Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 12-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.27 |
134.45 |
0.18 |
0.1% |
135.49 |
High |
134.70 |
134.69 |
-0.01 |
0.0% |
136.28 |
Low |
134.18 |
134.27 |
0.09 |
0.1% |
133.94 |
Close |
134.58 |
134.41 |
-0.17 |
-0.1% |
134.58 |
Range |
0.52 |
0.42 |
-0.10 |
-19.2% |
2.34 |
ATR |
0.82 |
0.79 |
-0.03 |
-3.5% |
0.00 |
Volume |
513,278 |
493,490 |
-19,788 |
-3.9% |
4,803,496 |
|
Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.72 |
135.48 |
134.64 |
|
R3 |
135.30 |
135.06 |
134.53 |
|
R2 |
134.88 |
134.88 |
134.49 |
|
R1 |
134.64 |
134.64 |
134.45 |
134.55 |
PP |
134.46 |
134.46 |
134.46 |
134.41 |
S1 |
134.22 |
134.22 |
134.37 |
134.13 |
S2 |
134.04 |
134.04 |
134.33 |
|
S3 |
133.62 |
133.80 |
134.29 |
|
S4 |
133.20 |
133.38 |
134.18 |
|
|
Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.95 |
140.61 |
135.87 |
|
R3 |
139.61 |
138.27 |
135.22 |
|
R2 |
137.27 |
137.27 |
135.01 |
|
R1 |
135.93 |
135.93 |
134.79 |
135.43 |
PP |
134.93 |
134.93 |
134.93 |
134.69 |
S1 |
133.59 |
133.59 |
134.37 |
133.09 |
S2 |
132.59 |
132.59 |
134.15 |
|
S3 |
130.25 |
131.25 |
133.94 |
|
S4 |
127.91 |
128.91 |
133.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.59 |
133.94 |
1.65 |
1.2% |
0.75 |
0.6% |
28% |
False |
False |
772,317 |
10 |
136.28 |
133.06 |
3.22 |
2.4% |
0.82 |
0.6% |
42% |
False |
False |
951,914 |
20 |
136.28 |
131.62 |
4.66 |
3.5% |
0.75 |
0.6% |
60% |
False |
False |
865,049 |
40 |
136.28 |
130.23 |
6.05 |
4.5% |
0.73 |
0.5% |
69% |
False |
False |
904,249 |
60 |
136.28 |
129.37 |
6.91 |
5.1% |
0.75 |
0.6% |
73% |
False |
False |
800,573 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.73 |
0.5% |
73% |
False |
False |
600,831 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.66 |
0.5% |
73% |
False |
False |
480,677 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.58 |
0.4% |
73% |
False |
False |
400,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.48 |
2.618 |
135.79 |
1.618 |
135.37 |
1.000 |
135.11 |
0.618 |
134.95 |
HIGH |
134.69 |
0.618 |
134.53 |
0.500 |
134.48 |
0.382 |
134.43 |
LOW |
134.27 |
0.618 |
134.01 |
1.000 |
133.85 |
1.618 |
133.59 |
2.618 |
133.17 |
4.250 |
132.49 |
|
|
Fisher Pivots for day following 12-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.48 |
134.39 |
PP |
134.46 |
134.37 |
S1 |
134.43 |
134.35 |
|