Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 07-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.74 |
134.71 |
-0.03 |
0.0% |
132.77 |
High |
135.59 |
134.84 |
-0.75 |
-0.6% |
135.50 |
Low |
134.45 |
133.94 |
-0.51 |
-0.4% |
132.72 |
Close |
135.03 |
134.12 |
-0.91 |
-0.7% |
135.22 |
Range |
1.14 |
0.90 |
-0.24 |
-21.1% |
2.78 |
ATR |
0.82 |
0.84 |
0.02 |
2.3% |
0.00 |
Volume |
1,107,569 |
974,925 |
-132,644 |
-12.0% |
4,940,186 |
|
Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.00 |
136.46 |
134.62 |
|
R3 |
136.10 |
135.56 |
134.37 |
|
R2 |
135.20 |
135.20 |
134.29 |
|
R1 |
134.66 |
134.66 |
134.20 |
134.48 |
PP |
134.30 |
134.30 |
134.30 |
134.21 |
S1 |
133.76 |
133.76 |
134.04 |
133.58 |
S2 |
133.40 |
133.40 |
133.96 |
|
S3 |
132.50 |
132.86 |
133.87 |
|
S4 |
131.60 |
131.96 |
133.63 |
|
|
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 |
133.77 |
2.51 |
1.9% |
1.06 |
0.8% |
14% |
False |
False |
1,192,622 |
10 |
136.28 |
131.95 |
4.33 |
3.2% |
0.90 |
0.7% |
50% |
False |
False |
1,038,163 |
20 |
136.28 |
131.05 |
5.23 |
3.9% |
0.78 |
0.6% |
59% |
False |
False |
892,050 |
40 |
136.28 |
129.60 |
6.68 |
5.0% |
0.76 |
0.6% |
68% |
False |
False |
963,188 |
60 |
136.28 |
129.37 |
6.91 |
5.2% |
0.76 |
0.6% |
69% |
False |
False |
771,143 |
80 |
136.28 |
129.37 |
6.91 |
5.2% |
0.73 |
0.5% |
69% |
False |
False |
578,597 |
100 |
136.28 |
129.37 |
6.91 |
5.2% |
0.65 |
0.5% |
69% |
False |
False |
462,887 |
120 |
136.28 |
129.37 |
6.91 |
5.2% |
0.57 |
0.4% |
69% |
False |
False |
385,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.67 |
2.618 |
137.20 |
1.618 |
136.30 |
1.000 |
135.74 |
0.618 |
135.40 |
HIGH |
134.84 |
0.618 |
134.50 |
0.500 |
134.39 |
0.382 |
134.28 |
LOW |
133.94 |
0.618 |
133.38 |
1.000 |
133.04 |
1.618 |
132.48 |
2.618 |
131.58 |
4.250 |
130.12 |
|
|
Fisher Pivots for day following 07-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.39 |
135.11 |
PP |
134.30 |
134.78 |
S1 |
134.21 |
134.45 |
|