Euro Bund Future December 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
130.54 |
130.74 |
0.20 |
0.2% |
130.72 |
| High |
130.98 |
131.61 |
0.63 |
0.5% |
130.80 |
| Low |
130.54 |
130.62 |
0.08 |
0.1% |
129.80 |
| Close |
130.85 |
131.61 |
0.76 |
0.6% |
130.65 |
| Range |
0.44 |
0.99 |
0.55 |
125.0% |
1.00 |
| ATR |
0.57 |
0.60 |
0.03 |
5.2% |
0.00 |
| Volume |
43 |
63 |
20 |
46.5% |
148 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.25 |
133.92 |
132.15 |
|
| R3 |
133.26 |
132.93 |
131.88 |
|
| R2 |
132.27 |
132.27 |
131.79 |
|
| R1 |
131.94 |
131.94 |
131.70 |
132.11 |
| PP |
131.28 |
131.28 |
131.28 |
131.36 |
| S1 |
130.95 |
130.95 |
131.52 |
131.12 |
| S2 |
130.29 |
130.29 |
131.43 |
|
| S3 |
129.30 |
129.96 |
131.34 |
|
| S4 |
128.31 |
128.97 |
131.07 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.42 |
133.03 |
131.20 |
|
| R3 |
132.42 |
132.03 |
130.93 |
|
| R2 |
131.42 |
131.42 |
130.83 |
|
| R1 |
131.03 |
131.03 |
130.74 |
130.73 |
| PP |
130.42 |
130.42 |
130.42 |
130.26 |
| S1 |
130.03 |
130.03 |
130.56 |
129.73 |
| S2 |
129.42 |
129.42 |
130.47 |
|
| S3 |
128.42 |
129.03 |
130.38 |
|
| S4 |
127.42 |
128.03 |
130.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131.61 |
130.05 |
1.56 |
1.2% |
0.53 |
0.4% |
100% |
True |
False |
45 |
| 10 |
131.61 |
129.80 |
1.81 |
1.4% |
0.49 |
0.4% |
100% |
True |
False |
33 |
| 20 |
132.67 |
129.80 |
2.87 |
2.2% |
0.47 |
0.4% |
63% |
False |
False |
88 |
| 40 |
132.67 |
128.66 |
4.01 |
3.0% |
0.46 |
0.4% |
74% |
False |
False |
51 |
| 60 |
132.67 |
128.66 |
4.01 |
3.0% |
0.31 |
0.2% |
74% |
False |
False |
34 |
| 80 |
133.71 |
128.66 |
5.05 |
3.8% |
0.23 |
0.2% |
58% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.82 |
|
2.618 |
134.20 |
|
1.618 |
133.21 |
|
1.000 |
132.60 |
|
0.618 |
132.22 |
|
HIGH |
131.61 |
|
0.618 |
131.23 |
|
0.500 |
131.12 |
|
0.382 |
131.00 |
|
LOW |
130.62 |
|
0.618 |
130.01 |
|
1.000 |
129.63 |
|
1.618 |
129.02 |
|
2.618 |
128.03 |
|
4.250 |
126.41 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
131.45 |
131.40 |
| PP |
131.28 |
131.19 |
| S1 |
131.12 |
130.98 |
|