Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 04-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
133.33 |
134.03 |
0.70 |
0.5% |
134.62 |
High |
134.13 |
134.71 |
0.58 |
0.4% |
134.70 |
Low |
133.21 |
134.03 |
0.82 |
0.6% |
133.50 |
Close |
133.93 |
134.54 |
0.61 |
0.5% |
133.91 |
Range |
0.92 |
0.68 |
-0.24 |
-26.1% |
1.20 |
ATR |
0.72 |
0.72 |
0.00 |
0.6% |
0.00 |
Volume |
1,721,976 |
993,281 |
-728,695 |
-42.3% |
4,633,819 |
|
Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.47 |
136.18 |
134.91 |
|
R3 |
135.79 |
135.50 |
134.73 |
|
R2 |
135.11 |
135.11 |
134.66 |
|
R1 |
134.82 |
134.82 |
134.60 |
134.97 |
PP |
134.43 |
134.43 |
134.43 |
134.50 |
S1 |
134.14 |
134.14 |
134.48 |
134.29 |
S2 |
133.75 |
133.75 |
134.42 |
|
S3 |
133.07 |
133.46 |
134.35 |
|
S4 |
132.39 |
132.78 |
134.17 |
|
|
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 |
134.71 |
133.21 |
1.50 |
1.1% |
0.70 |
0.5% |
89% |
True |
False |
1,172,657 |
10 |
135.08 |
133.21 |
1.87 |
1.4% |
0.68 |
0.5% |
71% |
False |
False |
956,849 |
20 |
135.17 |
133.21 |
1.96 |
1.5% |
0.66 |
0.5% |
68% |
False |
False |
799,181 |
40 |
136.28 |
130.95 |
5.33 |
4.0% |
0.71 |
0.5% |
67% |
False |
False |
840,230 |
60 |
136.28 |
129.52 |
6.76 |
5.0% |
0.73 |
0.5% |
74% |
False |
False |
909,280 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.73 |
0.5% |
75% |
False |
False |
765,986 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.71 |
0.5% |
75% |
False |
False |
612,967 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.65 |
0.5% |
75% |
False |
False |
510,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.60 |
2.618 |
136.49 |
1.618 |
135.81 |
1.000 |
135.39 |
0.618 |
135.13 |
HIGH |
134.71 |
0.618 |
134.45 |
0.500 |
134.37 |
0.382 |
134.29 |
LOW |
134.03 |
0.618 |
133.61 |
1.000 |
133.35 |
1.618 |
132.93 |
2.618 |
132.25 |
4.250 |
131.14 |
|
|
Fisher Pivots for day following 04-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.48 |
134.35 |
PP |
134.43 |
134.15 |
S1 |
134.37 |
133.96 |
|