Euro Bund Future December 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 |
133.42 |
132.84 |
-0.58 |
-0.4% |
134.13 |
High |
133.68 |
133.63 |
-0.05 |
0.0% |
134.16 |
Low |
132.99 |
132.71 |
-0.28 |
-0.2% |
132.99 |
Close |
133.40 |
133.43 |
0.03 |
0.0% |
133.40 |
Range |
0.69 |
0.92 |
0.23 |
33.3% |
1.17 |
ATR |
0.63 |
0.65 |
0.02 |
3.2% |
0.00 |
Volume |
390,882 |
1,177,867 |
786,985 |
201.3% |
787,533 |
|
Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.02 |
135.64 |
133.94 |
|
R3 |
135.10 |
134.72 |
133.68 |
|
R2 |
134.18 |
134.18 |
133.60 |
|
R1 |
133.80 |
133.80 |
133.51 |
133.99 |
PP |
133.26 |
133.26 |
133.26 |
133.35 |
S1 |
132.88 |
132.88 |
133.35 |
133.07 |
S2 |
132.34 |
132.34 |
133.26 |
|
S3 |
131.42 |
131.96 |
133.18 |
|
S4 |
130.50 |
131.04 |
132.92 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.03 |
136.38 |
134.04 |
|
R3 |
135.86 |
135.21 |
133.72 |
|
R2 |
134.69 |
134.69 |
133.61 |
|
R1 |
134.04 |
134.04 |
133.51 |
133.78 |
PP |
133.52 |
133.52 |
133.52 |
133.39 |
S1 |
132.87 |
132.87 |
133.29 |
132.61 |
S2 |
132.35 |
132.35 |
133.19 |
|
S3 |
131.18 |
131.70 |
133.08 |
|
S4 |
130.01 |
130.53 |
132.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.98 |
132.71 |
1.27 |
1.0% |
0.68 |
0.5% |
57% |
False |
True |
391,348 |
10 |
134.50 |
132.71 |
1.79 |
1.3% |
0.64 |
0.5% |
40% |
False |
True |
197,875 |
20 |
134.89 |
132.71 |
2.18 |
1.6% |
0.62 |
0.5% |
33% |
False |
True |
99,704 |
40 |
135.66 |
130.34 |
5.32 |
4.0% |
0.59 |
0.4% |
58% |
False |
False |
50,230 |
60 |
135.66 |
129.20 |
6.46 |
4.8% |
0.55 |
0.4% |
65% |
False |
False |
33,513 |
80 |
135.66 |
128.66 |
7.00 |
5.2% |
0.50 |
0.4% |
68% |
False |
False |
25,138 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.40 |
0.3% |
68% |
False |
False |
20,110 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.33 |
0.3% |
68% |
False |
False |
16,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.54 |
2.618 |
136.04 |
1.618 |
135.12 |
1.000 |
134.55 |
0.618 |
134.20 |
HIGH |
133.63 |
0.618 |
133.28 |
0.500 |
133.17 |
0.382 |
133.06 |
LOW |
132.71 |
0.618 |
132.14 |
1.000 |
131.79 |
1.618 |
131.22 |
2.618 |
130.30 |
4.250 |
128.80 |
|
|
Fisher Pivots for day following 03-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
133.34 |
133.40 |
PP |
133.26 |
133.37 |
S1 |
133.17 |
133.35 |
|