Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 21-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
132.46 |
132.35 |
-0.11 |
-0.1% |
132.82 |
High |
132.59 |
133.06 |
0.47 |
0.4% |
133.07 |
Low |
132.02 |
132.30 |
0.28 |
0.2% |
132.02 |
Close |
132.24 |
132.53 |
0.29 |
0.2% |
132.53 |
Range |
0.57 |
0.76 |
0.19 |
33.3% |
1.05 |
ATR |
0.87 |
0.86 |
0.00 |
-0.4% |
0.00 |
Volume |
894,372 |
987,735 |
93,363 |
10.4% |
3,929,002 |
|
Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.91 |
134.48 |
132.95 |
|
R3 |
134.15 |
133.72 |
132.74 |
|
R2 |
133.39 |
133.39 |
132.67 |
|
R1 |
132.96 |
132.96 |
132.60 |
133.18 |
PP |
132.63 |
132.63 |
132.63 |
132.74 |
S1 |
132.20 |
132.20 |
132.46 |
132.42 |
S2 |
131.87 |
131.87 |
132.39 |
|
S3 |
131.11 |
131.44 |
132.32 |
|
S4 |
130.35 |
130.68 |
132.11 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.69 |
135.16 |
133.11 |
|
R3 |
134.64 |
134.11 |
132.82 |
|
R2 |
133.59 |
133.59 |
132.72 |
|
R1 |
133.06 |
133.06 |
132.63 |
132.80 |
PP |
132.54 |
132.54 |
132.54 |
132.41 |
S1 |
132.01 |
132.01 |
132.43 |
131.75 |
S2 |
131.49 |
131.49 |
132.34 |
|
S3 |
130.44 |
130.96 |
132.24 |
|
S4 |
129.39 |
129.91 |
131.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.21 |
131.61 |
1.60 |
1.2% |
0.89 |
0.7% |
58% |
False |
False |
1,144,501 |
10 |
133.21 |
129.52 |
3.69 |
2.8% |
0.92 |
0.7% |
82% |
False |
False |
1,166,643 |
20 |
133.21 |
129.37 |
3.84 |
2.9% |
0.87 |
0.7% |
82% |
False |
False |
877,323 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.75 |
0.6% |
82% |
False |
False |
440,441 |
60 |
134.20 |
129.37 |
4.83 |
3.6% |
0.69 |
0.5% |
65% |
False |
False |
293,671 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.56 |
0.4% |
59% |
False |
False |
220,256 |
100 |
136.41 |
129.37 |
7.04 |
5.3% |
0.46 |
0.4% |
45% |
False |
False |
176,205 |
120 |
137.90 |
129.37 |
8.53 |
6.4% |
0.41 |
0.3% |
37% |
False |
False |
146,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.29 |
2.618 |
135.05 |
1.618 |
134.29 |
1.000 |
133.82 |
0.618 |
133.53 |
HIGH |
133.06 |
0.618 |
132.77 |
0.500 |
132.68 |
0.382 |
132.59 |
LOW |
132.30 |
0.618 |
131.83 |
1.000 |
131.54 |
1.618 |
131.07 |
2.618 |
130.31 |
4.250 |
129.07 |
|
|
Fisher Pivots for day following 21-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
132.68 |
132.54 |
PP |
132.63 |
132.54 |
S1 |
132.58 |
132.53 |
|