Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 23-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.76 |
134.26 |
-0.50 |
-0.4% |
134.14 |
High |
135.08 |
134.59 |
-0.49 |
-0.4% |
135.08 |
Low |
134.11 |
134.07 |
-0.04 |
0.0% |
134.07 |
Close |
134.25 |
134.55 |
0.30 |
0.2% |
134.55 |
Range |
0.97 |
0.52 |
-0.45 |
-46.4% |
1.01 |
ATR |
0.74 |
0.72 |
-0.02 |
-2.1% |
0.00 |
Volume |
788,636 |
643,023 |
-145,613 |
-18.5% |
3,426,893 |
|
Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.96 |
135.78 |
134.84 |
|
R3 |
135.44 |
135.26 |
134.69 |
|
R2 |
134.92 |
134.92 |
134.65 |
|
R1 |
134.74 |
134.74 |
134.60 |
134.83 |
PP |
134.40 |
134.40 |
134.40 |
134.45 |
S1 |
134.22 |
134.22 |
134.50 |
134.31 |
S2 |
133.88 |
133.88 |
134.45 |
|
S3 |
133.36 |
133.70 |
134.41 |
|
S4 |
132.84 |
133.18 |
134.26 |
|
|
Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.60 |
137.08 |
135.11 |
|
R3 |
136.59 |
136.07 |
134.83 |
|
R2 |
135.58 |
135.58 |
134.74 |
|
R1 |
135.06 |
135.06 |
134.64 |
135.32 |
PP |
134.57 |
134.57 |
134.57 |
134.70 |
S1 |
134.05 |
134.05 |
134.46 |
134.31 |
S2 |
133.56 |
133.56 |
134.36 |
|
S3 |
132.55 |
133.04 |
134.27 |
|
S4 |
131.54 |
132.03 |
133.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.08 |
134.07 |
1.01 |
0.8% |
0.63 |
0.5% |
48% |
False |
True |
685,378 |
10 |
135.17 |
134.07 |
1.10 |
0.8% |
0.63 |
0.5% |
44% |
False |
True |
637,402 |
20 |
136.28 |
132.72 |
3.56 |
2.6% |
0.74 |
0.5% |
51% |
False |
False |
805,885 |
40 |
136.28 |
130.23 |
6.05 |
4.5% |
0.72 |
0.5% |
71% |
False |
False |
823,737 |
60 |
136.28 |
129.37 |
6.91 |
5.1% |
0.74 |
0.6% |
75% |
False |
False |
894,011 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.73 |
0.5% |
75% |
False |
False |
674,263 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.70 |
0.5% |
75% |
False |
False |
539,479 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.62 |
0.5% |
75% |
False |
False |
449,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.80 |
2.618 |
135.95 |
1.618 |
135.43 |
1.000 |
135.11 |
0.618 |
134.91 |
HIGH |
134.59 |
0.618 |
134.39 |
0.500 |
134.33 |
0.382 |
134.27 |
LOW |
134.07 |
0.618 |
133.75 |
1.000 |
133.55 |
1.618 |
133.23 |
2.618 |
132.71 |
4.250 |
131.86 |
|
|
Fisher Pivots for day following 23-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.48 |
134.58 |
PP |
134.40 |
134.57 |
S1 |
134.33 |
134.56 |
|