Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 03-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
133.94 |
133.33 |
-0.61 |
-0.5% |
134.62 |
High |
134.19 |
134.13 |
-0.06 |
0.0% |
134.70 |
Low |
133.50 |
133.21 |
-0.29 |
-0.2% |
133.50 |
Close |
133.91 |
133.93 |
0.02 |
0.0% |
133.91 |
Range |
0.69 |
0.92 |
0.23 |
33.3% |
1.20 |
ATR |
0.70 |
0.72 |
0.02 |
2.2% |
0.00 |
Volume |
1,107,966 |
1,721,976 |
614,010 |
55.4% |
4,633,819 |
|
Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.52 |
136.14 |
134.44 |
|
R3 |
135.60 |
135.22 |
134.18 |
|
R2 |
134.68 |
134.68 |
134.10 |
|
R1 |
134.30 |
134.30 |
134.01 |
134.49 |
PP |
133.76 |
133.76 |
133.76 |
133.85 |
S1 |
133.38 |
133.38 |
133.85 |
133.57 |
S2 |
132.84 |
132.84 |
133.76 |
|
S3 |
131.92 |
132.46 |
133.68 |
|
S4 |
131.00 |
131.54 |
133.42 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.64 |
136.97 |
134.57 |
|
R3 |
136.44 |
135.77 |
134.24 |
|
R2 |
135.24 |
135.24 |
134.13 |
|
R1 |
134.57 |
134.57 |
134.02 |
134.31 |
PP |
134.04 |
134.04 |
134.04 |
133.90 |
S1 |
133.37 |
133.37 |
133.80 |
133.11 |
S2 |
132.84 |
132.84 |
133.69 |
|
S3 |
131.64 |
132.17 |
133.58 |
|
S4 |
130.44 |
130.97 |
133.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.49 |
133.21 |
1.28 |
1.0% |
0.69 |
0.5% |
56% |
False |
True |
1,151,054 |
10 |
135.08 |
133.21 |
1.87 |
1.4% |
0.67 |
0.5% |
39% |
False |
True |
927,682 |
20 |
135.59 |
133.21 |
2.38 |
1.8% |
0.68 |
0.5% |
30% |
False |
True |
804,895 |
40 |
136.28 |
130.78 |
5.50 |
4.1% |
0.71 |
0.5% |
57% |
False |
False |
836,692 |
60 |
136.28 |
129.52 |
6.76 |
5.0% |
0.73 |
0.5% |
65% |
False |
False |
905,837 |
80 |
136.28 |
129.37 |
6.91 |
5.2% |
0.73 |
0.5% |
66% |
False |
False |
753,604 |
100 |
136.28 |
129.37 |
6.91 |
5.2% |
0.71 |
0.5% |
66% |
False |
False |
603,035 |
120 |
136.28 |
129.37 |
6.91 |
5.2% |
0.65 |
0.5% |
66% |
False |
False |
502,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.04 |
2.618 |
136.54 |
1.618 |
135.62 |
1.000 |
135.05 |
0.618 |
134.70 |
HIGH |
134.13 |
0.618 |
133.78 |
0.500 |
133.67 |
0.382 |
133.56 |
LOW |
133.21 |
0.618 |
132.64 |
1.000 |
132.29 |
1.618 |
131.72 |
2.618 |
130.80 |
4.250 |
129.30 |
|
|
Fisher Pivots for day following 03-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
133.84 |
133.90 |
PP |
133.76 |
133.88 |
S1 |
133.67 |
133.85 |
|