Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 13-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.45 |
134.58 |
0.13 |
0.1% |
135.49 |
High |
134.69 |
135.08 |
0.39 |
0.3% |
136.28 |
Low |
134.27 |
134.47 |
0.20 |
0.1% |
133.94 |
Close |
134.41 |
135.06 |
0.65 |
0.5% |
134.58 |
Range |
0.42 |
0.61 |
0.19 |
45.2% |
2.34 |
ATR |
0.79 |
0.78 |
-0.01 |
-1.1% |
0.00 |
Volume |
493,490 |
617,070 |
123,580 |
25.0% |
4,803,496 |
|
Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.70 |
136.49 |
135.40 |
|
R3 |
136.09 |
135.88 |
135.23 |
|
R2 |
135.48 |
135.48 |
135.17 |
|
R1 |
135.27 |
135.27 |
135.12 |
135.38 |
PP |
134.87 |
134.87 |
134.87 |
134.92 |
S1 |
134.66 |
134.66 |
135.00 |
134.77 |
S2 |
134.26 |
134.26 |
134.95 |
|
S3 |
133.65 |
134.05 |
134.89 |
|
S4 |
133.04 |
133.44 |
134.72 |
|
|
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 |
135.08 |
133.94 |
1.14 |
0.8% |
0.64 |
0.5% |
98% |
True |
False |
674,217 |
10 |
136.28 |
133.36 |
2.92 |
2.2% |
0.83 |
0.6% |
58% |
False |
False |
940,534 |
20 |
136.28 |
131.62 |
4.66 |
3.5% |
0.75 |
0.6% |
74% |
False |
False |
857,133 |
40 |
136.28 |
130.23 |
6.05 |
4.5% |
0.71 |
0.5% |
80% |
False |
False |
874,838 |
60 |
136.28 |
129.37 |
6.91 |
5.1% |
0.75 |
0.6% |
82% |
False |
False |
810,790 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.73 |
0.5% |
82% |
False |
False |
608,544 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.67 |
0.5% |
82% |
False |
False |
486,848 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.58 |
0.4% |
82% |
False |
False |
405,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.67 |
2.618 |
136.68 |
1.618 |
136.07 |
1.000 |
135.69 |
0.618 |
135.46 |
HIGH |
135.08 |
0.618 |
134.85 |
0.500 |
134.78 |
0.382 |
134.70 |
LOW |
134.47 |
0.618 |
134.09 |
1.000 |
133.86 |
1.618 |
133.48 |
2.618 |
132.87 |
4.250 |
131.88 |
|
|
Fisher Pivots for day following 13-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.97 |
134.92 |
PP |
134.87 |
134.77 |
S1 |
134.78 |
134.63 |
|