Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 05-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.03 |
134.61 |
0.58 |
0.4% |
134.62 |
High |
134.71 |
134.77 |
0.06 |
0.0% |
134.70 |
Low |
134.03 |
134.32 |
0.29 |
0.2% |
133.50 |
Close |
134.54 |
134.52 |
-0.02 |
0.0% |
133.91 |
Range |
0.68 |
0.45 |
-0.23 |
-33.8% |
1.20 |
ATR |
0.72 |
0.70 |
-0.02 |
-2.7% |
0.00 |
Volume |
993,281 |
150,817 |
-842,464 |
-84.8% |
4,633,819 |
|
Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.89 |
135.65 |
134.77 |
|
R3 |
135.44 |
135.20 |
134.64 |
|
R2 |
134.99 |
134.99 |
134.60 |
|
R1 |
134.75 |
134.75 |
134.56 |
134.65 |
PP |
134.54 |
134.54 |
134.54 |
134.48 |
S1 |
134.30 |
134.30 |
134.48 |
134.20 |
S2 |
134.09 |
134.09 |
134.44 |
|
S3 |
133.64 |
133.85 |
134.40 |
|
S4 |
133.19 |
133.40 |
134.27 |
|
|
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 |
134.77 |
133.21 |
1.56 |
1.2% |
0.69 |
0.5% |
84% |
True |
False |
1,048,045 |
10 |
135.08 |
133.21 |
1.87 |
1.4% |
0.67 |
0.5% |
70% |
False |
False |
893,155 |
20 |
135.17 |
133.21 |
1.96 |
1.5% |
0.64 |
0.5% |
67% |
False |
False |
757,975 |
40 |
136.28 |
131.05 |
5.23 |
3.9% |
0.71 |
0.5% |
66% |
False |
False |
825,012 |
60 |
136.28 |
129.60 |
6.68 |
5.0% |
0.72 |
0.5% |
74% |
False |
False |
894,784 |
80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.73 |
0.5% |
75% |
False |
False |
767,851 |
100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.71 |
0.5% |
75% |
False |
False |
614,473 |
120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.65 |
0.5% |
75% |
False |
False |
512,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.68 |
2.618 |
135.95 |
1.618 |
135.50 |
1.000 |
135.22 |
0.618 |
135.05 |
HIGH |
134.77 |
0.618 |
134.60 |
0.500 |
134.55 |
0.382 |
134.49 |
LOW |
134.32 |
0.618 |
134.04 |
1.000 |
133.87 |
1.618 |
133.59 |
2.618 |
133.14 |
4.250 |
132.41 |
|
|
Fisher Pivots for day following 05-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.55 |
134.34 |
PP |
134.54 |
134.17 |
S1 |
134.53 |
133.99 |
|