Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 31-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
133.19 |
133.41 |
0.22 |
0.2% |
132.12 |
High |
133.60 |
134.05 |
0.45 |
0.3% |
132.92 |
Low |
133.06 |
133.36 |
0.30 |
0.2% |
131.62 |
Close |
133.38 |
133.73 |
0.35 |
0.3% |
132.72 |
Range |
0.54 |
0.69 |
0.15 |
27.8% |
1.30 |
ATR |
0.72 |
0.72 |
0.00 |
-0.3% |
0.00 |
Volume |
730,865 |
1,046,073 |
315,208 |
43.1% |
4,197,170 |
|
Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.78 |
135.45 |
134.11 |
|
R3 |
135.09 |
134.76 |
133.92 |
|
R2 |
134.40 |
134.40 |
133.86 |
|
R1 |
134.07 |
134.07 |
133.79 |
134.24 |
PP |
133.71 |
133.71 |
133.71 |
133.80 |
S1 |
133.38 |
133.38 |
133.67 |
133.55 |
S2 |
133.02 |
133.02 |
133.60 |
|
S3 |
132.33 |
132.69 |
133.54 |
|
S4 |
131.64 |
132.00 |
133.35 |
|
|
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 |
134.05 |
131.95 |
2.10 |
1.6% |
0.73 |
0.5% |
85% |
True |
False |
883,703 |
10 |
134.05 |
131.62 |
2.43 |
1.8% |
0.69 |
0.5% |
87% |
True |
False |
804,549 |
20 |
134.05 |
130.23 |
3.82 |
2.9% |
0.68 |
0.5% |
92% |
True |
False |
805,052 |
40 |
134.05 |
129.52 |
4.53 |
3.4% |
0.74 |
0.6% |
93% |
True |
False |
937,869 |
60 |
134.05 |
129.37 |
4.68 |
3.5% |
0.71 |
0.5% |
93% |
True |
False |
671,940 |
80 |
134.05 |
129.37 |
4.68 |
3.5% |
0.70 |
0.5% |
93% |
True |
False |
504,064 |
100 |
134.77 |
129.37 |
5.40 |
4.0% |
0.61 |
0.5% |
81% |
False |
False |
403,257 |
120 |
134.77 |
129.37 |
5.40 |
4.0% |
0.53 |
0.4% |
81% |
False |
False |
336,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.98 |
2.618 |
135.86 |
1.618 |
135.17 |
1.000 |
134.74 |
0.618 |
134.48 |
HIGH |
134.05 |
0.618 |
133.79 |
0.500 |
133.71 |
0.382 |
133.62 |
LOW |
133.36 |
0.618 |
132.93 |
1.000 |
132.67 |
1.618 |
132.24 |
2.618 |
131.55 |
4.250 |
130.43 |
|
|
Fisher Pivots for day following 31-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
133.72 |
133.62 |
PP |
133.71 |
133.50 |
S1 |
133.71 |
133.39 |
|