Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 22-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
132.32 |
132.12 |
-0.20 |
-0.2% |
131.56 |
High |
132.54 |
132.29 |
-0.25 |
-0.2% |
132.73 |
Low |
131.93 |
131.62 |
-0.31 |
-0.2% |
131.39 |
Close |
132.10 |
131.93 |
-0.17 |
-0.1% |
132.10 |
Range |
0.61 |
0.67 |
0.06 |
9.8% |
1.34 |
ATR |
0.72 |
0.72 |
0.00 |
-0.5% |
0.00 |
Volume |
522,547 |
583,367 |
60,820 |
11.6% |
3,621,805 |
|
Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.96 |
133.61 |
132.30 |
|
R3 |
133.29 |
132.94 |
132.11 |
|
R2 |
132.62 |
132.62 |
132.05 |
|
R1 |
132.27 |
132.27 |
131.99 |
132.11 |
PP |
131.95 |
131.95 |
131.95 |
131.87 |
S1 |
131.60 |
131.60 |
131.87 |
131.44 |
S2 |
131.28 |
131.28 |
131.81 |
|
S3 |
130.61 |
130.93 |
131.75 |
|
S4 |
129.94 |
130.26 |
131.56 |
|
|
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 |
131.62 |
1.11 |
0.8% |
0.59 |
0.4% |
28% |
False |
True |
690,002 |
10 |
132.73 |
130.78 |
1.95 |
1.5% |
0.63 |
0.5% |
59% |
False |
False |
738,039 |
20 |
132.80 |
130.23 |
2.57 |
1.9% |
0.64 |
0.5% |
66% |
False |
False |
829,824 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.75 |
0.6% |
67% |
False |
False |
853,573 |
60 |
133.21 |
129.37 |
3.84 |
2.9% |
0.71 |
0.5% |
67% |
False |
False |
570,235 |
80 |
134.20 |
129.37 |
4.83 |
3.7% |
0.68 |
0.5% |
53% |
False |
False |
427,709 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.57 |
0.4% |
47% |
False |
False |
342,170 |
120 |
136.41 |
129.37 |
7.04 |
5.3% |
0.49 |
0.4% |
36% |
False |
False |
285,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.14 |
2.618 |
134.04 |
1.618 |
133.37 |
1.000 |
132.96 |
0.618 |
132.70 |
HIGH |
132.29 |
0.618 |
132.03 |
0.500 |
131.96 |
0.382 |
131.88 |
LOW |
131.62 |
0.618 |
131.21 |
1.000 |
130.95 |
1.618 |
130.54 |
2.618 |
129.87 |
4.250 |
128.77 |
|
|
Fisher Pivots for day following 22-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
131.96 |
132.18 |
PP |
131.95 |
132.09 |
S1 |
131.94 |
132.01 |
|