Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 28-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
131.91 |
132.04 |
0.13 |
0.1% |
132.62 |
High |
132.19 |
132.24 |
0.05 |
0.0% |
132.80 |
Low |
131.68 |
131.45 |
-0.23 |
-0.2% |
131.45 |
Close |
132.04 |
131.62 |
-0.42 |
-0.3% |
131.62 |
Range |
0.51 |
0.79 |
0.28 |
54.9% |
1.35 |
ATR |
0.77 |
0.77 |
0.00 |
0.2% |
0.00 |
Volume |
905,078 |
1,187,538 |
282,460 |
31.2% |
4,566,044 |
|
Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.14 |
133.67 |
132.05 |
|
R3 |
133.35 |
132.88 |
131.84 |
|
R2 |
132.56 |
132.56 |
131.76 |
|
R1 |
132.09 |
132.09 |
131.69 |
131.93 |
PP |
131.77 |
131.77 |
131.77 |
131.69 |
S1 |
131.30 |
131.30 |
131.55 |
131.14 |
S2 |
130.98 |
130.98 |
131.48 |
|
S3 |
130.19 |
130.51 |
131.40 |
|
S4 |
129.40 |
129.72 |
131.19 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.01 |
135.16 |
132.36 |
|
R3 |
134.66 |
133.81 |
131.99 |
|
R2 |
133.31 |
133.31 |
131.87 |
|
R1 |
132.46 |
132.46 |
131.74 |
132.21 |
PP |
131.96 |
131.96 |
131.96 |
131.83 |
S1 |
131.11 |
131.11 |
131.50 |
130.86 |
S2 |
130.61 |
130.61 |
131.37 |
|
S3 |
129.26 |
129.76 |
131.25 |
|
S4 |
127.91 |
128.41 |
130.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.80 |
131.45 |
1.35 |
1.0% |
0.56 |
0.4% |
13% |
False |
True |
913,208 |
10 |
133.21 |
131.45 |
1.76 |
1.3% |
0.73 |
0.6% |
10% |
False |
True |
1,028,854 |
20 |
133.21 |
129.37 |
3.84 |
2.9% |
0.81 |
0.6% |
59% |
False |
False |
1,079,405 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.73 |
0.6% |
59% |
False |
False |
554,471 |
60 |
133.71 |
129.37 |
4.34 |
3.3% |
0.69 |
0.5% |
52% |
False |
False |
369,766 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.58 |
0.4% |
42% |
False |
False |
277,331 |
100 |
135.38 |
129.37 |
6.01 |
4.6% |
0.49 |
0.4% |
37% |
False |
False |
221,865 |
120 |
136.41 |
129.37 |
7.04 |
5.3% |
0.42 |
0.3% |
32% |
False |
False |
184,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.60 |
2.618 |
134.31 |
1.618 |
133.52 |
1.000 |
133.03 |
0.618 |
132.73 |
HIGH |
132.24 |
0.618 |
131.94 |
0.500 |
131.85 |
0.382 |
131.75 |
LOW |
131.45 |
0.618 |
130.96 |
1.000 |
130.66 |
1.618 |
130.17 |
2.618 |
129.38 |
4.250 |
128.09 |
|
|
Fisher Pivots for day following 28-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
131.85 |
132.01 |
PP |
131.77 |
131.88 |
S1 |
131.70 |
131.75 |
|