Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 07-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
131.40 |
131.01 |
-0.39 |
-0.3% |
129.92 |
High |
131.51 |
131.05 |
-0.46 |
-0.3% |
131.58 |
Low |
130.66 |
130.05 |
-0.61 |
-0.5% |
129.83 |
Close |
130.98 |
130.22 |
-0.76 |
-0.6% |
130.22 |
Range |
0.85 |
1.00 |
0.15 |
17.6% |
1.75 |
ATR |
0.78 |
0.79 |
0.02 |
2.1% |
0.00 |
Volume |
949,833 |
786,692 |
-163,141 |
-17.2% |
5,428,752 |
|
Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.44 |
132.83 |
130.77 |
|
R3 |
132.44 |
131.83 |
130.50 |
|
R2 |
131.44 |
131.44 |
130.40 |
|
R1 |
130.83 |
130.83 |
130.31 |
130.64 |
PP |
130.44 |
130.44 |
130.44 |
130.34 |
S1 |
129.83 |
129.83 |
130.13 |
129.64 |
S2 |
129.44 |
129.44 |
130.04 |
|
S3 |
128.44 |
128.83 |
129.95 |
|
S4 |
127.44 |
127.83 |
129.67 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.79 |
134.76 |
131.18 |
|
R3 |
134.04 |
133.01 |
130.70 |
|
R2 |
132.29 |
132.29 |
130.54 |
|
R1 |
131.26 |
131.26 |
130.38 |
131.78 |
PP |
130.54 |
130.54 |
130.54 |
130.80 |
S1 |
129.51 |
129.51 |
130.06 |
130.03 |
S2 |
128.79 |
128.79 |
129.90 |
|
S3 |
127.04 |
127.76 |
129.74 |
|
S4 |
125.29 |
126.01 |
129.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.58 |
129.83 |
1.75 |
1.3% |
0.91 |
0.7% |
22% |
False |
False |
1,085,750 |
10 |
131.58 |
129.37 |
2.21 |
1.7% |
0.82 |
0.6% |
38% |
False |
False |
664,858 |
20 |
132.83 |
129.37 |
3.46 |
2.7% |
0.76 |
0.6% |
25% |
False |
False |
336,104 |
40 |
133.71 |
129.37 |
4.34 |
3.3% |
0.68 |
0.5% |
20% |
False |
False |
168,499 |
60 |
134.20 |
129.37 |
4.83 |
3.7% |
0.57 |
0.4% |
18% |
False |
False |
112,343 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.47 |
0.4% |
16% |
False |
False |
84,259 |
100 |
136.41 |
129.37 |
7.04 |
5.4% |
0.39 |
0.3% |
12% |
False |
False |
67,407 |
120 |
139.12 |
129.37 |
9.75 |
7.5% |
0.34 |
0.3% |
9% |
False |
False |
56,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.30 |
2.618 |
133.67 |
1.618 |
132.67 |
1.000 |
132.05 |
0.618 |
131.67 |
HIGH |
131.05 |
0.618 |
130.67 |
0.500 |
130.55 |
0.382 |
130.43 |
LOW |
130.05 |
0.618 |
129.43 |
1.000 |
129.05 |
1.618 |
128.43 |
2.618 |
127.43 |
4.250 |
125.80 |
|
|
Fisher Pivots for day following 07-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
130.55 |
130.82 |
PP |
130.44 |
130.62 |
S1 |
130.33 |
130.42 |
|