Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 10-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
131.26 |
130.98 |
-0.28 |
-0.2% |
131.15 |
High |
131.31 |
131.55 |
0.24 |
0.2% |
131.25 |
Low |
130.78 |
130.95 |
0.17 |
0.1% |
130.23 |
Close |
130.86 |
131.30 |
0.44 |
0.3% |
131.09 |
Range |
0.53 |
0.60 |
0.07 |
13.2% |
1.02 |
ATR |
0.75 |
0.75 |
0.00 |
-0.6% |
0.00 |
Volume |
851,750 |
759,528 |
-92,222 |
-10.8% |
3,876,397 |
|
Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.07 |
132.78 |
131.63 |
|
R3 |
132.47 |
132.18 |
131.47 |
|
R2 |
131.87 |
131.87 |
131.41 |
|
R1 |
131.58 |
131.58 |
131.36 |
131.73 |
PP |
131.27 |
131.27 |
131.27 |
131.34 |
S1 |
130.98 |
130.98 |
131.25 |
131.13 |
S2 |
130.67 |
130.67 |
131.19 |
|
S3 |
130.07 |
130.38 |
131.14 |
|
S4 |
129.47 |
129.78 |
130.97 |
|
|
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 |
131.55 |
130.23 |
1.32 |
1.0% |
0.65 |
0.5% |
81% |
True |
False |
844,631 |
10 |
132.56 |
130.23 |
2.33 |
1.8% |
0.66 |
0.5% |
46% |
False |
False |
917,835 |
20 |
133.21 |
129.60 |
3.61 |
2.7% |
0.75 |
0.6% |
47% |
False |
False |
1,034,327 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.75 |
0.6% |
50% |
False |
False |
710,689 |
60 |
133.71 |
129.37 |
4.34 |
3.3% |
0.71 |
0.5% |
44% |
False |
False |
474,113 |
80 |
134.20 |
129.37 |
4.83 |
3.7% |
0.62 |
0.5% |
40% |
False |
False |
355,596 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.53 |
0.4% |
36% |
False |
False |
284,478 |
120 |
136.41 |
129.37 |
7.04 |
5.4% |
0.46 |
0.3% |
27% |
False |
False |
237,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.10 |
2.618 |
133.12 |
1.618 |
132.52 |
1.000 |
132.15 |
0.618 |
131.92 |
HIGH |
131.55 |
0.618 |
131.32 |
0.500 |
131.25 |
0.382 |
131.18 |
LOW |
130.95 |
0.618 |
130.58 |
1.000 |
130.35 |
1.618 |
129.98 |
2.618 |
129.38 |
4.250 |
128.40 |
|
|
Fisher Pivots for day following 10-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
131.28 |
131.25 |
PP |
131.27 |
131.20 |
S1 |
131.25 |
131.15 |
|