Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 09-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
131.12 |
131.26 |
0.14 |
0.1% |
131.15 |
High |
131.39 |
131.31 |
-0.08 |
-0.1% |
131.25 |
Low |
130.74 |
130.78 |
0.04 |
0.0% |
130.23 |
Close |
131.28 |
130.86 |
-0.42 |
-0.3% |
131.09 |
Range |
0.65 |
0.53 |
-0.12 |
-18.5% |
1.02 |
ATR |
0.77 |
0.75 |
-0.02 |
-2.2% |
0.00 |
Volume |
773,647 |
851,750 |
78,103 |
10.1% |
3,876,397 |
|
Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.57 |
132.25 |
131.15 |
|
R3 |
132.04 |
131.72 |
131.01 |
|
R2 |
131.51 |
131.51 |
130.96 |
|
R1 |
131.19 |
131.19 |
130.91 |
131.09 |
PP |
130.98 |
130.98 |
130.98 |
130.93 |
S1 |
130.66 |
130.66 |
130.81 |
130.56 |
S2 |
130.45 |
130.45 |
130.76 |
|
S3 |
129.92 |
130.13 |
130.71 |
|
S4 |
129.39 |
129.60 |
130.57 |
|
|
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% |
0.63 |
0.5% |
54% |
False |
False |
879,739 |
10 |
132.80 |
130.23 |
2.57 |
2.0% |
0.64 |
0.5% |
25% |
False |
False |
919,349 |
20 |
133.21 |
129.52 |
3.69 |
2.8% |
0.75 |
0.6% |
36% |
False |
False |
1,047,379 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.76 |
0.6% |
39% |
False |
False |
691,741 |
60 |
133.71 |
129.37 |
4.34 |
3.3% |
0.71 |
0.5% |
34% |
False |
False |
461,459 |
80 |
134.20 |
129.37 |
4.83 |
3.7% |
0.61 |
0.5% |
31% |
False |
False |
346,102 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.52 |
0.4% |
28% |
False |
False |
276,883 |
120 |
136.41 |
129.37 |
7.04 |
5.4% |
0.45 |
0.3% |
21% |
False |
False |
230,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.56 |
2.618 |
132.70 |
1.618 |
132.17 |
1.000 |
131.84 |
0.618 |
131.64 |
HIGH |
131.31 |
0.618 |
131.11 |
0.500 |
131.05 |
0.382 |
130.98 |
LOW |
130.78 |
0.618 |
130.45 |
1.000 |
130.25 |
1.618 |
129.92 |
2.618 |
129.39 |
4.250 |
128.53 |
|
|
Fisher Pivots for day following 09-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
131.05 |
130.92 |
PP |
130.98 |
130.90 |
S1 |
130.92 |
130.88 |
|