Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 14-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.58 |
134.93 |
0.35 |
0.3% |
135.49 |
High |
135.08 |
135.17 |
0.09 |
0.1% |
136.28 |
Low |
134.47 |
134.56 |
0.09 |
0.1% |
133.94 |
Close |
135.06 |
135.09 |
0.03 |
0.0% |
134.58 |
Range |
0.61 |
0.61 |
0.00 |
0.0% |
2.34 |
ATR |
0.78 |
0.77 |
-0.01 |
-1.6% |
0.00 |
Volume |
617,070 |
690,667 |
73,597 |
11.9% |
4,803,496 |
|
Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.77 |
136.54 |
135.43 |
|
R3 |
136.16 |
135.93 |
135.26 |
|
R2 |
135.55 |
135.55 |
135.20 |
|
R1 |
135.32 |
135.32 |
135.15 |
135.44 |
PP |
134.94 |
134.94 |
134.94 |
135.00 |
S1 |
134.71 |
134.71 |
135.03 |
134.83 |
S2 |
134.33 |
134.33 |
134.98 |
|
S3 |
133.72 |
134.10 |
134.92 |
|
S4 |
133.11 |
133.49 |
134.75 |
|
|
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 |
135.17 |
133.97 |
1.20 |
0.9% |
0.58 |
0.4% |
93% |
True |
False |
617,365 |
10 |
136.28 |
133.77 |
2.51 |
1.9% |
0.82 |
0.6% |
53% |
False |
False |
904,994 |
20 |
136.28 |
131.62 |
4.66 |
3.4% |
0.76 |
0.6% |
74% |
False |
False |
854,771 |
40 |
136.28 |
130.23 |
6.05 |
4.5% |
0.70 |
0.5% |
80% |
False |
False |
864,777 |
60 |
136.28 |
129.37 |
6.91 |
5.1% |
0.74 |
0.6% |
83% |
False |
False |
822,246 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.73 |
0.5% |
83% |
False |
False |
617,178 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.67 |
0.5% |
83% |
False |
False |
493,754 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.59 |
0.4% |
83% |
False |
False |
411,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.76 |
2.618 |
136.77 |
1.618 |
136.16 |
1.000 |
135.78 |
0.618 |
135.55 |
HIGH |
135.17 |
0.618 |
134.94 |
0.500 |
134.87 |
0.382 |
134.79 |
LOW |
134.56 |
0.618 |
134.18 |
1.000 |
133.95 |
1.618 |
133.57 |
2.618 |
132.96 |
4.250 |
131.97 |
|
|
Fisher Pivots for day following 14-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
135.02 |
134.97 |
PP |
134.94 |
134.84 |
S1 |
134.87 |
134.72 |
|