Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 25-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2024 |
25-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
132.62 |
132.55 |
-0.07 |
-0.1% |
132.82 |
High |
132.72 |
132.80 |
0.08 |
0.1% |
133.07 |
Low |
132.22 |
132.37 |
0.15 |
0.1% |
132.02 |
Close |
132.37 |
132.51 |
0.14 |
0.1% |
132.53 |
Range |
0.50 |
0.43 |
-0.07 |
-14.0% |
1.05 |
ATR |
0.84 |
0.81 |
-0.03 |
-3.5% |
0.00 |
Volume |
874,345 |
774,663 |
-99,682 |
-11.4% |
3,929,002 |
|
Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.85 |
133.61 |
132.75 |
|
R3 |
133.42 |
133.18 |
132.63 |
|
R2 |
132.99 |
132.99 |
132.59 |
|
R1 |
132.75 |
132.75 |
132.55 |
132.66 |
PP |
132.56 |
132.56 |
132.56 |
132.51 |
S1 |
132.32 |
132.32 |
132.47 |
132.23 |
S2 |
132.13 |
132.13 |
132.43 |
|
S3 |
131.70 |
131.89 |
132.39 |
|
S4 |
131.27 |
131.46 |
132.27 |
|
|
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 |
133.06 |
132.02 |
1.04 |
0.8% |
0.58 |
0.4% |
47% |
False |
False |
896,980 |
10 |
133.21 |
129.60 |
3.61 |
2.7% |
0.84 |
0.6% |
81% |
False |
False |
1,150,819 |
20 |
133.21 |
129.37 |
3.84 |
2.9% |
0.84 |
0.6% |
82% |
False |
False |
958,247 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.74 |
0.6% |
82% |
False |
False |
481,624 |
60 |
134.20 |
129.37 |
4.83 |
3.6% |
0.69 |
0.5% |
65% |
False |
False |
321,149 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.56 |
0.4% |
58% |
False |
False |
240,868 |
100 |
136.41 |
129.37 |
7.04 |
5.3% |
0.47 |
0.4% |
45% |
False |
False |
192,695 |
120 |
137.90 |
129.37 |
8.53 |
6.4% |
0.42 |
0.3% |
37% |
False |
False |
160,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.63 |
2.618 |
133.93 |
1.618 |
133.50 |
1.000 |
133.23 |
0.618 |
133.07 |
HIGH |
132.80 |
0.618 |
132.64 |
0.500 |
132.59 |
0.382 |
132.53 |
LOW |
132.37 |
0.618 |
132.10 |
1.000 |
131.94 |
1.618 |
131.67 |
2.618 |
131.24 |
4.250 |
130.54 |
|
|
Fisher Pivots for day following 25-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
132.59 |
132.64 |
PP |
132.56 |
132.60 |
S1 |
132.54 |
132.55 |
|