Euro Bund Future December 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 |
132.84 |
133.51 |
0.67 |
0.5% |
134.13 |
High |
133.63 |
134.23 |
0.60 |
0.4% |
134.16 |
Low |
132.71 |
133.51 |
0.80 |
0.6% |
132.99 |
Close |
133.43 |
134.06 |
0.63 |
0.5% |
133.40 |
Range |
0.92 |
0.72 |
-0.20 |
-21.7% |
1.17 |
ATR |
0.65 |
0.66 |
0.01 |
1.6% |
0.00 |
Volume |
1,177,867 |
812,204 |
-365,663 |
-31.0% |
787,533 |
|
Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.09 |
135.80 |
134.46 |
|
R3 |
135.37 |
135.08 |
134.26 |
|
R2 |
134.65 |
134.65 |
134.19 |
|
R1 |
134.36 |
134.36 |
134.13 |
134.51 |
PP |
133.93 |
133.93 |
133.93 |
134.01 |
S1 |
133.64 |
133.64 |
133.99 |
133.79 |
S2 |
133.21 |
133.21 |
133.93 |
|
S3 |
132.49 |
132.92 |
133.86 |
|
S4 |
131.77 |
132.20 |
133.66 |
|
|
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 |
134.23 |
132.71 |
1.52 |
1.1% |
0.70 |
0.5% |
89% |
True |
False |
549,305 |
10 |
134.50 |
132.71 |
1.79 |
1.3% |
0.66 |
0.5% |
75% |
False |
False |
278,891 |
20 |
134.61 |
132.71 |
1.90 |
1.4% |
0.61 |
0.5% |
71% |
False |
False |
140,277 |
40 |
135.66 |
130.54 |
5.12 |
3.8% |
0.60 |
0.4% |
69% |
False |
False |
70,533 |
60 |
135.66 |
129.80 |
5.86 |
4.4% |
0.56 |
0.4% |
73% |
False |
False |
47,050 |
80 |
135.66 |
128.66 |
7.00 |
5.2% |
0.51 |
0.4% |
77% |
False |
False |
35,291 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.41 |
0.3% |
77% |
False |
False |
28,232 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.34 |
0.3% |
77% |
False |
False |
23,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.29 |
2.618 |
136.11 |
1.618 |
135.39 |
1.000 |
134.95 |
0.618 |
134.67 |
HIGH |
134.23 |
0.618 |
133.95 |
0.500 |
133.87 |
0.382 |
133.79 |
LOW |
133.51 |
0.618 |
133.07 |
1.000 |
132.79 |
1.618 |
132.35 |
2.618 |
131.63 |
4.250 |
130.45 |
|
|
Fisher Pivots for day following 04-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.00 |
133.86 |
PP |
133.93 |
133.67 |
S1 |
133.87 |
133.47 |
|