Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 16-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.89 |
134.23 |
-0.66 |
-0.5% |
134.45 |
High |
135.07 |
134.65 |
-0.42 |
-0.3% |
135.17 |
Low |
134.08 |
134.14 |
0.06 |
0.0% |
134.08 |
Close |
134.13 |
134.26 |
0.13 |
0.1% |
134.26 |
Range |
0.99 |
0.51 |
-0.48 |
-48.5% |
1.09 |
ATR |
0.78 |
0.77 |
-0.02 |
-2.4% |
0.00 |
Volume |
603,647 |
542,253 |
-61,394 |
-10.2% |
2,947,127 |
|
Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.88 |
135.58 |
134.54 |
|
R3 |
135.37 |
135.07 |
134.40 |
|
R2 |
134.86 |
134.86 |
134.35 |
|
R1 |
134.56 |
134.56 |
134.31 |
134.71 |
PP |
134.35 |
134.35 |
134.35 |
134.43 |
S1 |
134.05 |
134.05 |
134.21 |
134.20 |
S2 |
133.84 |
133.84 |
134.17 |
|
S3 |
133.33 |
133.54 |
134.12 |
|
S4 |
132.82 |
133.03 |
133.98 |
|
|
Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.77 |
137.11 |
134.86 |
|
R3 |
136.68 |
136.02 |
134.56 |
|
R2 |
135.59 |
135.59 |
134.46 |
|
R1 |
134.93 |
134.93 |
134.36 |
134.72 |
PP |
134.50 |
134.50 |
134.50 |
134.40 |
S1 |
133.84 |
133.84 |
134.16 |
133.63 |
S2 |
133.41 |
133.41 |
134.06 |
|
S3 |
132.32 |
132.75 |
133.96 |
|
S4 |
131.23 |
131.66 |
133.66 |
|
|
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% |
17% |
False |
False |
589,425 |
10 |
136.28 |
133.94 |
2.34 |
1.7% |
0.79 |
0.6% |
14% |
False |
False |
775,062 |
20 |
136.28 |
131.62 |
4.66 |
3.5% |
0.77 |
0.6% |
57% |
False |
False |
844,398 |
40 |
136.28 |
130.23 |
6.05 |
4.5% |
0.71 |
0.5% |
67% |
False |
False |
847,220 |
60 |
136.28 |
129.37 |
6.91 |
5.1% |
0.76 |
0.6% |
71% |
False |
False |
841,196 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.73 |
0.5% |
71% |
False |
False |
631,489 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.69 |
0.5% |
71% |
False |
False |
505,213 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.60 |
0.4% |
71% |
False |
False |
421,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.82 |
2.618 |
135.99 |
1.618 |
135.48 |
1.000 |
135.16 |
0.618 |
134.97 |
HIGH |
134.65 |
0.618 |
134.46 |
0.500 |
134.40 |
0.382 |
134.33 |
LOW |
134.14 |
0.618 |
133.82 |
1.000 |
133.63 |
1.618 |
133.31 |
2.618 |
132.80 |
4.250 |
131.97 |
|
|
Fisher Pivots for day following 16-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.40 |
134.63 |
PP |
134.35 |
134.50 |
S1 |
134.31 |
134.38 |
|