Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 27-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
132.56 |
131.91 |
-0.65 |
-0.5% |
132.82 |
High |
132.56 |
132.19 |
-0.37 |
-0.3% |
133.07 |
Low |
131.97 |
131.68 |
-0.29 |
-0.2% |
132.02 |
Close |
132.02 |
132.04 |
0.02 |
0.0% |
132.53 |
Range |
0.59 |
0.51 |
-0.08 |
-13.6% |
1.05 |
ATR |
0.79 |
0.77 |
-0.02 |
-2.5% |
0.00 |
Volume |
824,420 |
905,078 |
80,658 |
9.8% |
3,929,002 |
|
Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.50 |
133.28 |
132.32 |
|
R3 |
132.99 |
132.77 |
132.18 |
|
R2 |
132.48 |
132.48 |
132.13 |
|
R1 |
132.26 |
132.26 |
132.09 |
132.37 |
PP |
131.97 |
131.97 |
131.97 |
132.03 |
S1 |
131.75 |
131.75 |
131.99 |
131.86 |
S2 |
131.46 |
131.46 |
131.95 |
|
S3 |
130.95 |
131.24 |
131.90 |
|
S4 |
130.44 |
130.73 |
131.76 |
|
|
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 |
131.68 |
1.38 |
1.0% |
0.56 |
0.4% |
26% |
False |
True |
873,248 |
10 |
133.21 |
130.80 |
2.41 |
1.8% |
0.77 |
0.6% |
51% |
False |
False |
1,031,039 |
20 |
133.21 |
129.37 |
3.84 |
2.9% |
0.80 |
0.6% |
70% |
False |
False |
1,034,560 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.74 |
0.6% |
70% |
False |
False |
524,790 |
60 |
133.71 |
129.37 |
4.34 |
3.3% |
0.69 |
0.5% |
62% |
False |
False |
349,974 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.57 |
0.4% |
49% |
False |
False |
262,487 |
100 |
135.38 |
129.37 |
6.01 |
4.6% |
0.48 |
0.4% |
44% |
False |
False |
209,990 |
120 |
136.41 |
129.37 |
7.04 |
5.3% |
0.41 |
0.3% |
38% |
False |
False |
174,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.36 |
2.618 |
133.53 |
1.618 |
133.02 |
1.000 |
132.70 |
0.618 |
132.51 |
HIGH |
132.19 |
0.618 |
132.00 |
0.500 |
131.94 |
0.382 |
131.87 |
LOW |
131.68 |
0.618 |
131.36 |
1.000 |
131.17 |
1.618 |
130.85 |
2.618 |
130.34 |
4.250 |
129.51 |
|
|
Fisher Pivots for day following 27-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
132.01 |
132.24 |
PP |
131.97 |
132.17 |
S1 |
131.94 |
132.11 |
|