Euro Bund Future December 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 |
133.51 |
134.19 |
0.68 |
0.5% |
134.13 |
High |
134.23 |
134.29 |
0.06 |
0.0% |
134.16 |
Low |
133.51 |
133.82 |
0.31 |
0.2% |
132.99 |
Close |
134.06 |
134.05 |
-0.01 |
0.0% |
133.40 |
Range |
0.72 |
0.47 |
-0.25 |
-34.7% |
1.17 |
ATR |
0.66 |
0.65 |
-0.01 |
-2.1% |
0.00 |
Volume |
812,204 |
1,143,350 |
331,146 |
40.8% |
787,533 |
|
Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.46 |
135.23 |
134.31 |
|
R3 |
134.99 |
134.76 |
134.18 |
|
R2 |
134.52 |
134.52 |
134.14 |
|
R1 |
134.29 |
134.29 |
134.09 |
134.17 |
PP |
134.05 |
134.05 |
134.05 |
134.00 |
S1 |
133.82 |
133.82 |
134.01 |
133.70 |
S2 |
133.58 |
133.58 |
133.96 |
|
S3 |
133.11 |
133.35 |
133.92 |
|
S4 |
132.64 |
132.88 |
133.79 |
|
|
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 |
134.29 |
132.71 |
1.58 |
1.2% |
0.70 |
0.5% |
85% |
True |
False |
770,452 |
10 |
134.50 |
132.71 |
1.79 |
1.3% |
0.66 |
0.5% |
75% |
False |
False |
393,047 |
20 |
134.61 |
132.71 |
1.90 |
1.4% |
0.60 |
0.4% |
71% |
False |
False |
197,369 |
40 |
135.66 |
130.62 |
5.04 |
3.8% |
0.60 |
0.4% |
68% |
False |
False |
99,116 |
60 |
135.66 |
129.80 |
5.86 |
4.4% |
0.55 |
0.4% |
73% |
False |
False |
66,106 |
80 |
135.66 |
128.66 |
7.00 |
5.2% |
0.52 |
0.4% |
77% |
False |
False |
49,583 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.41 |
0.3% |
77% |
False |
False |
39,666 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.34 |
0.3% |
77% |
False |
False |
33,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.29 |
2.618 |
135.52 |
1.618 |
135.05 |
1.000 |
134.76 |
0.618 |
134.58 |
HIGH |
134.29 |
0.618 |
134.11 |
0.500 |
134.06 |
0.382 |
134.00 |
LOW |
133.82 |
0.618 |
133.53 |
1.000 |
133.35 |
1.618 |
133.06 |
2.618 |
132.59 |
4.250 |
131.82 |
|
|
Fisher Pivots for day following 05-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.06 |
133.87 |
PP |
134.05 |
133.68 |
S1 |
134.05 |
133.50 |
|