Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 05-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
130.53 |
130.61 |
0.08 |
0.1% |
131.15 |
High |
131.02 |
131.14 |
0.12 |
0.1% |
131.25 |
Low |
130.23 |
130.44 |
0.21 |
0.2% |
130.23 |
Close |
130.95 |
131.09 |
0.14 |
0.1% |
131.09 |
Range |
0.79 |
0.70 |
-0.09 |
-11.4% |
1.02 |
ATR |
0.79 |
0.78 |
-0.01 |
-0.8% |
0.00 |
Volume |
1,052,259 |
785,973 |
-266,286 |
-25.3% |
3,876,397 |
|
Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.99 |
132.74 |
131.48 |
|
R3 |
132.29 |
132.04 |
131.28 |
|
R2 |
131.59 |
131.59 |
131.22 |
|
R1 |
131.34 |
131.34 |
131.15 |
131.47 |
PP |
130.89 |
130.89 |
130.89 |
130.95 |
S1 |
130.64 |
130.64 |
131.03 |
130.77 |
S2 |
130.19 |
130.19 |
130.96 |
|
S3 |
129.49 |
129.94 |
130.90 |
|
S4 |
128.79 |
129.24 |
130.71 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.92 |
133.52 |
131.65 |
|
R3 |
132.90 |
132.50 |
131.37 |
|
R2 |
131.88 |
131.88 |
131.28 |
|
R1 |
131.48 |
131.48 |
131.18 |
131.17 |
PP |
130.86 |
130.86 |
130.86 |
130.70 |
S1 |
130.46 |
130.46 |
131.00 |
130.15 |
S2 |
129.84 |
129.84 |
130.90 |
|
S3 |
128.82 |
129.44 |
130.81 |
|
S4 |
127.80 |
128.42 |
130.53 |
|
|
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% |
0.74 |
0.6% |
43% |
False |
False |
1,012,787 |
10 |
133.06 |
130.23 |
2.83 |
2.2% |
0.65 |
0.5% |
30% |
False |
False |
943,017 |
20 |
133.21 |
129.52 |
3.69 |
2.8% |
0.79 |
0.6% |
43% |
False |
False |
1,052,935 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.74 |
0.6% |
45% |
False |
False |
651,249 |
60 |
133.71 |
129.37 |
4.34 |
3.3% |
0.72 |
0.5% |
40% |
False |
False |
434,369 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.61 |
0.5% |
32% |
False |
False |
325,786 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.51 |
0.4% |
32% |
False |
False |
260,629 |
120 |
136.41 |
129.37 |
7.04 |
5.4% |
0.44 |
0.3% |
24% |
False |
False |
217,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.12 |
2.618 |
132.97 |
1.618 |
132.27 |
1.000 |
131.84 |
0.618 |
131.57 |
HIGH |
131.14 |
0.618 |
130.87 |
0.500 |
130.79 |
0.382 |
130.71 |
LOW |
130.44 |
0.618 |
130.01 |
1.000 |
129.74 |
1.618 |
129.31 |
2.618 |
128.61 |
4.250 |
127.47 |
|
|
Fisher Pivots for day following 05-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
130.99 |
130.96 |
PP |
130.89 |
130.82 |
S1 |
130.79 |
130.69 |
|