Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 11-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
130.11 |
129.69 |
-0.42 |
-0.3% |
129.92 |
High |
130.27 |
130.36 |
0.09 |
0.1% |
131.58 |
Low |
129.52 |
129.60 |
0.08 |
0.1% |
129.83 |
Close |
129.65 |
130.16 |
0.51 |
0.4% |
130.22 |
Range |
0.75 |
0.76 |
0.01 |
1.3% |
1.75 |
ATR |
0.79 |
0.79 |
0.00 |
-0.3% |
0.00 |
Volume |
1,020,559 |
1,643,441 |
622,882 |
61.0% |
5,428,752 |
|
Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.32 |
132.00 |
130.58 |
|
R3 |
131.56 |
131.24 |
130.37 |
|
R2 |
130.80 |
130.80 |
130.30 |
|
R1 |
130.48 |
130.48 |
130.23 |
130.64 |
PP |
130.04 |
130.04 |
130.04 |
130.12 |
S1 |
129.72 |
129.72 |
130.09 |
129.88 |
S2 |
129.28 |
129.28 |
130.02 |
|
S3 |
128.52 |
128.96 |
129.95 |
|
S4 |
127.76 |
128.20 |
129.74 |
|
|
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% |
0.80 |
0.6% |
31% |
False |
False |
1,066,934 |
10 |
131.58 |
129.37 |
2.21 |
1.7% |
0.83 |
0.6% |
36% |
False |
False |
925,118 |
20 |
132.83 |
129.37 |
3.46 |
2.7% |
0.78 |
0.6% |
23% |
False |
False |
469,098 |
40 |
132.83 |
129.37 |
3.46 |
2.7% |
0.69 |
0.5% |
23% |
False |
False |
235,091 |
60 |
134.20 |
129.37 |
4.83 |
3.7% |
0.59 |
0.5% |
16% |
False |
False |
156,743 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.48 |
0.4% |
15% |
False |
False |
117,559 |
100 |
136.41 |
129.37 |
7.04 |
5.4% |
0.40 |
0.3% |
11% |
False |
False |
94,047 |
120 |
139.12 |
129.37 |
9.75 |
7.5% |
0.35 |
0.3% |
8% |
False |
False |
78,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.59 |
2.618 |
132.35 |
1.618 |
131.59 |
1.000 |
131.12 |
0.618 |
130.83 |
HIGH |
130.36 |
0.618 |
130.07 |
0.500 |
129.98 |
0.382 |
129.89 |
LOW |
129.60 |
0.618 |
129.13 |
1.000 |
128.84 |
1.618 |
128.37 |
2.618 |
127.61 |
4.250 |
126.37 |
|
|
Fisher Pivots for day following 11-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
130.10 |
130.29 |
PP |
130.04 |
130.24 |
S1 |
129.98 |
130.20 |
|