Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 14-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
130.97 |
131.78 |
0.81 |
0.6% |
130.11 |
High |
131.97 |
133.21 |
1.24 |
0.9% |
133.21 |
Low |
130.80 |
131.61 |
0.81 |
0.6% |
129.52 |
Close |
131.33 |
133.07 |
1.74 |
1.3% |
133.07 |
Range |
1.17 |
1.60 |
0.43 |
36.8% |
3.69 |
ATR |
0.83 |
0.91 |
0.07 |
8.9% |
0.00 |
Volume |
1,209,383 |
1,793,503 |
584,120 |
48.3% |
6,950,745 |
|
Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.43 |
136.85 |
133.95 |
|
R3 |
135.83 |
135.25 |
133.51 |
|
R2 |
134.23 |
134.23 |
133.36 |
|
R1 |
133.65 |
133.65 |
133.22 |
133.94 |
PP |
132.63 |
132.63 |
132.63 |
132.78 |
S1 |
132.05 |
132.05 |
132.92 |
132.34 |
S2 |
131.03 |
131.03 |
132.78 |
|
S3 |
129.43 |
130.45 |
132.63 |
|
S4 |
127.83 |
128.85 |
132.19 |
|
|
Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.00 |
141.73 |
135.10 |
|
R3 |
139.31 |
138.04 |
134.08 |
|
R2 |
135.62 |
135.62 |
133.75 |
|
R1 |
134.35 |
134.35 |
133.41 |
134.99 |
PP |
131.93 |
131.93 |
131.93 |
132.25 |
S1 |
130.66 |
130.66 |
132.73 |
131.30 |
S2 |
128.24 |
128.24 |
132.39 |
|
S3 |
124.55 |
126.97 |
132.06 |
|
S4 |
120.86 |
123.28 |
131.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.21 |
129.52 |
3.69 |
2.8% |
1.07 |
0.8% |
96% |
True |
False |
1,390,149 |
10 |
133.21 |
129.52 |
3.69 |
2.8% |
0.99 |
0.7% |
96% |
True |
False |
1,237,949 |
20 |
133.21 |
129.37 |
3.84 |
2.9% |
0.83 |
0.6% |
96% |
True |
False |
682,693 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.75 |
0.6% |
96% |
True |
False |
342,251 |
60 |
134.20 |
129.37 |
4.83 |
3.6% |
0.65 |
0.5% |
77% |
False |
False |
228,187 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.52 |
0.4% |
69% |
False |
False |
171,143 |
100 |
136.41 |
129.37 |
7.04 |
5.3% |
0.44 |
0.3% |
53% |
False |
False |
136,915 |
120 |
139.12 |
129.37 |
9.75 |
7.3% |
0.39 |
0.3% |
38% |
False |
False |
114,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.01 |
2.618 |
137.40 |
1.618 |
135.80 |
1.000 |
134.81 |
0.618 |
134.20 |
HIGH |
133.21 |
0.618 |
132.60 |
0.500 |
132.41 |
0.382 |
132.22 |
LOW |
131.61 |
0.618 |
130.62 |
1.000 |
130.01 |
1.618 |
129.02 |
2.618 |
127.42 |
4.250 |
124.81 |
|
|
Fisher Pivots for day following 14-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
132.85 |
132.62 |
PP |
132.63 |
132.16 |
S1 |
132.41 |
131.71 |
|