Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 20-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
132.49 |
132.46 |
-0.03 |
0.0% |
130.11 |
High |
132.79 |
132.59 |
-0.20 |
-0.2% |
133.21 |
Low |
132.16 |
132.02 |
-0.14 |
-0.1% |
129.52 |
Close |
132.60 |
132.24 |
-0.36 |
-0.3% |
133.07 |
Range |
0.63 |
0.57 |
-0.06 |
-9.5% |
3.69 |
ATR |
0.89 |
0.87 |
-0.02 |
-2.5% |
0.00 |
Volume |
953,785 |
894,372 |
-59,413 |
-6.2% |
6,950,745 |
|
Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.99 |
133.69 |
132.55 |
|
R3 |
133.42 |
133.12 |
132.40 |
|
R2 |
132.85 |
132.85 |
132.34 |
|
R1 |
132.55 |
132.55 |
132.29 |
132.42 |
PP |
132.28 |
132.28 |
132.28 |
132.22 |
S1 |
131.98 |
131.98 |
132.19 |
131.85 |
S2 |
131.71 |
131.71 |
132.14 |
|
S3 |
131.14 |
131.41 |
132.08 |
|
S4 |
130.57 |
130.84 |
131.93 |
|
|
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 |
130.80 |
2.41 |
1.8% |
0.97 |
0.7% |
60% |
False |
False |
1,188,830 |
10 |
133.21 |
129.52 |
3.69 |
2.8% |
0.93 |
0.7% |
74% |
False |
False |
1,162,853 |
20 |
133.21 |
129.37 |
3.84 |
2.9% |
0.85 |
0.6% |
75% |
False |
False |
829,147 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.75 |
0.6% |
75% |
False |
False |
415,758 |
60 |
134.20 |
129.37 |
4.83 |
3.7% |
0.68 |
0.5% |
59% |
False |
False |
277,208 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.55 |
0.4% |
53% |
False |
False |
207,909 |
100 |
136.41 |
129.37 |
7.04 |
5.3% |
0.46 |
0.3% |
41% |
False |
False |
166,327 |
120 |
138.67 |
129.37 |
9.30 |
7.0% |
0.40 |
0.3% |
31% |
False |
False |
138,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.01 |
2.618 |
134.08 |
1.618 |
133.51 |
1.000 |
133.16 |
0.618 |
132.94 |
HIGH |
132.59 |
0.618 |
132.37 |
0.500 |
132.31 |
0.382 |
132.24 |
LOW |
132.02 |
0.618 |
131.67 |
1.000 |
131.45 |
1.618 |
131.10 |
2.618 |
130.53 |
4.250 |
129.60 |
|
|
Fisher Pivots for day following 20-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
132.31 |
132.55 |
PP |
132.28 |
132.44 |
S1 |
132.26 |
132.34 |
|