Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 10-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
131.01 |
130.11 |
-0.90 |
-0.7% |
129.92 |
High |
131.05 |
130.27 |
-0.78 |
-0.6% |
131.58 |
Low |
130.05 |
129.52 |
-0.53 |
-0.4% |
129.83 |
Close |
130.22 |
129.65 |
-0.57 |
-0.4% |
130.22 |
Range |
1.00 |
0.75 |
-0.25 |
-25.0% |
1.75 |
ATR |
0.79 |
0.79 |
0.00 |
-0.4% |
0.00 |
Volume |
786,692 |
1,020,559 |
233,867 |
29.7% |
5,428,752 |
|
Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.06 |
131.61 |
130.06 |
|
R3 |
131.31 |
130.86 |
129.86 |
|
R2 |
130.56 |
130.56 |
129.79 |
|
R1 |
130.11 |
130.11 |
129.72 |
129.96 |
PP |
129.81 |
129.81 |
129.81 |
129.74 |
S1 |
129.36 |
129.36 |
129.58 |
129.21 |
S2 |
129.06 |
129.06 |
129.51 |
|
S3 |
128.31 |
128.61 |
129.44 |
|
S4 |
127.56 |
127.86 |
129.24 |
|
|
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 |
129.52 |
2.06 |
1.6% |
0.86 |
0.7% |
6% |
False |
True |
990,064 |
10 |
131.58 |
129.37 |
2.21 |
1.7% |
0.84 |
0.6% |
13% |
False |
False |
765,675 |
20 |
132.83 |
129.37 |
3.46 |
2.7% |
0.76 |
0.6% |
8% |
False |
False |
387,051 |
40 |
133.71 |
129.37 |
4.34 |
3.3% |
0.69 |
0.5% |
6% |
False |
False |
194,006 |
60 |
134.20 |
129.37 |
4.83 |
3.7% |
0.58 |
0.4% |
6% |
False |
False |
129,352 |
80 |
134.77 |
129.37 |
5.40 |
4.2% |
0.47 |
0.4% |
5% |
False |
False |
97,016 |
100 |
136.41 |
129.37 |
7.04 |
5.4% |
0.40 |
0.3% |
4% |
False |
False |
77,613 |
120 |
139.12 |
129.37 |
9.75 |
7.5% |
0.35 |
0.3% |
3% |
False |
False |
64,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.46 |
2.618 |
132.23 |
1.618 |
131.48 |
1.000 |
131.02 |
0.618 |
130.73 |
HIGH |
130.27 |
0.618 |
129.98 |
0.500 |
129.90 |
0.382 |
129.81 |
LOW |
129.52 |
0.618 |
129.06 |
1.000 |
128.77 |
1.618 |
128.31 |
2.618 |
127.56 |
4.250 |
126.33 |
|
|
Fisher Pivots for day following 10-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
129.90 |
130.52 |
PP |
129.81 |
130.23 |
S1 |
129.73 |
129.94 |
|