Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 15-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.93 |
134.89 |
-0.04 |
0.0% |
135.49 |
High |
135.17 |
135.07 |
-0.10 |
-0.1% |
136.28 |
Low |
134.56 |
134.08 |
-0.48 |
-0.4% |
133.94 |
Close |
135.09 |
134.13 |
-0.96 |
-0.7% |
134.58 |
Range |
0.61 |
0.99 |
0.38 |
62.3% |
2.34 |
ATR |
0.77 |
0.78 |
0.02 |
2.3% |
0.00 |
Volume |
690,667 |
603,647 |
-87,020 |
-12.6% |
4,803,496 |
|
Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.40 |
136.75 |
134.67 |
|
R3 |
136.41 |
135.76 |
134.40 |
|
R2 |
135.42 |
135.42 |
134.31 |
|
R1 |
134.77 |
134.77 |
134.22 |
134.60 |
PP |
134.43 |
134.43 |
134.43 |
134.34 |
S1 |
133.78 |
133.78 |
134.04 |
133.61 |
S2 |
133.44 |
133.44 |
133.95 |
|
S3 |
132.45 |
132.79 |
133.86 |
|
S4 |
131.46 |
131.80 |
133.59 |
|
|
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 |
134.08 |
1.09 |
0.8% |
0.63 |
0.5% |
5% |
False |
True |
583,630 |
10 |
136.28 |
133.94 |
2.34 |
1.7% |
0.85 |
0.6% |
8% |
False |
False |
860,650 |
20 |
136.28 |
131.62 |
4.66 |
3.5% |
0.78 |
0.6% |
54% |
False |
False |
843,413 |
40 |
136.28 |
130.23 |
6.05 |
4.5% |
0.71 |
0.5% |
64% |
False |
False |
856,023 |
60 |
136.28 |
129.37 |
6.91 |
5.2% |
0.75 |
0.6% |
69% |
False |
False |
832,246 |
80 |
136.28 |
129.37 |
6.91 |
5.2% |
0.73 |
0.5% |
69% |
False |
False |
624,718 |
100 |
136.28 |
129.37 |
6.91 |
5.2% |
0.68 |
0.5% |
69% |
False |
False |
499,791 |
120 |
136.28 |
129.37 |
6.91 |
5.2% |
0.60 |
0.4% |
69% |
False |
False |
416,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.28 |
2.618 |
137.66 |
1.618 |
136.67 |
1.000 |
136.06 |
0.618 |
135.68 |
HIGH |
135.07 |
0.618 |
134.69 |
0.500 |
134.58 |
0.382 |
134.46 |
LOW |
134.08 |
0.618 |
133.47 |
1.000 |
133.09 |
1.618 |
132.48 |
2.618 |
131.49 |
4.250 |
129.87 |
|
|
Fisher Pivots for day following 15-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.58 |
134.63 |
PP |
134.43 |
134.46 |
S1 |
134.28 |
134.30 |
|