Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 28-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
134.26 |
133.99 |
-0.27 |
-0.2% |
134.14 |
High |
134.28 |
134.39 |
0.11 |
0.1% |
135.08 |
Low |
133.66 |
133.89 |
0.23 |
0.2% |
134.07 |
Close |
133.87 |
134.09 |
0.22 |
0.2% |
134.55 |
Range |
0.62 |
0.50 |
-0.12 |
-19.4% |
1.01 |
ATR |
0.72 |
0.70 |
-0.01 |
-1.9% |
0.00 |
Volume |
885,263 |
773,877 |
-111,386 |
-12.6% |
3,426,893 |
|
Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.62 |
135.36 |
134.37 |
|
R3 |
135.12 |
134.86 |
134.23 |
|
R2 |
134.62 |
134.62 |
134.18 |
|
R1 |
134.36 |
134.36 |
134.14 |
134.49 |
PP |
134.12 |
134.12 |
134.12 |
134.19 |
S1 |
133.86 |
133.86 |
134.04 |
133.99 |
S2 |
133.62 |
133.62 |
134.00 |
|
S3 |
133.12 |
133.36 |
133.95 |
|
S4 |
132.62 |
132.86 |
133.82 |
|
|
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 |
133.66 |
1.42 |
1.1% |
0.65 |
0.5% |
30% |
False |
False |
738,264 |
10 |
135.08 |
133.66 |
1.42 |
1.1% |
0.64 |
0.5% |
30% |
False |
False |
683,245 |
20 |
136.28 |
133.66 |
2.62 |
2.0% |
0.73 |
0.5% |
16% |
False |
False |
794,119 |
40 |
136.28 |
130.23 |
6.05 |
4.5% |
0.70 |
0.5% |
64% |
False |
False |
799,586 |
60 |
136.28 |
129.52 |
6.76 |
5.0% |
0.74 |
0.5% |
68% |
False |
False |
889,952 |
80 |
136.28 |
129.37 |
6.91 |
5.2% |
0.72 |
0.5% |
68% |
False |
False |
702,485 |
100 |
136.28 |
129.37 |
6.91 |
5.2% |
0.70 |
0.5% |
68% |
False |
False |
562,075 |
120 |
136.28 |
129.37 |
6.91 |
5.2% |
0.63 |
0.5% |
68% |
False |
False |
468,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.52 |
2.618 |
135.70 |
1.618 |
135.20 |
1.000 |
134.89 |
0.618 |
134.70 |
HIGH |
134.39 |
0.618 |
134.20 |
0.500 |
134.14 |
0.382 |
134.08 |
LOW |
133.89 |
0.618 |
133.58 |
1.000 |
133.39 |
1.618 |
133.08 |
2.618 |
132.58 |
4.250 |
131.77 |
|
|
Fisher Pivots for day following 28-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.14 |
134.18 |
PP |
134.12 |
134.15 |
S1 |
134.11 |
134.12 |
|