Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 08-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
130.61 |
131.12 |
0.51 |
0.4% |
131.15 |
High |
131.14 |
131.39 |
0.25 |
0.2% |
131.25 |
Low |
130.44 |
130.74 |
0.30 |
0.2% |
130.23 |
Close |
131.09 |
131.28 |
0.19 |
0.1% |
131.09 |
Range |
0.70 |
0.65 |
-0.05 |
-7.1% |
1.02 |
ATR |
0.78 |
0.77 |
-0.01 |
-1.2% |
0.00 |
Volume |
785,973 |
773,647 |
-12,326 |
-1.6% |
3,876,397 |
|
Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.09 |
132.83 |
131.64 |
|
R3 |
132.44 |
132.18 |
131.46 |
|
R2 |
131.79 |
131.79 |
131.40 |
|
R1 |
131.53 |
131.53 |
131.34 |
131.66 |
PP |
131.14 |
131.14 |
131.14 |
131.20 |
S1 |
130.88 |
130.88 |
131.22 |
131.01 |
S2 |
130.49 |
130.49 |
131.16 |
|
S3 |
129.84 |
130.23 |
131.10 |
|
S4 |
129.19 |
129.58 |
130.92 |
|
|
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 |
131.39 |
130.23 |
1.16 |
0.9% |
0.71 |
0.5% |
91% |
True |
False |
930,008 |
10 |
132.80 |
130.23 |
2.57 |
2.0% |
0.64 |
0.5% |
41% |
False |
False |
921,608 |
20 |
133.21 |
129.52 |
3.69 |
2.8% |
0.78 |
0.6% |
48% |
False |
False |
1,044,126 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.75 |
0.6% |
50% |
False |
False |
670,516 |
60 |
133.71 |
129.37 |
4.34 |
3.3% |
0.72 |
0.5% |
44% |
False |
False |
447,263 |
80 |
134.77 |
129.37 |
5.40 |
4.1% |
0.62 |
0.5% |
35% |
False |
False |
335,455 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.52 |
0.4% |
35% |
False |
False |
268,366 |
120 |
136.41 |
129.37 |
7.04 |
5.4% |
0.45 |
0.3% |
27% |
False |
False |
223,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.15 |
2.618 |
133.09 |
1.618 |
132.44 |
1.000 |
132.04 |
0.618 |
131.79 |
HIGH |
131.39 |
0.618 |
131.14 |
0.500 |
131.07 |
0.382 |
130.99 |
LOW |
130.74 |
0.618 |
130.34 |
1.000 |
130.09 |
1.618 |
129.69 |
2.618 |
129.04 |
4.250 |
127.98 |
|
|
Fisher Pivots for day following 08-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
131.21 |
131.12 |
PP |
131.14 |
130.97 |
S1 |
131.07 |
130.81 |
|