Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 28-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
Open |
130.29 |
131.04 |
0.75 |
0.6% |
131.45 |
High |
130.84 |
131.19 |
0.35 |
0.3% |
131.75 |
Low |
130.29 |
130.35 |
0.06 |
0.0% |
130.29 |
Close |
130.81 |
130.74 |
-0.07 |
-0.1% |
130.81 |
Range |
0.55 |
0.84 |
0.29 |
52.7% |
1.46 |
ATR |
0.71 |
0.72 |
0.01 |
1.3% |
0.00 |
Volume |
12,391 |
49,009 |
36,618 |
295.5% |
63,647 |
|
Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.28 |
132.85 |
131.20 |
|
R3 |
132.44 |
132.01 |
130.97 |
|
R2 |
131.60 |
131.60 |
130.89 |
|
R1 |
131.17 |
131.17 |
130.82 |
130.97 |
PP |
130.76 |
130.76 |
130.76 |
130.66 |
S1 |
130.33 |
130.33 |
130.66 |
130.13 |
S2 |
129.92 |
129.92 |
130.59 |
|
S3 |
129.08 |
129.49 |
130.51 |
|
S4 |
128.24 |
128.65 |
130.28 |
|
|
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% |
0.65 |
0.5% |
31% |
False |
False |
21,807 |
10 |
132.83 |
130.29 |
2.54 |
1.9% |
0.72 |
0.6% |
18% |
False |
False |
13,078 |
20 |
132.83 |
130.29 |
2.54 |
1.9% |
0.66 |
0.5% |
18% |
False |
False |
7,428 |
40 |
134.15 |
130.25 |
3.90 |
3.0% |
0.62 |
0.5% |
13% |
False |
False |
3,825 |
60 |
134.77 |
130.25 |
4.52 |
3.5% |
0.48 |
0.4% |
11% |
False |
False |
2,559 |
80 |
136.41 |
130.25 |
6.16 |
4.7% |
0.39 |
0.3% |
8% |
False |
False |
1,919 |
100 |
136.53 |
130.25 |
6.28 |
4.8% |
0.32 |
0.2% |
8% |
False |
False |
1,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.76 |
2.618 |
133.39 |
1.618 |
132.55 |
1.000 |
132.03 |
0.618 |
131.71 |
HIGH |
131.19 |
0.618 |
130.87 |
0.500 |
130.77 |
0.382 |
130.67 |
LOW |
130.35 |
0.618 |
129.83 |
1.000 |
129.51 |
1.618 |
128.99 |
2.618 |
128.15 |
4.250 |
126.78 |
|
|
Fisher Pivots for day following 28-May-2024 |
Pivot |
1 day |
3 day |
R1 |
130.77 |
130.90 |
PP |
130.76 |
130.84 |
S1 |
130.75 |
130.79 |
|