Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 08-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.71 |
134.36 |
-0.35 |
-0.3% |
132.77 |
High |
134.84 |
134.72 |
-0.12 |
-0.1% |
135.50 |
Low |
133.94 |
133.97 |
0.03 |
0.0% |
132.72 |
Close |
134.12 |
134.12 |
0.00 |
0.0% |
135.22 |
Range |
0.90 |
0.75 |
-0.15 |
-16.7% |
2.78 |
ATR |
0.84 |
0.83 |
-0.01 |
-0.8% |
0.00 |
Volume |
974,925 |
772,324 |
-202,601 |
-20.8% |
4,940,186 |
|
Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.52 |
136.07 |
134.53 |
|
R3 |
135.77 |
135.32 |
134.33 |
|
R2 |
135.02 |
135.02 |
134.26 |
|
R1 |
134.57 |
134.57 |
134.19 |
134.42 |
PP |
134.27 |
134.27 |
134.27 |
134.20 |
S1 |
133.82 |
133.82 |
134.05 |
133.67 |
S2 |
133.52 |
133.52 |
133.98 |
|
S3 |
132.77 |
133.07 |
133.91 |
|
S4 |
132.02 |
132.32 |
133.71 |
|
|
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 |
133.94 |
2.34 |
1.7% |
1.06 |
0.8% |
8% |
False |
False |
1,137,670 |
10 |
136.28 |
132.08 |
4.20 |
3.1% |
0.87 |
0.7% |
49% |
False |
False |
1,005,161 |
20 |
136.28 |
131.36 |
4.92 |
3.7% |
0.77 |
0.6% |
56% |
False |
False |
885,394 |
40 |
136.28 |
130.21 |
6.07 |
4.5% |
0.76 |
0.6% |
64% |
False |
False |
941,411 |
60 |
136.28 |
129.37 |
6.91 |
5.2% |
0.77 |
0.6% |
69% |
False |
False |
783,973 |
80 |
136.28 |
129.37 |
6.91 |
5.2% |
0.73 |
0.5% |
69% |
False |
False |
588,251 |
100 |
136.28 |
129.37 |
6.91 |
5.2% |
0.66 |
0.5% |
69% |
False |
False |
470,610 |
120 |
136.28 |
129.37 |
6.91 |
5.2% |
0.57 |
0.4% |
69% |
False |
False |
392,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.91 |
2.618 |
136.68 |
1.618 |
135.93 |
1.000 |
135.47 |
0.618 |
135.18 |
HIGH |
134.72 |
0.618 |
134.43 |
0.500 |
134.35 |
0.382 |
134.26 |
LOW |
133.97 |
0.618 |
133.51 |
1.000 |
133.22 |
1.618 |
132.76 |
2.618 |
132.01 |
4.250 |
130.78 |
|
|
Fisher Pivots for day following 08-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.35 |
134.77 |
PP |
134.27 |
134.55 |
S1 |
134.20 |
134.34 |
|