Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 17-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
131.78 |
132.82 |
1.04 |
0.8% |
130.11 |
High |
133.21 |
133.07 |
-0.14 |
-0.1% |
133.21 |
Low |
131.61 |
132.18 |
0.57 |
0.4% |
129.52 |
Close |
133.07 |
132.43 |
-0.64 |
-0.5% |
133.07 |
Range |
1.60 |
0.89 |
-0.71 |
-44.4% |
3.69 |
ATR |
0.91 |
0.91 |
0.00 |
-0.2% |
0.00 |
Volume |
1,793,503 |
1,093,110 |
-700,393 |
-39.1% |
6,950,745 |
|
Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.23 |
134.72 |
132.92 |
|
R3 |
134.34 |
133.83 |
132.67 |
|
R2 |
133.45 |
133.45 |
132.59 |
|
R1 |
132.94 |
132.94 |
132.51 |
132.75 |
PP |
132.56 |
132.56 |
132.56 |
132.47 |
S1 |
132.05 |
132.05 |
132.35 |
131.86 |
S2 |
131.67 |
131.67 |
132.27 |
|
S3 |
130.78 |
131.16 |
132.19 |
|
S4 |
129.89 |
130.27 |
131.94 |
|
|
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 |
129.60 |
3.61 |
2.7% |
1.09 |
0.8% |
78% |
False |
False |
1,404,659 |
10 |
133.21 |
129.52 |
3.69 |
2.8% |
0.98 |
0.7% |
79% |
False |
False |
1,197,361 |
20 |
133.21 |
129.37 |
3.84 |
2.9% |
0.83 |
0.6% |
80% |
False |
False |
737,184 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.76 |
0.6% |
80% |
False |
False |
369,578 |
60 |
134.20 |
129.37 |
4.83 |
3.6% |
0.66 |
0.5% |
63% |
False |
False |
246,406 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.53 |
0.4% |
57% |
False |
False |
184,807 |
100 |
136.41 |
129.37 |
7.04 |
5.3% |
0.44 |
0.3% |
43% |
False |
False |
147,846 |
120 |
139.12 |
129.37 |
9.75 |
7.4% |
0.39 |
0.3% |
31% |
False |
False |
123,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.85 |
2.618 |
135.40 |
1.618 |
134.51 |
1.000 |
133.96 |
0.618 |
133.62 |
HIGH |
133.07 |
0.618 |
132.73 |
0.500 |
132.63 |
0.382 |
132.52 |
LOW |
132.18 |
0.618 |
131.63 |
1.000 |
131.29 |
1.618 |
130.74 |
2.618 |
129.85 |
4.250 |
128.40 |
|
|
Fisher Pivots for day following 17-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
132.63 |
132.29 |
PP |
132.56 |
132.15 |
S1 |
132.50 |
132.01 |
|