Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 29-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
132.43 |
132.77 |
0.34 |
0.3% |
132.12 |
High |
132.88 |
133.36 |
0.48 |
0.4% |
132.92 |
Low |
132.08 |
132.72 |
0.64 |
0.5% |
131.62 |
Close |
132.72 |
133.18 |
0.46 |
0.3% |
132.72 |
Range |
0.80 |
0.64 |
-0.16 |
-20.0% |
1.30 |
ATR |
0.74 |
0.73 |
-0.01 |
-1.0% |
0.00 |
Volume |
821,210 |
718,030 |
-103,180 |
-12.6% |
4,197,170 |
|
Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.01 |
134.73 |
133.53 |
|
R3 |
134.37 |
134.09 |
133.36 |
|
R2 |
133.73 |
133.73 |
133.30 |
|
R1 |
133.45 |
133.45 |
133.24 |
133.59 |
PP |
133.09 |
133.09 |
133.09 |
133.16 |
S1 |
132.81 |
132.81 |
133.12 |
132.95 |
S2 |
132.45 |
132.45 |
133.06 |
|
S3 |
131.81 |
132.17 |
133.00 |
|
S4 |
131.17 |
131.53 |
132.83 |
|
|
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 |
133.36 |
131.71 |
1.65 |
1.2% |
0.77 |
0.6% |
89% |
True |
False |
866,366 |
10 |
133.36 |
131.62 |
1.74 |
1.3% |
0.68 |
0.5% |
90% |
True |
False |
778,184 |
20 |
133.36 |
130.23 |
3.13 |
2.4% |
0.69 |
0.5% |
94% |
True |
False |
818,113 |
40 |
133.36 |
129.37 |
3.99 |
3.0% |
0.75 |
0.6% |
95% |
True |
False |
948,759 |
60 |
133.36 |
129.37 |
3.99 |
3.0% |
0.72 |
0.5% |
95% |
True |
False |
642,352 |
80 |
133.71 |
129.37 |
4.34 |
3.3% |
0.69 |
0.5% |
88% |
False |
False |
481,852 |
100 |
134.77 |
129.37 |
5.40 |
4.1% |
0.60 |
0.5% |
71% |
False |
False |
385,488 |
120 |
135.38 |
129.37 |
6.01 |
4.5% |
0.52 |
0.4% |
63% |
False |
False |
321,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.08 |
2.618 |
135.04 |
1.618 |
134.40 |
1.000 |
134.00 |
0.618 |
133.76 |
HIGH |
133.36 |
0.618 |
133.12 |
0.500 |
133.04 |
0.382 |
132.96 |
LOW |
132.72 |
0.618 |
132.32 |
1.000 |
132.08 |
1.618 |
131.68 |
2.618 |
131.04 |
4.250 |
130.00 |
|
|
Fisher Pivots for day following 29-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
133.13 |
133.01 |
PP |
133.09 |
132.83 |
S1 |
133.04 |
132.66 |
|