Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 20-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.14 |
134.19 |
0.05 |
0.0% |
134.45 |
High |
134.62 |
134.68 |
0.06 |
0.0% |
135.17 |
Low |
134.09 |
134.09 |
0.00 |
0.0% |
134.08 |
Close |
134.15 |
134.63 |
0.48 |
0.4% |
134.26 |
Range |
0.53 |
0.59 |
0.06 |
11.3% |
1.09 |
ATR |
0.75 |
0.74 |
-0.01 |
-1.5% |
0.00 |
Volume |
505,866 |
701,611 |
195,745 |
38.7% |
2,947,127 |
|
Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.24 |
136.02 |
134.95 |
|
R3 |
135.65 |
135.43 |
134.79 |
|
R2 |
135.06 |
135.06 |
134.74 |
|
R1 |
134.84 |
134.84 |
134.68 |
134.95 |
PP |
134.47 |
134.47 |
134.47 |
134.52 |
S1 |
134.25 |
134.25 |
134.58 |
134.36 |
S2 |
133.88 |
133.88 |
134.52 |
|
S3 |
133.29 |
133.66 |
134.47 |
|
S4 |
132.70 |
133.07 |
134.31 |
|
|
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% |
50% |
False |
False |
608,808 |
10 |
135.17 |
133.94 |
1.23 |
0.9% |
0.64 |
0.5% |
56% |
False |
False |
641,513 |
20 |
136.28 |
131.91 |
4.37 |
3.2% |
0.76 |
0.6% |
62% |
False |
False |
839,245 |
40 |
136.28 |
130.23 |
6.05 |
4.5% |
0.70 |
0.5% |
73% |
False |
False |
830,855 |
60 |
136.28 |
129.37 |
6.91 |
5.1% |
0.75 |
0.6% |
76% |
False |
False |
860,615 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.72 |
0.5% |
76% |
False |
False |
646,567 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.69 |
0.5% |
76% |
False |
False |
517,285 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.60 |
0.4% |
76% |
False |
False |
431,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.19 |
2.618 |
136.22 |
1.618 |
135.63 |
1.000 |
135.27 |
0.618 |
135.04 |
HIGH |
134.68 |
0.618 |
134.45 |
0.500 |
134.39 |
0.382 |
134.32 |
LOW |
134.09 |
0.618 |
133.73 |
1.000 |
133.50 |
1.618 |
133.14 |
2.618 |
132.55 |
4.250 |
131.58 |
|
|
Fisher Pivots for day following 20-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.55 |
134.55 |
PP |
134.47 |
134.47 |
S1 |
134.39 |
134.39 |
|