Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 05-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
130.66 |
131.06 |
0.40 |
0.3% |
131.04 |
High |
131.55 |
131.58 |
0.03 |
0.0% |
131.19 |
Low |
130.50 |
130.94 |
0.44 |
0.3% |
129.37 |
Close |
131.14 |
131.49 |
0.35 |
0.3% |
129.98 |
Range |
1.05 |
0.64 |
-0.41 |
-39.0% |
1.82 |
ATR |
0.78 |
0.77 |
-0.01 |
-1.3% |
0.00 |
Volume |
1,259,089 |
934,148 |
-324,941 |
-25.8% |
1,207,440 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.26 |
133.01 |
131.84 |
|
R3 |
132.62 |
132.37 |
131.67 |
|
R2 |
131.98 |
131.98 |
131.61 |
|
R1 |
131.73 |
131.73 |
131.55 |
131.86 |
PP |
131.34 |
131.34 |
131.34 |
131.40 |
S1 |
131.09 |
131.09 |
131.43 |
131.22 |
S2 |
130.70 |
130.70 |
131.37 |
|
S3 |
130.06 |
130.45 |
131.31 |
|
S4 |
129.42 |
129.81 |
131.14 |
|
|
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 |
131.58 |
129.37 |
2.21 |
1.7% |
0.77 |
0.6% |
96% |
True |
False |
939,288 |
10 |
131.58 |
129.37 |
2.21 |
1.7% |
0.78 |
0.6% |
96% |
True |
False |
495,440 |
20 |
132.83 |
129.37 |
3.46 |
2.6% |
0.70 |
0.5% |
61% |
False |
False |
249,563 |
40 |
133.71 |
129.37 |
4.34 |
3.3% |
0.68 |
0.5% |
49% |
False |
False |
125,087 |
60 |
134.77 |
129.37 |
5.40 |
4.1% |
0.55 |
0.4% |
39% |
False |
False |
83,402 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.44 |
0.3% |
39% |
False |
False |
62,553 |
100 |
136.41 |
129.37 |
7.04 |
5.4% |
0.37 |
0.3% |
30% |
False |
False |
50,042 |
120 |
139.12 |
129.37 |
9.75 |
7.4% |
0.33 |
0.2% |
22% |
False |
False |
41,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.30 |
2.618 |
133.26 |
1.618 |
132.62 |
1.000 |
132.22 |
0.618 |
131.98 |
HIGH |
131.58 |
0.618 |
131.34 |
0.500 |
131.26 |
0.382 |
131.18 |
LOW |
130.94 |
0.618 |
130.54 |
1.000 |
130.30 |
1.618 |
129.90 |
2.618 |
129.26 |
4.250 |
128.22 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
131.41 |
131.23 |
PP |
131.34 |
130.97 |
S1 |
131.26 |
130.71 |
|