Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 01-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
133.41 |
133.97 |
0.56 |
0.4% |
132.12 |
High |
134.05 |
134.54 |
0.49 |
0.4% |
132.92 |
Low |
133.36 |
133.77 |
0.41 |
0.3% |
131.62 |
Close |
133.73 |
134.46 |
0.73 |
0.5% |
132.72 |
Range |
0.69 |
0.77 |
0.08 |
11.6% |
1.30 |
ATR |
0.72 |
0.72 |
0.01 |
0.9% |
0.00 |
Volume |
1,046,073 |
1,047,082 |
1,009 |
0.1% |
4,197,170 |
|
Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.57 |
136.28 |
134.88 |
|
R3 |
135.80 |
135.51 |
134.67 |
|
R2 |
135.03 |
135.03 |
134.60 |
|
R1 |
134.74 |
134.74 |
134.53 |
134.89 |
PP |
134.26 |
134.26 |
134.26 |
134.33 |
S1 |
133.97 |
133.97 |
134.39 |
134.12 |
S2 |
133.49 |
133.49 |
134.32 |
|
S3 |
132.72 |
133.20 |
134.25 |
|
S4 |
131.95 |
132.43 |
134.04 |
|
|
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 |
134.54 |
132.08 |
2.46 |
1.8% |
0.69 |
0.5% |
97% |
True |
False |
872,652 |
10 |
134.54 |
131.62 |
2.92 |
2.2% |
0.71 |
0.5% |
97% |
True |
False |
826,176 |
20 |
134.54 |
130.44 |
4.10 |
3.0% |
0.68 |
0.5% |
98% |
True |
False |
804,793 |
40 |
134.54 |
129.52 |
5.02 |
3.7% |
0.73 |
0.5% |
98% |
True |
False |
932,568 |
60 |
134.54 |
129.37 |
5.17 |
3.8% |
0.71 |
0.5% |
98% |
True |
False |
689,389 |
80 |
134.54 |
129.37 |
5.17 |
3.8% |
0.70 |
0.5% |
98% |
True |
False |
517,151 |
100 |
134.77 |
129.37 |
5.40 |
4.0% |
0.62 |
0.5% |
94% |
False |
False |
413,727 |
120 |
134.77 |
129.37 |
5.40 |
4.0% |
0.53 |
0.4% |
94% |
False |
False |
344,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.81 |
2.618 |
136.56 |
1.618 |
135.79 |
1.000 |
135.31 |
0.618 |
135.02 |
HIGH |
134.54 |
0.618 |
134.25 |
0.500 |
134.16 |
0.382 |
134.06 |
LOW |
133.77 |
0.618 |
133.29 |
1.000 |
133.00 |
1.618 |
132.52 |
2.618 |
131.75 |
4.250 |
130.50 |
|
|
Fisher Pivots for day following 01-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.36 |
134.24 |
PP |
134.26 |
134.02 |
S1 |
134.16 |
133.80 |
|