Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 19-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.23 |
134.14 |
-0.09 |
-0.1% |
134.45 |
High |
134.65 |
134.62 |
-0.03 |
0.0% |
135.17 |
Low |
134.14 |
134.09 |
-0.05 |
0.0% |
134.08 |
Close |
134.26 |
134.15 |
-0.11 |
-0.1% |
134.26 |
Range |
0.51 |
0.53 |
0.02 |
3.9% |
1.09 |
ATR |
0.77 |
0.75 |
-0.02 |
-2.2% |
0.00 |
Volume |
542,253 |
505,866 |
-36,387 |
-6.7% |
2,947,127 |
|
Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.88 |
135.54 |
134.44 |
|
R3 |
135.35 |
135.01 |
134.30 |
|
R2 |
134.82 |
134.82 |
134.25 |
|
R1 |
134.48 |
134.48 |
134.20 |
134.65 |
PP |
134.29 |
134.29 |
134.29 |
134.37 |
S1 |
133.95 |
133.95 |
134.10 |
134.12 |
S2 |
133.76 |
133.76 |
134.05 |
|
S3 |
133.23 |
133.42 |
134.00 |
|
S4 |
132.70 |
132.89 |
133.86 |
|
|
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% |
0.65 |
0.5% |
6% |
False |
False |
591,900 |
10 |
135.59 |
133.94 |
1.65 |
1.2% |
0.70 |
0.5% |
13% |
False |
False |
682,108 |
20 |
136.28 |
131.71 |
4.57 |
3.4% |
0.77 |
0.6% |
53% |
False |
False |
840,523 |
40 |
136.28 |
130.23 |
6.05 |
4.5% |
0.70 |
0.5% |
65% |
False |
False |
835,174 |
60 |
136.28 |
129.37 |
6.91 |
5.2% |
0.76 |
0.6% |
69% |
False |
False |
849,223 |
80 |
136.28 |
129.37 |
6.91 |
5.2% |
0.73 |
0.5% |
69% |
False |
False |
637,807 |
100 |
136.28 |
129.37 |
6.91 |
5.2% |
0.69 |
0.5% |
69% |
False |
False |
510,272 |
120 |
136.28 |
129.37 |
6.91 |
5.2% |
0.61 |
0.5% |
69% |
False |
False |
425,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.87 |
2.618 |
136.01 |
1.618 |
135.48 |
1.000 |
135.15 |
0.618 |
134.95 |
HIGH |
134.62 |
0.618 |
134.42 |
0.500 |
134.36 |
0.382 |
134.29 |
LOW |
134.09 |
0.618 |
133.76 |
1.000 |
133.56 |
1.618 |
133.23 |
2.618 |
132.70 |
4.250 |
131.84 |
|
|
Fisher Pivots for day following 19-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.36 |
134.58 |
PP |
134.29 |
134.43 |
S1 |
134.22 |
134.29 |
|