Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 24-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
132.35 |
132.62 |
0.27 |
0.2% |
132.82 |
High |
133.06 |
132.72 |
-0.34 |
-0.3% |
133.07 |
Low |
132.30 |
132.22 |
-0.08 |
-0.1% |
132.02 |
Close |
132.53 |
132.37 |
-0.16 |
-0.1% |
132.53 |
Range |
0.76 |
0.50 |
-0.26 |
-34.2% |
1.05 |
ATR |
0.86 |
0.84 |
-0.03 |
-3.0% |
0.00 |
Volume |
987,735 |
874,345 |
-113,390 |
-11.5% |
3,929,002 |
|
Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.94 |
133.65 |
132.65 |
|
R3 |
133.44 |
133.15 |
132.51 |
|
R2 |
132.94 |
132.94 |
132.46 |
|
R1 |
132.65 |
132.65 |
132.42 |
132.55 |
PP |
132.44 |
132.44 |
132.44 |
132.38 |
S1 |
132.15 |
132.15 |
132.32 |
132.05 |
S2 |
131.94 |
131.94 |
132.28 |
|
S3 |
131.44 |
131.65 |
132.23 |
|
S4 |
130.94 |
131.15 |
132.10 |
|
|
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 |
133.07 |
132.02 |
1.05 |
0.8% |
0.67 |
0.5% |
33% |
False |
False |
960,669 |
10 |
133.21 |
129.52 |
3.69 |
2.8% |
0.87 |
0.7% |
77% |
False |
False |
1,175,409 |
20 |
133.21 |
129.37 |
3.84 |
2.9% |
0.84 |
0.6% |
78% |
False |
False |
920,133 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.74 |
0.6% |
78% |
False |
False |
462,278 |
60 |
134.20 |
129.37 |
4.83 |
3.6% |
0.69 |
0.5% |
62% |
False |
False |
308,238 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.55 |
0.4% |
56% |
False |
False |
231,185 |
100 |
136.41 |
129.37 |
7.04 |
5.3% |
0.47 |
0.4% |
43% |
False |
False |
184,948 |
120 |
137.90 |
129.37 |
8.53 |
6.4% |
0.41 |
0.3% |
35% |
False |
False |
154,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.85 |
2.618 |
134.03 |
1.618 |
133.53 |
1.000 |
133.22 |
0.618 |
133.03 |
HIGH |
132.72 |
0.618 |
132.53 |
0.500 |
132.47 |
0.382 |
132.41 |
LOW |
132.22 |
0.618 |
131.91 |
1.000 |
131.72 |
1.618 |
131.41 |
2.618 |
130.91 |
4.250 |
130.10 |
|
|
Fisher Pivots for day following 24-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
132.47 |
132.54 |
PP |
132.44 |
132.48 |
S1 |
132.40 |
132.43 |
|