Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 26-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
132.55 |
132.56 |
0.01 |
0.0% |
132.82 |
High |
132.80 |
132.56 |
-0.24 |
-0.2% |
133.07 |
Low |
132.37 |
131.97 |
-0.40 |
-0.3% |
132.02 |
Close |
132.51 |
132.02 |
-0.49 |
-0.4% |
132.53 |
Range |
0.43 |
0.59 |
0.16 |
37.2% |
1.05 |
ATR |
0.81 |
0.79 |
-0.02 |
-1.9% |
0.00 |
Volume |
774,663 |
824,420 |
49,757 |
6.4% |
3,929,002 |
|
Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.95 |
133.58 |
132.34 |
|
R3 |
133.36 |
132.99 |
132.18 |
|
R2 |
132.77 |
132.77 |
132.13 |
|
R1 |
132.40 |
132.40 |
132.07 |
132.29 |
PP |
132.18 |
132.18 |
132.18 |
132.13 |
S1 |
131.81 |
131.81 |
131.97 |
131.70 |
S2 |
131.59 |
131.59 |
131.91 |
|
S3 |
131.00 |
131.22 |
131.86 |
|
S4 |
130.41 |
130.63 |
131.70 |
|
|
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 |
131.97 |
1.09 |
0.8% |
0.57 |
0.4% |
5% |
False |
True |
871,107 |
10 |
133.21 |
130.21 |
3.00 |
2.3% |
0.82 |
0.6% |
60% |
False |
False |
1,068,917 |
20 |
133.21 |
129.37 |
3.84 |
2.9% |
0.83 |
0.6% |
69% |
False |
False |
997,017 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.74 |
0.6% |
69% |
False |
False |
502,223 |
60 |
134.15 |
129.37 |
4.78 |
3.6% |
0.69 |
0.5% |
55% |
False |
False |
334,889 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.56 |
0.4% |
49% |
False |
False |
251,174 |
100 |
136.41 |
129.37 |
7.04 |
5.3% |
0.48 |
0.4% |
38% |
False |
False |
200,939 |
120 |
136.53 |
129.37 |
7.16 |
5.4% |
0.41 |
0.3% |
37% |
False |
False |
167,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.07 |
2.618 |
134.10 |
1.618 |
133.51 |
1.000 |
133.15 |
0.618 |
132.92 |
HIGH |
132.56 |
0.618 |
132.33 |
0.500 |
132.27 |
0.382 |
132.20 |
LOW |
131.97 |
0.618 |
131.61 |
1.000 |
131.38 |
1.618 |
131.02 |
2.618 |
130.43 |
4.250 |
129.46 |
|
|
Fisher Pivots for day following 26-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
132.27 |
132.39 |
PP |
132.18 |
132.26 |
S1 |
132.10 |
132.14 |
|