Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 18-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
132.82 |
132.49 |
-0.33 |
-0.2% |
130.11 |
High |
133.07 |
132.79 |
-0.28 |
-0.2% |
133.21 |
Low |
132.18 |
132.16 |
-0.02 |
0.0% |
129.52 |
Close |
132.43 |
132.60 |
0.17 |
0.1% |
133.07 |
Range |
0.89 |
0.63 |
-0.26 |
-29.2% |
3.69 |
ATR |
0.91 |
0.89 |
-0.02 |
-2.2% |
0.00 |
Volume |
1,093,110 |
953,785 |
-139,325 |
-12.7% |
6,950,745 |
|
Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.41 |
134.13 |
132.95 |
|
R3 |
133.78 |
133.50 |
132.77 |
|
R2 |
133.15 |
133.15 |
132.72 |
|
R1 |
132.87 |
132.87 |
132.66 |
133.01 |
PP |
132.52 |
132.52 |
132.52 |
132.59 |
S1 |
132.24 |
132.24 |
132.54 |
132.38 |
S2 |
131.89 |
131.89 |
132.48 |
|
S3 |
131.26 |
131.61 |
132.43 |
|
S4 |
130.63 |
130.98 |
132.25 |
|
|
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 |
130.21 |
3.00 |
2.3% |
1.07 |
0.8% |
80% |
False |
False |
1,266,728 |
10 |
133.21 |
129.52 |
3.69 |
2.8% |
0.93 |
0.7% |
83% |
False |
False |
1,166,831 |
20 |
133.21 |
129.37 |
3.84 |
2.9% |
0.85 |
0.6% |
84% |
False |
False |
784,692 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.75 |
0.6% |
84% |
False |
False |
393,413 |
60 |
134.20 |
129.37 |
4.83 |
3.6% |
0.67 |
0.5% |
67% |
False |
False |
262,302 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.54 |
0.4% |
60% |
False |
False |
196,730 |
100 |
136.41 |
129.37 |
7.04 |
5.3% |
0.45 |
0.3% |
46% |
False |
False |
157,384 |
120 |
139.12 |
129.37 |
9.75 |
7.4% |
0.40 |
0.3% |
33% |
False |
False |
131,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.47 |
2.618 |
134.44 |
1.618 |
133.81 |
1.000 |
133.42 |
0.618 |
133.18 |
HIGH |
132.79 |
0.618 |
132.55 |
0.500 |
132.48 |
0.382 |
132.40 |
LOW |
132.16 |
0.618 |
131.77 |
1.000 |
131.53 |
1.618 |
131.14 |
2.618 |
130.51 |
4.250 |
129.48 |
|
|
Fisher Pivots for day following 18-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
132.56 |
132.54 |
PP |
132.52 |
132.47 |
S1 |
132.48 |
132.41 |
|