Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 29-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
133.99 |
134.01 |
0.02 |
0.0% |
134.14 |
High |
134.39 |
134.49 |
0.10 |
0.1% |
135.08 |
Low |
133.89 |
133.79 |
-0.10 |
-0.1% |
134.07 |
Close |
134.09 |
133.88 |
-0.21 |
-0.2% |
134.55 |
Range |
0.50 |
0.70 |
0.20 |
40.0% |
1.01 |
ATR |
0.70 |
0.70 |
0.00 |
0.0% |
0.00 |
Volume |
773,877 |
1,266,188 |
492,311 |
63.6% |
3,426,893 |
|
Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.15 |
135.72 |
134.27 |
|
R3 |
135.45 |
135.02 |
134.07 |
|
R2 |
134.75 |
134.75 |
134.01 |
|
R1 |
134.32 |
134.32 |
133.94 |
134.19 |
PP |
134.05 |
134.05 |
134.05 |
133.99 |
S1 |
133.62 |
133.62 |
133.82 |
133.49 |
S2 |
133.35 |
133.35 |
133.75 |
|
S3 |
132.65 |
132.92 |
133.69 |
|
S4 |
131.95 |
132.22 |
133.50 |
|
|
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 |
134.70 |
133.66 |
1.04 |
0.8% |
0.60 |
0.4% |
21% |
False |
False |
833,775 |
10 |
135.08 |
133.66 |
1.42 |
1.1% |
0.61 |
0.5% |
15% |
False |
False |
749,499 |
20 |
136.28 |
133.66 |
2.62 |
2.0% |
0.73 |
0.5% |
8% |
False |
False |
805,075 |
40 |
136.28 |
130.44 |
5.84 |
4.4% |
0.70 |
0.5% |
59% |
False |
False |
804,934 |
60 |
136.28 |
129.52 |
6.76 |
5.0% |
0.73 |
0.5% |
64% |
False |
False |
890,071 |
80 |
136.28 |
129.37 |
6.91 |
5.2% |
0.72 |
0.5% |
65% |
False |
False |
718,310 |
100 |
136.28 |
129.37 |
6.91 |
5.2% |
0.71 |
0.5% |
65% |
False |
False |
574,736 |
120 |
136.28 |
129.37 |
6.91 |
5.2% |
0.64 |
0.5% |
65% |
False |
False |
478,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.47 |
2.618 |
136.32 |
1.618 |
135.62 |
1.000 |
135.19 |
0.618 |
134.92 |
HIGH |
134.49 |
0.618 |
134.22 |
0.500 |
134.14 |
0.382 |
134.06 |
LOW |
133.79 |
0.618 |
133.36 |
1.000 |
133.09 |
1.618 |
132.66 |
2.618 |
131.96 |
4.250 |
130.82 |
|
|
Fisher Pivots for day following 29-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
134.14 |
134.08 |
PP |
134.05 |
134.01 |
S1 |
133.97 |
133.95 |
|