Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 17-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
131.88 |
132.49 |
0.61 |
0.5% |
131.12 |
High |
132.57 |
132.66 |
0.09 |
0.1% |
132.08 |
Low |
131.88 |
132.25 |
0.37 |
0.3% |
130.74 |
Close |
132.38 |
132.49 |
0.11 |
0.1% |
131.73 |
Range |
0.69 |
0.41 |
-0.28 |
-40.6% |
1.34 |
ATR |
0.76 |
0.73 |
-0.02 |
-3.3% |
0.00 |
Volume |
775,393 |
737,896 |
-37,497 |
-4.8% |
3,948,873 |
|
Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.70 |
133.50 |
132.72 |
|
R3 |
133.29 |
133.09 |
132.60 |
|
R2 |
132.88 |
132.88 |
132.57 |
|
R1 |
132.68 |
132.68 |
132.53 |
132.70 |
PP |
132.47 |
132.47 |
132.47 |
132.47 |
S1 |
132.27 |
132.27 |
132.45 |
132.29 |
S2 |
132.06 |
132.06 |
132.41 |
|
S3 |
131.65 |
131.86 |
132.38 |
|
S4 |
131.24 |
131.45 |
132.26 |
|
|
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 |
132.66 |
131.05 |
1.61 |
1.2% |
0.67 |
0.5% |
89% |
True |
False |
766,479 |
10 |
132.66 |
130.23 |
2.43 |
1.8% |
0.66 |
0.5% |
93% |
True |
False |
805,555 |
20 |
133.06 |
130.23 |
2.83 |
2.1% |
0.64 |
0.5% |
80% |
False |
False |
874,782 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.74 |
0.6% |
81% |
False |
False |
805,983 |
60 |
133.21 |
129.37 |
3.84 |
2.9% |
0.72 |
0.5% |
81% |
False |
False |
537,980 |
80 |
134.20 |
129.37 |
4.83 |
3.6% |
0.65 |
0.5% |
65% |
False |
False |
403,500 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.56 |
0.4% |
58% |
False |
False |
322,802 |
120 |
136.41 |
129.37 |
7.04 |
5.3% |
0.48 |
0.4% |
44% |
False |
False |
269,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.40 |
2.618 |
133.73 |
1.618 |
133.32 |
1.000 |
133.07 |
0.618 |
132.91 |
HIGH |
132.66 |
0.618 |
132.50 |
0.500 |
132.46 |
0.382 |
132.41 |
LOW |
132.25 |
0.618 |
132.00 |
1.000 |
131.84 |
1.618 |
131.59 |
2.618 |
131.18 |
4.250 |
130.51 |
|
|
Fisher Pivots for day following 17-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
132.48 |
132.34 |
PP |
132.47 |
132.18 |
S1 |
132.46 |
132.03 |
|