Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 05-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.39 |
135.49 |
1.10 |
0.8% |
132.77 |
High |
135.50 |
136.28 |
0.78 |
0.6% |
135.50 |
Low |
134.39 |
134.88 |
0.49 |
0.4% |
132.72 |
Close |
135.22 |
135.19 |
-0.03 |
0.0% |
135.22 |
Range |
1.11 |
1.40 |
0.29 |
26.1% |
2.78 |
ATR |
0.75 |
0.80 |
0.05 |
6.2% |
0.00 |
Volume |
1,398,136 |
1,435,400 |
37,264 |
2.7% |
4,940,186 |
|
Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.65 |
138.82 |
135.96 |
|
R3 |
138.25 |
137.42 |
135.58 |
|
R2 |
136.85 |
136.85 |
135.45 |
|
R1 |
136.02 |
136.02 |
135.32 |
135.74 |
PP |
135.45 |
135.45 |
135.45 |
135.31 |
S1 |
134.62 |
134.62 |
135.06 |
134.34 |
S2 |
134.05 |
134.05 |
134.93 |
|
S3 |
132.65 |
133.22 |
134.81 |
|
S4 |
131.25 |
131.82 |
134.42 |
|
|
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 |
136.28 |
133.06 |
3.22 |
2.4% |
0.90 |
0.7% |
66% |
True |
False |
1,131,511 |
10 |
136.28 |
131.71 |
4.57 |
3.4% |
0.84 |
0.6% |
76% |
True |
False |
998,938 |
20 |
136.28 |
130.78 |
5.50 |
4.1% |
0.73 |
0.5% |
80% |
True |
False |
868,489 |
40 |
136.28 |
129.52 |
6.76 |
5.0% |
0.76 |
0.6% |
84% |
True |
False |
956,307 |
60 |
136.28 |
129.37 |
6.91 |
5.1% |
0.74 |
0.5% |
84% |
True |
False |
736,507 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.72 |
0.5% |
84% |
True |
False |
552,570 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.64 |
0.5% |
84% |
True |
False |
442,062 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.55 |
0.4% |
84% |
True |
False |
368,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.23 |
2.618 |
139.95 |
1.618 |
138.55 |
1.000 |
137.68 |
0.618 |
137.15 |
HIGH |
136.28 |
0.618 |
135.75 |
0.500 |
135.58 |
0.382 |
135.41 |
LOW |
134.88 |
0.618 |
134.01 |
1.000 |
133.48 |
1.618 |
132.61 |
2.618 |
131.21 |
4.250 |
128.93 |
|
|
Fisher Pivots for day following 05-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
135.58 |
135.14 |
PP |
135.45 |
135.08 |
S1 |
135.32 |
135.03 |
|