Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 19-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
132.50 |
132.32 |
-0.18 |
-0.1% |
131.56 |
High |
132.73 |
132.54 |
-0.19 |
-0.1% |
132.73 |
Low |
132.15 |
131.93 |
-0.22 |
-0.2% |
131.39 |
Close |
132.63 |
132.10 |
-0.53 |
-0.4% |
132.10 |
Range |
0.58 |
0.61 |
0.03 |
5.2% |
1.34 |
ATR |
0.72 |
0.72 |
0.00 |
-0.2% |
0.00 |
Volume |
830,808 |
522,547 |
-308,261 |
-37.1% |
3,621,805 |
|
Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.02 |
133.67 |
132.44 |
|
R3 |
133.41 |
133.06 |
132.27 |
|
R2 |
132.80 |
132.80 |
132.21 |
|
R1 |
132.45 |
132.45 |
132.16 |
132.32 |
PP |
132.19 |
132.19 |
132.19 |
132.13 |
S1 |
131.84 |
131.84 |
132.04 |
131.71 |
S2 |
131.58 |
131.58 |
131.99 |
|
S3 |
130.97 |
131.23 |
131.93 |
|
S4 |
130.36 |
130.62 |
131.76 |
|
|
Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.09 |
135.44 |
132.84 |
|
R3 |
134.75 |
134.10 |
132.47 |
|
R2 |
133.41 |
133.41 |
132.35 |
|
R1 |
132.76 |
132.76 |
132.22 |
133.09 |
PP |
132.07 |
132.07 |
132.07 |
132.24 |
S1 |
131.42 |
131.42 |
131.98 |
131.75 |
S2 |
130.73 |
130.73 |
131.85 |
|
S3 |
129.39 |
130.08 |
131.73 |
|
S4 |
128.05 |
128.74 |
131.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.73 |
131.39 |
1.34 |
1.0% |
0.60 |
0.5% |
53% |
False |
False |
724,361 |
10 |
132.73 |
130.74 |
1.99 |
1.5% |
0.63 |
0.5% |
68% |
False |
False |
757,067 |
20 |
133.06 |
130.23 |
2.83 |
2.1% |
0.64 |
0.5% |
66% |
False |
False |
850,042 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.75 |
0.6% |
71% |
False |
False |
839,595 |
60 |
133.21 |
129.37 |
3.84 |
2.9% |
0.71 |
0.5% |
71% |
False |
False |
560,520 |
80 |
134.20 |
129.37 |
4.83 |
3.7% |
0.67 |
0.5% |
57% |
False |
False |
420,417 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.57 |
0.4% |
51% |
False |
False |
336,336 |
120 |
136.41 |
129.37 |
7.04 |
5.3% |
0.49 |
0.4% |
39% |
False |
False |
280,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.13 |
2.618 |
134.14 |
1.618 |
133.53 |
1.000 |
133.15 |
0.618 |
132.92 |
HIGH |
132.54 |
0.618 |
132.31 |
0.500 |
132.24 |
0.382 |
132.16 |
LOW |
131.93 |
0.618 |
131.55 |
1.000 |
131.32 |
1.618 |
130.94 |
2.618 |
130.33 |
4.250 |
129.34 |
|
|
Fisher Pivots for day following 19-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
132.24 |
132.33 |
PP |
132.19 |
132.25 |
S1 |
132.15 |
132.18 |
|