Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 25-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
132.13 |
131.96 |
-0.17 |
-0.1% |
131.56 |
High |
132.66 |
132.92 |
0.26 |
0.2% |
132.73 |
Low |
131.91 |
131.95 |
0.04 |
0.0% |
131.39 |
Close |
132.34 |
132.64 |
0.30 |
0.2% |
132.10 |
Range |
0.75 |
0.97 |
0.22 |
29.3% |
1.34 |
ATR |
0.72 |
0.73 |
0.02 |
2.5% |
0.00 |
Volume |
963,072 |
1,102,341 |
139,269 |
14.5% |
3,621,805 |
|
Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.41 |
135.00 |
133.17 |
|
R3 |
134.44 |
134.03 |
132.91 |
|
R2 |
133.47 |
133.47 |
132.82 |
|
R1 |
133.06 |
133.06 |
132.73 |
133.27 |
PP |
132.50 |
132.50 |
132.50 |
132.61 |
S1 |
132.09 |
132.09 |
132.55 |
132.30 |
S2 |
131.53 |
131.53 |
132.46 |
|
S3 |
130.56 |
131.12 |
132.37 |
|
S4 |
129.59 |
130.15 |
132.11 |
|
|
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 |
132.92 |
131.62 |
1.30 |
1.0% |
0.74 |
0.6% |
78% |
True |
False |
779,701 |
10 |
132.92 |
131.36 |
1.56 |
1.2% |
0.66 |
0.5% |
82% |
True |
False |
765,626 |
20 |
132.92 |
130.23 |
2.69 |
2.0% |
0.68 |
0.5% |
90% |
True |
False |
845,782 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.75 |
0.6% |
85% |
False |
False |
921,400 |
60 |
133.21 |
129.37 |
3.84 |
2.9% |
0.72 |
0.5% |
85% |
False |
False |
616,743 |
80 |
134.15 |
129.37 |
4.78 |
3.6% |
0.69 |
0.5% |
68% |
False |
False |
462,613 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.59 |
0.4% |
61% |
False |
False |
370,095 |
120 |
136.41 |
129.37 |
7.04 |
5.3% |
0.51 |
0.4% |
46% |
False |
False |
308,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.04 |
2.618 |
135.46 |
1.618 |
134.49 |
1.000 |
133.89 |
0.618 |
133.52 |
HIGH |
132.92 |
0.618 |
132.55 |
0.500 |
132.44 |
0.382 |
132.32 |
LOW |
131.95 |
0.618 |
131.35 |
1.000 |
130.98 |
1.618 |
130.38 |
2.618 |
129.41 |
4.250 |
127.83 |
|
|
Fisher Pivots for day following 25-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
132.57 |
132.53 |
PP |
132.50 |
132.42 |
S1 |
132.44 |
132.32 |
|