Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 18-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
132.49 |
132.50 |
0.01 |
0.0% |
131.12 |
High |
132.66 |
132.73 |
0.07 |
0.1% |
132.08 |
Low |
132.25 |
132.15 |
-0.10 |
-0.1% |
130.74 |
Close |
132.49 |
132.63 |
0.14 |
0.1% |
131.73 |
Range |
0.41 |
0.58 |
0.17 |
41.5% |
1.34 |
ATR |
0.73 |
0.72 |
-0.01 |
-1.5% |
0.00 |
Volume |
737,896 |
830,808 |
92,912 |
12.6% |
3,948,873 |
|
Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.24 |
134.02 |
132.95 |
|
R3 |
133.66 |
133.44 |
132.79 |
|
R2 |
133.08 |
133.08 |
132.74 |
|
R1 |
132.86 |
132.86 |
132.68 |
132.97 |
PP |
132.50 |
132.50 |
132.50 |
132.56 |
S1 |
132.28 |
132.28 |
132.58 |
132.39 |
S2 |
131.92 |
131.92 |
132.52 |
|
S3 |
131.34 |
131.70 |
132.47 |
|
S4 |
130.76 |
131.12 |
132.31 |
|
|
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 |
132.73 |
131.36 |
1.37 |
1.0% |
0.58 |
0.4% |
93% |
True |
False |
751,552 |
10 |
132.73 |
130.44 |
2.29 |
1.7% |
0.64 |
0.5% |
96% |
True |
False |
783,410 |
20 |
133.06 |
130.23 |
2.83 |
2.1% |
0.64 |
0.5% |
85% |
False |
False |
868,633 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.74 |
0.6% |
85% |
False |
False |
826,663 |
60 |
133.21 |
129.37 |
3.84 |
2.9% |
0.71 |
0.5% |
85% |
False |
False |
551,820 |
80 |
134.20 |
129.37 |
4.83 |
3.6% |
0.66 |
0.5% |
67% |
False |
False |
413,885 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.56 |
0.4% |
60% |
False |
False |
331,110 |
120 |
136.41 |
129.37 |
7.04 |
5.3% |
0.48 |
0.4% |
46% |
False |
False |
275,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.20 |
2.618 |
134.25 |
1.618 |
133.67 |
1.000 |
133.31 |
0.618 |
133.09 |
HIGH |
132.73 |
0.618 |
132.51 |
0.500 |
132.44 |
0.382 |
132.37 |
LOW |
132.15 |
0.618 |
131.79 |
1.000 |
131.57 |
1.618 |
131.21 |
2.618 |
130.63 |
4.250 |
129.69 |
|
|
Fisher Pivots for day following 18-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
132.57 |
132.52 |
PP |
132.50 |
132.41 |
S1 |
132.44 |
132.31 |
|