Euro Bund Future September 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
130.35 |
129.75 |
-0.60 |
-0.5% |
131.45 |
| High |
130.53 |
129.95 |
-0.58 |
-0.4% |
131.75 |
| Low |
129.41 |
129.50 |
0.09 |
0.1% |
130.29 |
| Close |
129.73 |
129.83 |
0.10 |
0.1% |
130.81 |
| Range |
1.12 |
0.45 |
-0.67 |
-59.8% |
1.46 |
| ATR |
0.77 |
0.74 |
-0.02 |
-2.9% |
0.00 |
| Volume |
154,218 |
290,653 |
136,435 |
88.5% |
63,647 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.11 |
130.92 |
130.08 |
|
| R3 |
130.66 |
130.47 |
129.95 |
|
| R2 |
130.21 |
130.21 |
129.91 |
|
| R1 |
130.02 |
130.02 |
129.87 |
130.12 |
| PP |
129.76 |
129.76 |
129.76 |
129.81 |
| S1 |
129.57 |
129.57 |
129.79 |
129.67 |
| S2 |
129.31 |
129.31 |
129.75 |
|
| S3 |
128.86 |
129.12 |
129.71 |
|
| S4 |
128.41 |
128.67 |
129.58 |
|
|
| 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 |
131.50 |
129.41 |
2.09 |
1.6% |
0.80 |
0.6% |
20% |
False |
False |
104,881 |
| 10 |
132.83 |
129.41 |
3.42 |
2.6% |
0.67 |
0.5% |
12% |
False |
False |
56,490 |
| 20 |
132.83 |
129.41 |
3.42 |
2.6% |
0.65 |
0.5% |
12% |
False |
False |
29,538 |
| 40 |
133.71 |
129.41 |
4.30 |
3.3% |
0.63 |
0.5% |
10% |
False |
False |
14,946 |
| 60 |
134.77 |
129.41 |
5.36 |
4.1% |
0.50 |
0.4% |
8% |
False |
False |
9,974 |
| 80 |
135.38 |
129.41 |
5.97 |
4.6% |
0.41 |
0.3% |
7% |
False |
False |
7,480 |
| 100 |
136.41 |
129.41 |
7.00 |
5.4% |
0.34 |
0.3% |
6% |
False |
False |
5,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.86 |
|
2.618 |
131.13 |
|
1.618 |
130.68 |
|
1.000 |
130.40 |
|
0.618 |
130.23 |
|
HIGH |
129.95 |
|
0.618 |
129.78 |
|
0.500 |
129.73 |
|
0.382 |
129.67 |
|
LOW |
129.50 |
|
0.618 |
129.22 |
|
1.000 |
129.05 |
|
1.618 |
128.77 |
|
2.618 |
128.32 |
|
4.250 |
127.59 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
129.80 |
130.30 |
| PP |
129.76 |
130.14 |
| S1 |
129.73 |
129.99 |
|