Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 03-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
129.92 |
129.92 |
0.00 |
0.0% |
131.04 |
High |
130.08 |
130.82 |
0.74 |
0.6% |
131.19 |
Low |
129.37 |
129.83 |
0.46 |
0.4% |
129.37 |
Close |
129.98 |
130.64 |
0.66 |
0.5% |
129.98 |
Range |
0.71 |
0.99 |
0.28 |
39.4% |
1.82 |
ATR |
0.74 |
0.76 |
0.02 |
2.4% |
0.00 |
Volume |
713,560 |
1,498,990 |
785,430 |
110.1% |
1,207,440 |
|
Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.40 |
133.01 |
131.18 |
|
R3 |
132.41 |
132.02 |
130.91 |
|
R2 |
131.42 |
131.42 |
130.82 |
|
R1 |
131.03 |
131.03 |
130.73 |
131.23 |
PP |
130.43 |
130.43 |
130.43 |
130.53 |
S1 |
130.04 |
130.04 |
130.55 |
130.24 |
S2 |
129.44 |
129.44 |
130.46 |
|
S3 |
128.45 |
129.05 |
130.37 |
|
S4 |
127.46 |
128.06 |
130.10 |
|
|
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% |
0.82 |
0.6% |
70% |
False |
False |
541,286 |
10 |
131.75 |
129.37 |
2.38 |
1.8% |
0.69 |
0.5% |
53% |
False |
False |
277,007 |
20 |
132.83 |
129.37 |
3.46 |
2.6% |
0.66 |
0.5% |
37% |
False |
False |
140,084 |
40 |
133.71 |
129.37 |
4.34 |
3.3% |
0.66 |
0.5% |
29% |
False |
False |
70,259 |
60 |
134.77 |
129.37 |
5.40 |
4.1% |
0.53 |
0.4% |
24% |
False |
False |
46,849 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.42 |
0.3% |
24% |
False |
False |
35,137 |
100 |
136.41 |
129.37 |
7.04 |
5.4% |
0.35 |
0.3% |
18% |
False |
False |
28,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.03 |
2.618 |
133.41 |
1.618 |
132.42 |
1.000 |
131.81 |
0.618 |
131.43 |
HIGH |
130.82 |
0.618 |
130.44 |
0.500 |
130.33 |
0.382 |
130.21 |
LOW |
129.83 |
0.618 |
129.22 |
1.000 |
128.84 |
1.618 |
128.23 |
2.618 |
127.24 |
4.250 |
125.62 |
|
|
Fisher Pivots for day following 03-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
130.54 |
130.46 |
PP |
130.43 |
130.28 |
S1 |
130.33 |
130.10 |
|