Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 21-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.19 |
134.75 |
0.56 |
0.4% |
134.45 |
High |
134.68 |
134.99 |
0.31 |
0.2% |
135.17 |
Low |
134.09 |
134.47 |
0.38 |
0.3% |
134.08 |
Close |
134.63 |
134.79 |
0.16 |
0.1% |
134.26 |
Range |
0.59 |
0.52 |
-0.07 |
-11.9% |
1.09 |
ATR |
0.74 |
0.72 |
-0.02 |
-2.1% |
0.00 |
Volume |
701,611 |
787,757 |
86,146 |
12.3% |
2,947,127 |
|
Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.31 |
136.07 |
135.08 |
|
R3 |
135.79 |
135.55 |
134.93 |
|
R2 |
135.27 |
135.27 |
134.89 |
|
R1 |
135.03 |
135.03 |
134.84 |
135.15 |
PP |
134.75 |
134.75 |
134.75 |
134.81 |
S1 |
134.51 |
134.51 |
134.74 |
134.63 |
S2 |
134.23 |
134.23 |
134.69 |
|
S3 |
133.71 |
133.99 |
134.65 |
|
S4 |
133.19 |
133.47 |
134.50 |
|
|
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 |
135.07 |
134.08 |
0.99 |
0.7% |
0.63 |
0.5% |
72% |
False |
False |
628,226 |
10 |
135.17 |
133.97 |
1.20 |
0.9% |
0.61 |
0.4% |
68% |
False |
False |
622,796 |
20 |
136.28 |
131.95 |
4.33 |
3.2% |
0.75 |
0.6% |
66% |
False |
False |
830,479 |
40 |
136.28 |
130.23 |
6.05 |
4.5% |
0.71 |
0.5% |
75% |
False |
False |
831,183 |
60 |
136.28 |
129.37 |
6.91 |
5.1% |
0.75 |
0.6% |
78% |
False |
False |
873,537 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.72 |
0.5% |
78% |
False |
False |
656,403 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.70 |
0.5% |
78% |
False |
False |
525,163 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.61 |
0.4% |
78% |
False |
False |
437,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.20 |
2.618 |
136.35 |
1.618 |
135.83 |
1.000 |
135.51 |
0.618 |
135.31 |
HIGH |
134.99 |
0.618 |
134.79 |
0.500 |
134.73 |
0.382 |
134.67 |
LOW |
134.47 |
0.618 |
134.15 |
1.000 |
133.95 |
1.618 |
133.63 |
2.618 |
133.11 |
4.250 |
132.26 |
|
|
Fisher Pivots for day following 21-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.77 |
134.71 |
PP |
134.75 |
134.62 |
S1 |
134.73 |
134.54 |
|