Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 04-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
129.92 |
130.66 |
0.74 |
0.6% |
131.04 |
High |
130.82 |
131.55 |
0.73 |
0.6% |
131.19 |
Low |
129.83 |
130.50 |
0.67 |
0.5% |
129.37 |
Close |
130.64 |
131.14 |
0.50 |
0.4% |
129.98 |
Range |
0.99 |
1.05 |
0.06 |
6.1% |
1.82 |
ATR |
0.76 |
0.78 |
0.02 |
2.7% |
0.00 |
Volume |
1,498,990 |
1,259,089 |
-239,901 |
-16.0% |
1,207,440 |
|
Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.21 |
133.73 |
131.72 |
|
R3 |
133.16 |
132.68 |
131.43 |
|
R2 |
132.11 |
132.11 |
131.33 |
|
R1 |
131.63 |
131.63 |
131.24 |
131.87 |
PP |
131.06 |
131.06 |
131.06 |
131.19 |
S1 |
130.58 |
130.58 |
131.04 |
130.82 |
S2 |
130.01 |
130.01 |
130.95 |
|
S3 |
128.96 |
129.53 |
130.85 |
|
S4 |
127.91 |
128.48 |
130.56 |
|
|
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 |
131.55 |
129.37 |
2.18 |
1.7% |
0.86 |
0.7% |
81% |
True |
False |
783,302 |
10 |
131.75 |
129.37 |
2.38 |
1.8% |
0.76 |
0.6% |
74% |
False |
False |
402,554 |
20 |
132.83 |
129.37 |
3.46 |
2.6% |
0.68 |
0.5% |
51% |
False |
False |
203,030 |
40 |
133.71 |
129.37 |
4.34 |
3.3% |
0.67 |
0.5% |
41% |
False |
False |
101,733 |
60 |
134.77 |
129.37 |
5.40 |
4.1% |
0.55 |
0.4% |
33% |
False |
False |
67,833 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.44 |
0.3% |
33% |
False |
False |
50,876 |
100 |
136.41 |
129.37 |
7.04 |
5.4% |
0.36 |
0.3% |
25% |
False |
False |
40,701 |
120 |
139.12 |
129.37 |
9.75 |
7.4% |
0.32 |
0.2% |
18% |
False |
False |
33,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.01 |
2.618 |
134.30 |
1.618 |
133.25 |
1.000 |
132.60 |
0.618 |
132.20 |
HIGH |
131.55 |
0.618 |
131.15 |
0.500 |
131.03 |
0.382 |
130.90 |
LOW |
130.50 |
0.618 |
129.85 |
1.000 |
129.45 |
1.618 |
128.80 |
2.618 |
127.75 |
4.250 |
126.04 |
|
|
Fisher Pivots for day following 04-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
131.10 |
130.91 |
PP |
131.06 |
130.69 |
S1 |
131.03 |
130.46 |
|