Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 26-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.26 |
134.62 |
0.36 |
0.3% |
134.14 |
High |
134.59 |
134.70 |
0.11 |
0.1% |
135.08 |
Low |
134.07 |
134.04 |
-0.03 |
0.0% |
134.07 |
Close |
134.55 |
134.32 |
-0.23 |
-0.2% |
134.55 |
Range |
0.52 |
0.66 |
0.14 |
26.9% |
1.01 |
ATR |
0.72 |
0.72 |
0.00 |
-0.6% |
0.00 |
Volume |
643,023 |
600,525 |
-42,498 |
-6.6% |
3,426,893 |
|
Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.33 |
135.99 |
134.68 |
|
R3 |
135.67 |
135.33 |
134.50 |
|
R2 |
135.01 |
135.01 |
134.44 |
|
R1 |
134.67 |
134.67 |
134.38 |
134.51 |
PP |
134.35 |
134.35 |
134.35 |
134.28 |
S1 |
134.01 |
134.01 |
134.26 |
133.85 |
S2 |
133.69 |
133.69 |
134.20 |
|
S3 |
133.03 |
133.35 |
134.14 |
|
S4 |
132.37 |
132.69 |
133.96 |
|
|
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 |
134.04 |
1.04 |
0.8% |
0.65 |
0.5% |
27% |
False |
True |
704,310 |
10 |
135.17 |
134.04 |
1.13 |
0.8% |
0.65 |
0.5% |
25% |
False |
True |
648,105 |
20 |
136.28 |
133.06 |
3.22 |
2.4% |
0.74 |
0.5% |
39% |
False |
False |
800,009 |
40 |
136.28 |
130.23 |
6.05 |
4.5% |
0.71 |
0.5% |
68% |
False |
False |
809,061 |
60 |
136.28 |
129.37 |
6.91 |
5.1% |
0.75 |
0.6% |
72% |
False |
False |
899,176 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.72 |
0.5% |
72% |
False |
False |
681,766 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.70 |
0.5% |
72% |
False |
False |
545,484 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.62 |
0.5% |
72% |
False |
False |
454,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.51 |
2.618 |
136.43 |
1.618 |
135.77 |
1.000 |
135.36 |
0.618 |
135.11 |
HIGH |
134.70 |
0.618 |
134.45 |
0.500 |
134.37 |
0.382 |
134.29 |
LOW |
134.04 |
0.618 |
133.63 |
1.000 |
133.38 |
1.618 |
132.97 |
2.618 |
132.31 |
4.250 |
131.24 |
|
|
Fisher Pivots for day following 26-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.37 |
134.56 |
PP |
134.35 |
134.48 |
S1 |
134.34 |
134.40 |
|