Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 06-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
131.06 |
131.40 |
0.34 |
0.3% |
131.04 |
High |
131.58 |
131.51 |
-0.07 |
-0.1% |
131.19 |
Low |
130.94 |
130.66 |
-0.28 |
-0.2% |
129.37 |
Close |
131.49 |
130.98 |
-0.51 |
-0.4% |
129.98 |
Range |
0.64 |
0.85 |
0.21 |
32.8% |
1.82 |
ATR |
0.77 |
0.78 |
0.01 |
0.7% |
0.00 |
Volume |
934,148 |
949,833 |
15,685 |
1.7% |
1,207,440 |
|
Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.60 |
133.14 |
131.45 |
|
R3 |
132.75 |
132.29 |
131.21 |
|
R2 |
131.90 |
131.90 |
131.14 |
|
R1 |
131.44 |
131.44 |
131.06 |
131.25 |
PP |
131.05 |
131.05 |
131.05 |
130.95 |
S1 |
130.59 |
130.59 |
130.90 |
130.40 |
S2 |
130.20 |
130.20 |
130.82 |
|
S3 |
129.35 |
129.74 |
130.75 |
|
S4 |
128.50 |
128.89 |
130.51 |
|
|
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% |
0.85 |
0.6% |
73% |
False |
False |
1,071,124 |
10 |
131.58 |
129.37 |
2.21 |
1.7% |
0.83 |
0.6% |
73% |
False |
False |
588,002 |
20 |
132.83 |
129.37 |
3.46 |
2.6% |
0.72 |
0.5% |
47% |
False |
False |
296,907 |
40 |
133.71 |
129.37 |
4.34 |
3.3% |
0.68 |
0.5% |
37% |
False |
False |
148,832 |
60 |
134.77 |
129.37 |
5.40 |
4.1% |
0.56 |
0.4% |
30% |
False |
False |
99,232 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.45 |
0.3% |
30% |
False |
False |
74,426 |
100 |
136.41 |
129.37 |
7.04 |
5.4% |
0.38 |
0.3% |
23% |
False |
False |
59,540 |
120 |
139.12 |
129.37 |
9.75 |
7.4% |
0.33 |
0.3% |
17% |
False |
False |
49,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.12 |
2.618 |
133.74 |
1.618 |
132.89 |
1.000 |
132.36 |
0.618 |
132.04 |
HIGH |
131.51 |
0.618 |
131.19 |
0.500 |
131.09 |
0.382 |
130.98 |
LOW |
130.66 |
0.618 |
130.13 |
1.000 |
129.81 |
1.618 |
129.28 |
2.618 |
128.43 |
4.250 |
127.05 |
|
|
Fisher Pivots for day following 06-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
131.09 |
131.04 |
PP |
131.05 |
131.02 |
S1 |
131.02 |
131.00 |
|