Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 02-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
131.15 |
130.47 |
-0.68 |
-0.5% |
132.62 |
High |
131.25 |
130.76 |
-0.49 |
-0.4% |
132.80 |
Low |
130.32 |
130.28 |
-0.04 |
0.0% |
131.45 |
Close |
130.41 |
130.38 |
-0.03 |
0.0% |
131.62 |
Range |
0.93 |
0.48 |
-0.45 |
-48.4% |
1.35 |
ATR |
0.81 |
0.79 |
-0.02 |
-2.9% |
0.00 |
Volume |
1,103,097 |
935,068 |
-168,029 |
-15.2% |
4,566,044 |
|
Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.91 |
131.63 |
130.64 |
|
R3 |
131.43 |
131.15 |
130.51 |
|
R2 |
130.95 |
130.95 |
130.47 |
|
R1 |
130.67 |
130.67 |
130.42 |
130.57 |
PP |
130.47 |
130.47 |
130.47 |
130.43 |
S1 |
130.19 |
130.19 |
130.34 |
130.09 |
S2 |
129.99 |
129.99 |
130.29 |
|
S3 |
129.51 |
129.71 |
130.25 |
|
S4 |
129.03 |
129.23 |
130.12 |
|
|
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 |
132.56 |
130.28 |
2.28 |
1.7% |
0.66 |
0.5% |
4% |
False |
True |
991,040 |
10 |
133.06 |
130.28 |
2.78 |
2.1% |
0.62 |
0.5% |
4% |
False |
True |
944,010 |
20 |
133.21 |
129.52 |
3.69 |
2.8% |
0.80 |
0.6% |
23% |
False |
False |
1,070,685 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.73 |
0.6% |
26% |
False |
False |
605,385 |
60 |
133.71 |
129.37 |
4.34 |
3.3% |
0.70 |
0.5% |
23% |
False |
False |
403,735 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.60 |
0.5% |
19% |
False |
False |
302,808 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.50 |
0.4% |
19% |
False |
False |
242,247 |
120 |
136.41 |
129.37 |
7.04 |
5.4% |
0.43 |
0.3% |
14% |
False |
False |
201,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.80 |
2.618 |
132.02 |
1.618 |
131.54 |
1.000 |
131.24 |
0.618 |
131.06 |
HIGH |
130.76 |
0.618 |
130.58 |
0.500 |
130.52 |
0.382 |
130.46 |
LOW |
130.28 |
0.618 |
129.98 |
1.000 |
129.80 |
1.618 |
129.50 |
2.618 |
129.02 |
4.250 |
128.24 |
|
|
Fisher Pivots for day following 02-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
130.52 |
131.26 |
PP |
130.47 |
130.97 |
S1 |
130.43 |
130.67 |
|