Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 02-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
133.97 |
134.39 |
0.42 |
0.3% |
132.77 |
High |
134.54 |
135.50 |
0.96 |
0.7% |
135.50 |
Low |
133.77 |
134.39 |
0.62 |
0.5% |
132.72 |
Close |
134.46 |
135.22 |
0.76 |
0.6% |
135.22 |
Range |
0.77 |
1.11 |
0.34 |
44.2% |
2.78 |
ATR |
0.72 |
0.75 |
0.03 |
3.8% |
0.00 |
Volume |
1,047,082 |
1,398,136 |
351,054 |
33.5% |
4,940,186 |
|
Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.37 |
137.90 |
135.83 |
|
R3 |
137.26 |
136.79 |
135.53 |
|
R2 |
136.15 |
136.15 |
135.42 |
|
R1 |
135.68 |
135.68 |
135.32 |
135.92 |
PP |
135.04 |
135.04 |
135.04 |
135.15 |
S1 |
134.57 |
134.57 |
135.12 |
134.81 |
S2 |
133.93 |
133.93 |
135.02 |
|
S3 |
132.82 |
133.46 |
134.91 |
|
S4 |
131.71 |
132.35 |
134.61 |
|
|
Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.82 |
141.80 |
136.75 |
|
R3 |
140.04 |
139.02 |
135.98 |
|
R2 |
137.26 |
137.26 |
135.73 |
|
R1 |
136.24 |
136.24 |
135.47 |
136.75 |
PP |
134.48 |
134.48 |
134.48 |
134.74 |
S1 |
133.46 |
133.46 |
134.97 |
133.97 |
S2 |
131.70 |
131.70 |
134.71 |
|
S3 |
128.92 |
130.68 |
134.46 |
|
S4 |
126.14 |
127.90 |
133.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.50 |
132.72 |
2.78 |
2.1% |
0.75 |
0.6% |
90% |
True |
False |
988,037 |
10 |
135.50 |
131.62 |
3.88 |
2.9% |
0.76 |
0.6% |
93% |
True |
False |
913,735 |
20 |
135.50 |
130.74 |
4.76 |
3.5% |
0.70 |
0.5% |
94% |
True |
False |
835,401 |
40 |
135.50 |
129.52 |
5.98 |
4.4% |
0.74 |
0.5% |
95% |
True |
False |
944,168 |
60 |
135.50 |
129.37 |
6.13 |
4.5% |
0.73 |
0.5% |
95% |
True |
False |
712,633 |
80 |
135.50 |
129.37 |
6.13 |
4.5% |
0.71 |
0.5% |
95% |
True |
False |
534,627 |
100 |
135.50 |
129.37 |
6.13 |
4.5% |
0.63 |
0.5% |
95% |
True |
False |
427,709 |
120 |
135.50 |
129.37 |
6.13 |
4.5% |
0.54 |
0.4% |
95% |
True |
False |
356,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.22 |
2.618 |
138.41 |
1.618 |
137.30 |
1.000 |
136.61 |
0.618 |
136.19 |
HIGH |
135.50 |
0.618 |
135.08 |
0.500 |
134.95 |
0.382 |
134.81 |
LOW |
134.39 |
0.618 |
133.70 |
1.000 |
133.28 |
1.618 |
132.59 |
2.618 |
131.48 |
4.250 |
129.67 |
|
|
Fisher Pivots for day following 02-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
135.13 |
134.96 |
PP |
135.04 |
134.69 |
S1 |
134.95 |
134.43 |
|