Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 16-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
131.56 |
131.88 |
0.32 |
0.2% |
131.12 |
High |
132.10 |
132.57 |
0.47 |
0.4% |
132.08 |
Low |
131.39 |
131.88 |
0.49 |
0.4% |
130.74 |
Close |
131.96 |
132.38 |
0.42 |
0.3% |
131.73 |
Range |
0.71 |
0.69 |
-0.02 |
-2.8% |
1.34 |
ATR |
0.76 |
0.76 |
-0.01 |
-0.7% |
0.00 |
Volume |
755,161 |
775,393 |
20,232 |
2.7% |
3,948,873 |
|
Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.35 |
134.05 |
132.76 |
|
R3 |
133.66 |
133.36 |
132.57 |
|
R2 |
132.97 |
132.97 |
132.51 |
|
R1 |
132.67 |
132.67 |
132.44 |
132.82 |
PP |
132.28 |
132.28 |
132.28 |
132.35 |
S1 |
131.98 |
131.98 |
132.32 |
132.13 |
S2 |
131.59 |
131.59 |
132.25 |
|
S3 |
130.90 |
131.29 |
132.19 |
|
S4 |
130.21 |
130.60 |
132.00 |
|
|
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 |
132.57 |
130.95 |
1.62 |
1.2% |
0.71 |
0.5% |
88% |
True |
False |
770,806 |
10 |
132.57 |
130.23 |
2.34 |
1.8% |
0.67 |
0.5% |
92% |
True |
False |
825,272 |
20 |
133.07 |
130.23 |
2.84 |
2.1% |
0.66 |
0.5% |
76% |
False |
False |
892,543 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.74 |
0.6% |
78% |
False |
False |
787,618 |
60 |
133.21 |
129.37 |
3.84 |
2.9% |
0.72 |
0.5% |
78% |
False |
False |
525,682 |
80 |
134.20 |
129.37 |
4.83 |
3.6% |
0.65 |
0.5% |
62% |
False |
False |
394,276 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.55 |
0.4% |
56% |
False |
False |
315,423 |
120 |
136.41 |
129.37 |
7.04 |
5.3% |
0.47 |
0.4% |
43% |
False |
False |
262,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.50 |
2.618 |
134.38 |
1.618 |
133.69 |
1.000 |
133.26 |
0.618 |
133.00 |
HIGH |
132.57 |
0.618 |
132.31 |
0.500 |
132.23 |
0.382 |
132.14 |
LOW |
131.88 |
0.618 |
131.45 |
1.000 |
131.19 |
1.618 |
130.76 |
2.618 |
130.07 |
4.250 |
128.95 |
|
|
Fisher Pivots for day following 16-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
132.33 |
132.24 |
PP |
132.28 |
132.10 |
S1 |
132.23 |
131.97 |
|