Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 11-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
130.98 |
131.33 |
0.35 |
0.3% |
131.15 |
High |
131.55 |
132.08 |
0.53 |
0.4% |
131.25 |
Low |
130.95 |
131.05 |
0.10 |
0.1% |
130.23 |
Close |
131.30 |
132.06 |
0.76 |
0.6% |
131.09 |
Range |
0.60 |
1.03 |
0.43 |
71.7% |
1.02 |
ATR |
0.75 |
0.77 |
0.02 |
2.7% |
0.00 |
Volume |
759,528 |
905,446 |
145,918 |
19.2% |
3,876,397 |
|
Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.82 |
134.47 |
132.63 |
|
R3 |
133.79 |
133.44 |
132.34 |
|
R2 |
132.76 |
132.76 |
132.25 |
|
R1 |
132.41 |
132.41 |
132.15 |
132.59 |
PP |
131.73 |
131.73 |
131.73 |
131.82 |
S1 |
131.38 |
131.38 |
131.97 |
131.56 |
S2 |
130.70 |
130.70 |
131.87 |
|
S3 |
129.67 |
130.35 |
131.78 |
|
S4 |
128.64 |
129.32 |
131.49 |
|
|
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 |
132.08 |
130.44 |
1.64 |
1.2% |
0.70 |
0.5% |
99% |
True |
False |
815,268 |
10 |
132.24 |
130.23 |
2.01 |
1.5% |
0.70 |
0.5% |
91% |
False |
False |
925,938 |
20 |
133.21 |
130.21 |
3.00 |
2.3% |
0.76 |
0.6% |
62% |
False |
False |
997,427 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.77 |
0.6% |
70% |
False |
False |
733,263 |
60 |
133.21 |
129.37 |
3.84 |
2.9% |
0.71 |
0.5% |
70% |
False |
False |
489,203 |
80 |
134.20 |
129.37 |
4.83 |
3.7% |
0.64 |
0.5% |
56% |
False |
False |
366,914 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.53 |
0.4% |
50% |
False |
False |
293,533 |
120 |
136.41 |
129.37 |
7.04 |
5.3% |
0.46 |
0.4% |
38% |
False |
False |
244,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.46 |
2.618 |
134.78 |
1.618 |
133.75 |
1.000 |
133.11 |
0.618 |
132.72 |
HIGH |
132.08 |
0.618 |
131.69 |
0.500 |
131.57 |
0.382 |
131.44 |
LOW |
131.05 |
0.618 |
130.41 |
1.000 |
130.02 |
1.618 |
129.38 |
2.618 |
128.35 |
4.250 |
126.67 |
|
|
Fisher Pivots for day following 11-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
131.90 |
131.85 |
PP |
131.73 |
131.64 |
S1 |
131.57 |
131.43 |
|