Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 26-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
131.96 |
132.43 |
0.47 |
0.4% |
132.12 |
High |
132.92 |
132.88 |
-0.04 |
0.0% |
132.92 |
Low |
131.95 |
132.08 |
0.13 |
0.1% |
131.62 |
Close |
132.64 |
132.72 |
0.08 |
0.1% |
132.72 |
Range |
0.97 |
0.80 |
-0.17 |
-17.5% |
1.30 |
ATR |
0.73 |
0.74 |
0.00 |
0.6% |
0.00 |
Volume |
1,102,341 |
821,210 |
-281,131 |
-25.5% |
4,197,170 |
|
Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.96 |
134.64 |
133.16 |
|
R3 |
134.16 |
133.84 |
132.94 |
|
R2 |
133.36 |
133.36 |
132.87 |
|
R1 |
133.04 |
133.04 |
132.79 |
133.20 |
PP |
132.56 |
132.56 |
132.56 |
132.64 |
S1 |
132.24 |
132.24 |
132.65 |
132.40 |
S2 |
131.76 |
131.76 |
132.57 |
|
S3 |
130.96 |
131.44 |
132.50 |
|
S4 |
130.16 |
130.64 |
132.28 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.32 |
135.82 |
133.44 |
|
R3 |
135.02 |
134.52 |
133.08 |
|
R2 |
133.72 |
133.72 |
132.96 |
|
R1 |
133.22 |
133.22 |
132.84 |
133.47 |
PP |
132.42 |
132.42 |
132.42 |
132.55 |
S1 |
131.92 |
131.92 |
132.60 |
132.17 |
S2 |
131.12 |
131.12 |
132.48 |
|
S3 |
129.82 |
130.62 |
132.36 |
|
S4 |
128.52 |
129.32 |
132.01 |
|
|
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% |
0.77 |
0.6% |
85% |
False |
False |
839,434 |
10 |
132.92 |
131.39 |
1.53 |
1.2% |
0.69 |
0.5% |
87% |
False |
False |
781,897 |
20 |
132.92 |
130.23 |
2.69 |
2.0% |
0.69 |
0.5% |
93% |
False |
False |
841,589 |
40 |
133.21 |
129.37 |
3.84 |
2.9% |
0.74 |
0.6% |
87% |
False |
False |
938,075 |
60 |
133.21 |
129.37 |
3.84 |
2.9% |
0.72 |
0.5% |
87% |
False |
False |
630,389 |
80 |
133.71 |
129.37 |
4.34 |
3.3% |
0.69 |
0.5% |
77% |
False |
False |
472,877 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.59 |
0.4% |
62% |
False |
False |
378,307 |
120 |
135.38 |
129.37 |
6.01 |
4.5% |
0.52 |
0.4% |
56% |
False |
False |
315,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.28 |
2.618 |
134.97 |
1.618 |
134.17 |
1.000 |
133.68 |
0.618 |
133.37 |
HIGH |
132.88 |
0.618 |
132.57 |
0.500 |
132.48 |
0.382 |
132.39 |
LOW |
132.08 |
0.618 |
131.59 |
1.000 |
131.28 |
1.618 |
130.79 |
2.618 |
129.99 |
4.250 |
128.68 |
|
|
Fisher Pivots for day following 26-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
132.64 |
132.62 |
PP |
132.56 |
132.52 |
S1 |
132.48 |
132.42 |
|