Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 13-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
130.23 |
130.97 |
0.74 |
0.6% |
129.92 |
High |
131.26 |
131.97 |
0.71 |
0.5% |
131.58 |
Low |
130.21 |
130.80 |
0.59 |
0.5% |
129.83 |
Close |
131.10 |
131.33 |
0.23 |
0.2% |
130.22 |
Range |
1.05 |
1.17 |
0.12 |
11.4% |
1.75 |
ATR |
0.81 |
0.83 |
0.03 |
3.2% |
0.00 |
Volume |
1,283,859 |
1,209,383 |
-74,476 |
-5.8% |
5,428,752 |
|
Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.88 |
134.27 |
131.97 |
|
R3 |
133.71 |
133.10 |
131.65 |
|
R2 |
132.54 |
132.54 |
131.54 |
|
R1 |
131.93 |
131.93 |
131.44 |
132.24 |
PP |
131.37 |
131.37 |
131.37 |
131.52 |
S1 |
130.76 |
130.76 |
131.22 |
131.07 |
S2 |
130.20 |
130.20 |
131.12 |
|
S3 |
129.03 |
129.59 |
131.01 |
|
S4 |
127.86 |
128.42 |
130.69 |
|
|
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 |
131.97 |
129.52 |
2.45 |
1.9% |
0.95 |
0.7% |
74% |
True |
False |
1,188,786 |
10 |
131.97 |
129.37 |
2.60 |
2.0% |
0.90 |
0.7% |
75% |
True |
False |
1,129,955 |
20 |
132.83 |
129.37 |
3.46 |
2.6% |
0.78 |
0.6% |
57% |
False |
False |
593,223 |
40 |
132.83 |
129.37 |
3.46 |
2.6% |
0.72 |
0.5% |
57% |
False |
False |
297,414 |
60 |
134.20 |
129.37 |
4.83 |
3.7% |
0.62 |
0.5% |
41% |
False |
False |
198,296 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.50 |
0.4% |
36% |
False |
False |
148,725 |
100 |
136.41 |
129.37 |
7.04 |
5.4% |
0.43 |
0.3% |
28% |
False |
False |
118,980 |
120 |
139.12 |
129.37 |
9.75 |
7.4% |
0.37 |
0.3% |
20% |
False |
False |
99,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.94 |
2.618 |
135.03 |
1.618 |
133.86 |
1.000 |
133.14 |
0.618 |
132.69 |
HIGH |
131.97 |
0.618 |
131.52 |
0.500 |
131.39 |
0.382 |
131.25 |
LOW |
130.80 |
0.618 |
130.08 |
1.000 |
129.63 |
1.618 |
128.91 |
2.618 |
127.74 |
4.250 |
125.83 |
|
|
Fisher Pivots for day following 13-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
131.39 |
131.15 |
PP |
131.37 |
130.97 |
S1 |
131.35 |
130.79 |
|