Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 01-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
132.04 |
131.15 |
-0.89 |
-0.7% |
132.62 |
High |
132.24 |
131.25 |
-0.99 |
-0.7% |
132.80 |
Low |
131.45 |
130.32 |
-1.13 |
-0.9% |
131.45 |
Close |
131.62 |
130.41 |
-1.21 |
-0.9% |
131.62 |
Range |
0.79 |
0.93 |
0.14 |
17.7% |
1.35 |
ATR |
0.77 |
0.81 |
0.04 |
4.9% |
0.00 |
Volume |
1,187,538 |
1,103,097 |
-84,441 |
-7.1% |
4,566,044 |
|
Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.45 |
132.86 |
130.92 |
|
R3 |
132.52 |
131.93 |
130.67 |
|
R2 |
131.59 |
131.59 |
130.58 |
|
R1 |
131.00 |
131.00 |
130.50 |
130.83 |
PP |
130.66 |
130.66 |
130.66 |
130.58 |
S1 |
130.07 |
130.07 |
130.32 |
129.90 |
S2 |
129.73 |
129.73 |
130.24 |
|
S3 |
128.80 |
129.14 |
130.15 |
|
S4 |
127.87 |
128.21 |
129.90 |
|
|
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 |
130.32 |
2.48 |
1.9% |
0.65 |
0.5% |
4% |
False |
True |
958,959 |
10 |
133.07 |
130.32 |
2.75 |
2.1% |
0.66 |
0.5% |
3% |
False |
True |
959,814 |
20 |
133.21 |
129.52 |
3.69 |
2.8% |
0.82 |
0.6% |
24% |
False |
False |
1,098,882 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.74 |
0.6% |
27% |
False |
False |
582,020 |
60 |
133.71 |
129.37 |
4.34 |
3.3% |
0.70 |
0.5% |
24% |
False |
False |
388,150 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.59 |
0.5% |
19% |
False |
False |
291,120 |
100 |
135.38 |
129.37 |
6.01 |
4.6% |
0.50 |
0.4% |
17% |
False |
False |
232,896 |
120 |
136.41 |
129.37 |
7.04 |
5.4% |
0.42 |
0.3% |
15% |
False |
False |
194,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.20 |
2.618 |
133.68 |
1.618 |
132.75 |
1.000 |
132.18 |
0.618 |
131.82 |
HIGH |
131.25 |
0.618 |
130.89 |
0.500 |
130.79 |
0.382 |
130.68 |
LOW |
130.32 |
0.618 |
129.75 |
1.000 |
129.39 |
1.618 |
128.82 |
2.618 |
127.89 |
4.250 |
126.37 |
|
|
Fisher Pivots for day following 01-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
130.79 |
131.28 |
PP |
130.66 |
130.99 |
S1 |
130.54 |
130.70 |
|