |
132.41 |
131.08 |
|
R1 |
131.61 |
131.61 |
130.94 |
131.28 |
PP |
130.95 |
130.95 |
130.95 |
130.79 |
S1 |
130.15 |
130.15 |
130.68 |
129.82 |
S2 |
129.49 |
129.49 |
130.54 |
|
S3 |
128.03 |
128.69 |
130.41 |
|
S4 |
126.57 |
127.23 |
130.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.75 |
130.29 |
1.46 |
1.1% |
0.55 |
0.4% |
36% |
False |
True |
12,729 |
10 |
132.83 |
130.29 |
2.54 |
1.9% |
0.68 |
0.5% |
20% |
False |
True |
8,428 |
20 |
132.83 |
130.29 |
2.54 |
1.9% |
0.64 |
0.5% |
20% |
False |
True |
5,002 |
40 |
134.20 |
130.25 |
3.95 |
3.0% |
0.62 |
0.5% |
14% |
False |
False |
2,600 |
60 |
134.77 |
130.25 |
4.52 |
3.5% |
0.46 |
0.4% |
12% |
False |
False |
1,742 |
80 |
136.41 |
130.25 |
6.16 |
4.7% |
0.38 |
0.3% |
9% |
False |
False |
1,307 |
100 |
137.90 |
130.25 |
7.65 |
5.8% |
0.33 |
0.3% |
7% |
False |
False |
1,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.18 |
2.618 |
132.28 |
1.618 |
131.73 |
1.000 |
131.39 |
0.618 |
131.18 |
HIGH |
130.84 |
0.618 |
130.63 |
0.500 |
130.57 |
0.382 |
130.50 |
LOW |
130.29 |
0.618 |
129.95 |
1.000 |
129.74 |
1.618 |
129.40 |
2.618 |
128.85 |
4.250 |
127.95 |
|
|
Fisher Pivots for day following 24-May-2024 |
Pivot |
1 day |
3 day |
R1 |
130.73 |
130.90 |
PP |
130.65 |
130.87 |
S1 |
130.57 |
130.84 |
|