Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 06-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
135.49 |
134.74 |
-0.75 |
-0.6% |
132.77 |
High |
136.28 |
135.59 |
-0.69 |
-0.5% |
135.50 |
Low |
134.88 |
134.45 |
-0.43 |
-0.3% |
132.72 |
Close |
135.19 |
135.03 |
-0.16 |
-0.1% |
135.22 |
Range |
1.40 |
1.14 |
-0.26 |
-18.6% |
2.78 |
ATR |
0.80 |
0.82 |
0.02 |
3.1% |
0.00 |
Volume |
1,435,400 |
1,107,569 |
-327,831 |
-22.8% |
4,940,186 |
|
Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.44 |
137.88 |
135.66 |
|
R3 |
137.30 |
136.74 |
135.34 |
|
R2 |
136.16 |
136.16 |
135.24 |
|
R1 |
135.60 |
135.60 |
135.13 |
135.88 |
PP |
135.02 |
135.02 |
135.02 |
135.17 |
S1 |
134.46 |
134.46 |
134.93 |
134.74 |
S2 |
133.88 |
133.88 |
134.82 |
|
S3 |
132.74 |
133.32 |
134.72 |
|
S4 |
131.60 |
132.18 |
134.40 |
|
|
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 |
133.36 |
2.92 |
2.2% |
1.02 |
0.8% |
57% |
False |
False |
1,206,852 |
10 |
136.28 |
131.91 |
4.37 |
3.2% |
0.88 |
0.7% |
71% |
False |
False |
1,036,977 |
20 |
136.28 |
130.95 |
5.33 |
3.9% |
0.76 |
0.6% |
77% |
False |
False |
881,280 |
40 |
136.28 |
129.52 |
6.76 |
5.0% |
0.76 |
0.6% |
82% |
False |
False |
964,329 |
60 |
136.28 |
129.37 |
6.91 |
5.1% |
0.76 |
0.6% |
82% |
False |
False |
754,921 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.72 |
0.5% |
82% |
False |
False |
566,414 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.64 |
0.5% |
82% |
False |
False |
453,137 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.56 |
0.4% |
82% |
False |
False |
377,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.44 |
2.618 |
138.57 |
1.618 |
137.43 |
1.000 |
136.73 |
0.618 |
136.29 |
HIGH |
135.59 |
0.618 |
135.15 |
0.500 |
135.02 |
0.382 |
134.89 |
LOW |
134.45 |
0.618 |
133.75 |
1.000 |
133.31 |
1.618 |
132.61 |
2.618 |
131.47 |
4.250 |
129.61 |
|
|
Fisher Pivots for day following 06-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
135.03 |
135.34 |
PP |
135.02 |
135.23 |
S1 |
135.02 |
135.13 |
|