Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 03-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
130.47 |
130.53 |
0.06 |
0.0% |
132.62 |
High |
130.76 |
131.02 |
0.26 |
0.2% |
132.80 |
Low |
130.28 |
130.23 |
-0.05 |
0.0% |
131.45 |
Close |
130.38 |
130.95 |
0.57 |
0.4% |
131.62 |
Range |
0.48 |
0.79 |
0.31 |
64.6% |
1.35 |
ATR |
0.79 |
0.79 |
0.00 |
0.0% |
0.00 |
Volume |
935,068 |
1,052,259 |
117,191 |
12.5% |
4,566,044 |
|
Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.10 |
132.82 |
131.38 |
|
R3 |
132.31 |
132.03 |
131.17 |
|
R2 |
131.52 |
131.52 |
131.09 |
|
R1 |
131.24 |
131.24 |
131.02 |
131.38 |
PP |
130.73 |
130.73 |
130.73 |
130.81 |
S1 |
130.45 |
130.45 |
130.88 |
130.59 |
S2 |
129.94 |
129.94 |
130.81 |
|
S3 |
129.15 |
129.66 |
130.73 |
|
S4 |
128.36 |
128.87 |
130.52 |
|
|
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 |
132.24 |
130.23 |
2.01 |
1.5% |
0.70 |
0.5% |
36% |
False |
True |
1,036,608 |
10 |
133.06 |
130.23 |
2.83 |
2.2% |
0.64 |
0.5% |
25% |
False |
True |
953,857 |
20 |
133.21 |
129.52 |
3.69 |
2.8% |
0.78 |
0.6% |
39% |
False |
False |
1,060,344 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.73 |
0.6% |
41% |
False |
False |
631,687 |
60 |
133.71 |
129.37 |
4.34 |
3.3% |
0.71 |
0.5% |
36% |
False |
False |
421,270 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.61 |
0.5% |
29% |
False |
False |
315,961 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.51 |
0.4% |
29% |
False |
False |
252,769 |
120 |
136.41 |
129.37 |
7.04 |
5.4% |
0.43 |
0.3% |
22% |
False |
False |
210,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.38 |
2.618 |
133.09 |
1.618 |
132.30 |
1.000 |
131.81 |
0.618 |
131.51 |
HIGH |
131.02 |
0.618 |
130.72 |
0.500 |
130.63 |
0.382 |
130.53 |
LOW |
130.23 |
0.618 |
129.74 |
1.000 |
129.44 |
1.618 |
128.95 |
2.618 |
128.16 |
4.250 |
126.87 |
|
|
Fisher Pivots for day following 03-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
130.84 |
130.88 |
PP |
130.73 |
130.81 |
S1 |
130.63 |
130.74 |
|