Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 15-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
131.69 |
131.56 |
-0.13 |
-0.1% |
131.12 |
High |
131.86 |
132.10 |
0.24 |
0.2% |
132.08 |
Low |
131.36 |
131.39 |
0.03 |
0.0% |
130.74 |
Close |
131.73 |
131.96 |
0.23 |
0.2% |
131.73 |
Range |
0.50 |
0.71 |
0.21 |
42.0% |
1.34 |
ATR |
0.76 |
0.76 |
0.00 |
-0.5% |
0.00 |
Volume |
658,502 |
755,161 |
96,659 |
14.7% |
3,948,873 |
|
Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.95 |
133.66 |
132.35 |
|
R3 |
133.24 |
132.95 |
132.16 |
|
R2 |
132.53 |
132.53 |
132.09 |
|
R1 |
132.24 |
132.24 |
132.03 |
132.39 |
PP |
131.82 |
131.82 |
131.82 |
131.89 |
S1 |
131.53 |
131.53 |
131.89 |
131.68 |
S2 |
131.11 |
131.11 |
131.83 |
|
S3 |
130.40 |
130.82 |
131.76 |
|
S4 |
129.69 |
130.11 |
131.57 |
|
|
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 |
132.10 |
130.78 |
1.32 |
1.0% |
0.67 |
0.5% |
89% |
True |
False |
786,077 |
10 |
132.10 |
130.23 |
1.87 |
1.4% |
0.69 |
0.5% |
93% |
True |
False |
858,043 |
20 |
133.21 |
130.23 |
2.98 |
2.3% |
0.71 |
0.5% |
58% |
False |
False |
943,449 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.75 |
0.6% |
67% |
False |
False |
768,336 |
60 |
133.21 |
129.37 |
3.84 |
2.9% |
0.72 |
0.5% |
67% |
False |
False |
512,759 |
80 |
134.20 |
129.37 |
4.83 |
3.7% |
0.64 |
0.5% |
54% |
False |
False |
384,584 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.54 |
0.4% |
48% |
False |
False |
307,669 |
120 |
136.41 |
129.37 |
7.04 |
5.3% |
0.47 |
0.4% |
37% |
False |
False |
256,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.12 |
2.618 |
133.96 |
1.618 |
133.25 |
1.000 |
132.81 |
0.618 |
132.54 |
HIGH |
132.10 |
0.618 |
131.83 |
0.500 |
131.75 |
0.382 |
131.66 |
LOW |
131.39 |
0.618 |
130.95 |
1.000 |
130.68 |
1.618 |
130.24 |
2.618 |
129.53 |
4.250 |
128.37 |
|
|
Fisher Pivots for day following 15-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
131.89 |
131.83 |
PP |
131.82 |
131.70 |
S1 |
131.75 |
131.58 |
|