Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 24-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
131.81 |
132.13 |
0.32 |
0.2% |
131.56 |
High |
132.39 |
132.66 |
0.27 |
0.2% |
132.73 |
Low |
131.71 |
131.91 |
0.20 |
0.2% |
131.39 |
Close |
132.30 |
132.34 |
0.04 |
0.0% |
132.10 |
Range |
0.68 |
0.75 |
0.07 |
10.3% |
1.34 |
ATR |
0.71 |
0.72 |
0.00 |
0.4% |
0.00 |
Volume |
727,180 |
963,072 |
235,892 |
32.4% |
3,621,805 |
|
Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.55 |
134.20 |
132.75 |
|
R3 |
133.80 |
133.45 |
132.55 |
|
R2 |
133.05 |
133.05 |
132.48 |
|
R1 |
132.70 |
132.70 |
132.41 |
132.88 |
PP |
132.30 |
132.30 |
132.30 |
132.39 |
S1 |
131.95 |
131.95 |
132.27 |
132.13 |
S2 |
131.55 |
131.55 |
132.20 |
|
S3 |
130.80 |
131.20 |
132.13 |
|
S4 |
130.05 |
130.45 |
131.93 |
|
|
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% |
0.66 |
0.5% |
65% |
False |
False |
725,394 |
10 |
132.73 |
131.05 |
1.68 |
1.3% |
0.66 |
0.5% |
77% |
False |
False |
745,937 |
20 |
132.73 |
130.23 |
2.50 |
1.9% |
0.66 |
0.5% |
84% |
False |
False |
831,886 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.75 |
0.6% |
77% |
False |
False |
895,066 |
60 |
133.21 |
129.37 |
3.84 |
2.9% |
0.71 |
0.5% |
77% |
False |
False |
598,378 |
80 |
134.20 |
129.37 |
4.83 |
3.6% |
0.68 |
0.5% |
61% |
False |
False |
448,833 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.58 |
0.4% |
55% |
False |
False |
359,072 |
120 |
136.41 |
129.37 |
7.04 |
5.3% |
0.50 |
0.4% |
42% |
False |
False |
299,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.85 |
2.618 |
134.62 |
1.618 |
133.87 |
1.000 |
133.41 |
0.618 |
133.12 |
HIGH |
132.66 |
0.618 |
132.37 |
0.500 |
132.29 |
0.382 |
132.20 |
LOW |
131.91 |
0.618 |
131.45 |
1.000 |
131.16 |
1.618 |
130.70 |
2.618 |
129.95 |
4.250 |
128.72 |
|
|
Fisher Pivots for day following 24-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
132.32 |
132.27 |
PP |
132.30 |
132.21 |
S1 |
132.29 |
132.14 |
|