Euro Bund Future September 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
129.75 |
129.92 |
0.17 |
0.1% |
131.04 |
| High |
129.95 |
130.08 |
0.13 |
0.1% |
131.19 |
| Low |
129.50 |
129.37 |
-0.13 |
-0.1% |
129.37 |
| Close |
129.83 |
129.98 |
0.15 |
0.1% |
129.98 |
| Range |
0.45 |
0.71 |
0.26 |
57.8% |
1.82 |
| ATR |
0.74 |
0.74 |
0.00 |
-0.3% |
0.00 |
| Volume |
290,653 |
713,560 |
422,907 |
145.5% |
1,207,440 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.94 |
131.67 |
130.37 |
|
| R3 |
131.23 |
130.96 |
130.18 |
|
| R2 |
130.52 |
130.52 |
130.11 |
|
| R1 |
130.25 |
130.25 |
130.05 |
130.39 |
| PP |
129.81 |
129.81 |
129.81 |
129.88 |
| S1 |
129.54 |
129.54 |
129.91 |
129.68 |
| S2 |
129.10 |
129.10 |
129.85 |
|
| S3 |
128.39 |
128.83 |
129.78 |
|
| S4 |
127.68 |
128.12 |
129.59 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.64 |
134.63 |
130.98 |
|
| R3 |
133.82 |
132.81 |
130.48 |
|
| R2 |
132.00 |
132.00 |
130.31 |
|
| R1 |
130.99 |
130.99 |
130.15 |
130.59 |
| PP |
130.18 |
130.18 |
130.18 |
129.98 |
| S1 |
129.17 |
129.17 |
129.81 |
128.77 |
| S2 |
128.36 |
128.36 |
129.65 |
|
| S3 |
126.54 |
127.35 |
129.48 |
|
| S4 |
124.72 |
125.53 |
128.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131.19 |
129.37 |
1.82 |
1.4% |
0.73 |
0.6% |
34% |
False |
True |
243,966 |
| 10 |
132.18 |
129.37 |
2.81 |
2.2% |
0.67 |
0.5% |
22% |
False |
True |
127,437 |
| 20 |
132.83 |
129.37 |
3.46 |
2.7% |
0.66 |
0.5% |
18% |
False |
True |
65,158 |
| 40 |
133.71 |
129.37 |
4.34 |
3.3% |
0.64 |
0.5% |
14% |
False |
True |
32,785 |
| 60 |
134.77 |
129.37 |
5.40 |
4.2% |
0.51 |
0.4% |
11% |
False |
True |
21,866 |
| 80 |
135.38 |
129.37 |
6.01 |
4.6% |
0.42 |
0.3% |
10% |
False |
True |
16,400 |
| 100 |
136.41 |
129.37 |
7.04 |
5.4% |
0.34 |
0.3% |
9% |
False |
True |
13,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.10 |
|
2.618 |
131.94 |
|
1.618 |
131.23 |
|
1.000 |
130.79 |
|
0.618 |
130.52 |
|
HIGH |
130.08 |
|
0.618 |
129.81 |
|
0.500 |
129.73 |
|
0.382 |
129.64 |
|
LOW |
129.37 |
|
0.618 |
128.93 |
|
1.000 |
128.66 |
|
1.618 |
128.22 |
|
2.618 |
127.51 |
|
4.250 |
126.35 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
129.90 |
129.97 |
| PP |
129.81 |
129.96 |
| S1 |
129.73 |
129.95 |
|