Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 30-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
132.77 |
133.19 |
0.42 |
0.3% |
132.12 |
High |
133.36 |
133.60 |
0.24 |
0.2% |
132.92 |
Low |
132.72 |
133.06 |
0.34 |
0.3% |
131.62 |
Close |
133.18 |
133.38 |
0.20 |
0.2% |
132.72 |
Range |
0.64 |
0.54 |
-0.10 |
-15.6% |
1.30 |
ATR |
0.73 |
0.72 |
-0.01 |
-1.9% |
0.00 |
Volume |
718,030 |
730,865 |
12,835 |
1.8% |
4,197,170 |
|
Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.97 |
134.71 |
133.68 |
|
R3 |
134.43 |
134.17 |
133.53 |
|
R2 |
133.89 |
133.89 |
133.48 |
|
R1 |
133.63 |
133.63 |
133.43 |
133.76 |
PP |
133.35 |
133.35 |
133.35 |
133.41 |
S1 |
133.09 |
133.09 |
133.33 |
133.22 |
S2 |
132.81 |
132.81 |
133.28 |
|
S3 |
132.27 |
132.55 |
133.23 |
|
S4 |
131.73 |
132.01 |
133.08 |
|
|
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 |
133.60 |
131.91 |
1.69 |
1.3% |
0.74 |
0.6% |
87% |
True |
False |
867,103 |
10 |
133.60 |
131.62 |
1.98 |
1.5% |
0.67 |
0.5% |
89% |
True |
False |
773,731 |
20 |
133.60 |
130.23 |
3.37 |
2.5% |
0.67 |
0.5% |
93% |
True |
False |
799,502 |
40 |
133.60 |
129.52 |
4.08 |
3.1% |
0.74 |
0.6% |
95% |
True |
False |
949,192 |
60 |
133.60 |
129.37 |
4.23 |
3.2% |
0.72 |
0.5% |
95% |
True |
False |
654,514 |
80 |
133.71 |
129.37 |
4.34 |
3.3% |
0.69 |
0.5% |
92% |
False |
False |
490,988 |
100 |
134.77 |
129.37 |
5.40 |
4.0% |
0.61 |
0.5% |
74% |
False |
False |
392,796 |
120 |
135.38 |
129.37 |
6.01 |
4.5% |
0.53 |
0.4% |
67% |
False |
False |
327,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.90 |
2.618 |
135.01 |
1.618 |
134.47 |
1.000 |
134.14 |
0.618 |
133.93 |
HIGH |
133.60 |
0.618 |
133.39 |
0.500 |
133.33 |
0.382 |
133.27 |
LOW |
133.06 |
0.618 |
132.73 |
1.000 |
132.52 |
1.618 |
132.19 |
2.618 |
131.65 |
4.250 |
130.77 |
|
|
Fisher Pivots for day following 30-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
133.36 |
133.20 |
PP |
133.35 |
133.02 |
S1 |
133.33 |
132.84 |
|