Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 22-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.75 |
134.76 |
0.01 |
0.0% |
134.45 |
High |
134.99 |
135.08 |
0.09 |
0.1% |
135.17 |
Low |
134.47 |
134.11 |
-0.36 |
-0.3% |
134.08 |
Close |
134.79 |
134.25 |
-0.54 |
-0.4% |
134.26 |
Range |
0.52 |
0.97 |
0.45 |
86.5% |
1.09 |
ATR |
0.72 |
0.74 |
0.02 |
2.5% |
0.00 |
Volume |
787,757 |
788,636 |
879 |
0.1% |
2,947,127 |
|
Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.39 |
136.79 |
134.78 |
|
R3 |
136.42 |
135.82 |
134.52 |
|
R2 |
135.45 |
135.45 |
134.43 |
|
R1 |
134.85 |
134.85 |
134.34 |
134.67 |
PP |
134.48 |
134.48 |
134.48 |
134.39 |
S1 |
133.88 |
133.88 |
134.16 |
133.70 |
S2 |
133.51 |
133.51 |
134.07 |
|
S3 |
132.54 |
132.91 |
133.98 |
|
S4 |
131.57 |
131.94 |
133.72 |
|
|
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 |
135.08 |
134.09 |
0.99 |
0.7% |
0.62 |
0.5% |
16% |
True |
False |
665,224 |
10 |
135.17 |
134.08 |
1.09 |
0.8% |
0.63 |
0.5% |
16% |
False |
False |
624,427 |
20 |
136.28 |
132.08 |
4.20 |
3.1% |
0.75 |
0.6% |
52% |
False |
False |
814,794 |
40 |
136.28 |
130.23 |
6.05 |
4.5% |
0.71 |
0.5% |
66% |
False |
False |
830,288 |
60 |
136.28 |
129.37 |
6.91 |
5.1% |
0.75 |
0.6% |
71% |
False |
False |
885,864 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.73 |
0.5% |
71% |
False |
False |
666,255 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.70 |
0.5% |
71% |
False |
False |
533,049 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.61 |
0.5% |
71% |
False |
False |
444,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.20 |
2.618 |
137.62 |
1.618 |
136.65 |
1.000 |
136.05 |
0.618 |
135.68 |
HIGH |
135.08 |
0.618 |
134.71 |
0.500 |
134.60 |
0.382 |
134.48 |
LOW |
134.11 |
0.618 |
133.51 |
1.000 |
133.14 |
1.618 |
132.54 |
2.618 |
131.57 |
4.250 |
129.99 |
|
|
Fisher Pivots for day following 22-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.60 |
134.59 |
PP |
134.48 |
134.47 |
S1 |
134.37 |
134.36 |
|