Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 12-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
131.33 |
131.69 |
0.36 |
0.3% |
131.12 |
High |
132.08 |
131.86 |
-0.22 |
-0.2% |
132.08 |
Low |
131.05 |
131.36 |
0.31 |
0.2% |
130.74 |
Close |
132.06 |
131.73 |
-0.33 |
-0.2% |
131.73 |
Range |
1.03 |
0.50 |
-0.53 |
-51.5% |
1.34 |
ATR |
0.77 |
0.76 |
0.00 |
-0.6% |
0.00 |
Volume |
905,446 |
658,502 |
-246,944 |
-27.3% |
3,948,873 |
|
Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.15 |
132.94 |
132.01 |
|
R3 |
132.65 |
132.44 |
131.87 |
|
R2 |
132.15 |
132.15 |
131.82 |
|
R1 |
131.94 |
131.94 |
131.78 |
132.05 |
PP |
131.65 |
131.65 |
131.65 |
131.70 |
S1 |
131.44 |
131.44 |
131.68 |
131.55 |
S2 |
131.15 |
131.15 |
131.64 |
|
S3 |
130.65 |
130.94 |
131.59 |
|
S4 |
130.15 |
130.44 |
131.46 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.54 |
134.97 |
132.47 |
|
R3 |
134.20 |
133.63 |
132.10 |
|
R2 |
132.86 |
132.86 |
131.98 |
|
R1 |
132.29 |
132.29 |
131.85 |
132.58 |
PP |
131.52 |
131.52 |
131.52 |
131.66 |
S1 |
130.95 |
130.95 |
131.61 |
131.24 |
S2 |
130.18 |
130.18 |
131.48 |
|
S3 |
128.84 |
129.61 |
131.36 |
|
S4 |
127.50 |
128.27 |
130.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.08 |
130.74 |
1.34 |
1.0% |
0.66 |
0.5% |
74% |
False |
False |
789,774 |
10 |
132.24 |
130.23 |
2.01 |
1.5% |
0.70 |
0.5% |
75% |
False |
False |
901,280 |
20 |
133.21 |
130.23 |
2.98 |
2.3% |
0.73 |
0.6% |
50% |
False |
False |
966,160 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.76 |
0.6% |
61% |
False |
False |
749,573 |
60 |
133.21 |
129.37 |
3.84 |
2.9% |
0.72 |
0.5% |
61% |
False |
False |
500,173 |
80 |
134.20 |
129.37 |
4.83 |
3.7% |
0.63 |
0.5% |
49% |
False |
False |
375,145 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.54 |
0.4% |
44% |
False |
False |
300,118 |
120 |
136.41 |
129.37 |
7.04 |
5.3% |
0.47 |
0.4% |
34% |
False |
False |
250,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.99 |
2.618 |
133.17 |
1.618 |
132.67 |
1.000 |
132.36 |
0.618 |
132.17 |
HIGH |
131.86 |
0.618 |
131.67 |
0.500 |
131.61 |
0.382 |
131.55 |
LOW |
131.36 |
0.618 |
131.05 |
1.000 |
130.86 |
1.618 |
130.55 |
2.618 |
130.05 |
4.250 |
129.24 |
|
|
Fisher Pivots for day following 12-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
131.69 |
131.66 |
PP |
131.65 |
131.59 |
S1 |
131.61 |
131.52 |
|