Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 06-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.19 |
134.17 |
-0.02 |
0.0% |
132.84 |
High |
134.29 |
134.81 |
0.52 |
0.4% |
134.81 |
Low |
133.82 |
134.01 |
0.19 |
0.1% |
132.71 |
Close |
134.05 |
134.55 |
0.50 |
0.4% |
134.55 |
Range |
0.47 |
0.80 |
0.33 |
70.2% |
2.10 |
ATR |
0.65 |
0.66 |
0.01 |
1.6% |
0.00 |
Volume |
1,143,350 |
1,263,635 |
120,285 |
10.5% |
4,397,056 |
|
Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.86 |
136.50 |
134.99 |
|
R3 |
136.06 |
135.70 |
134.77 |
|
R2 |
135.26 |
135.26 |
134.70 |
|
R1 |
134.90 |
134.90 |
134.62 |
135.08 |
PP |
134.46 |
134.46 |
134.46 |
134.55 |
S1 |
134.10 |
134.10 |
134.48 |
134.28 |
S2 |
133.66 |
133.66 |
134.40 |
|
S3 |
132.86 |
133.30 |
134.33 |
|
S4 |
132.06 |
132.50 |
134.11 |
|
|
Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.32 |
139.54 |
135.71 |
|
R3 |
138.22 |
137.44 |
135.13 |
|
R2 |
136.12 |
136.12 |
134.94 |
|
R1 |
135.34 |
135.34 |
134.74 |
135.73 |
PP |
134.02 |
134.02 |
134.02 |
134.22 |
S1 |
133.24 |
133.24 |
134.36 |
133.63 |
S2 |
131.92 |
131.92 |
134.17 |
|
S3 |
129.82 |
131.14 |
133.97 |
|
S4 |
127.72 |
129.04 |
133.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.81 |
132.71 |
2.10 |
1.6% |
0.72 |
0.5% |
88% |
True |
False |
957,587 |
10 |
134.81 |
132.71 |
2.10 |
1.6% |
0.65 |
0.5% |
88% |
True |
False |
519,043 |
20 |
134.81 |
132.71 |
2.10 |
1.6% |
0.60 |
0.4% |
88% |
True |
False |
260,531 |
40 |
135.66 |
130.95 |
4.71 |
3.5% |
0.59 |
0.4% |
76% |
False |
False |
130,705 |
60 |
135.66 |
129.80 |
5.86 |
4.4% |
0.55 |
0.4% |
81% |
False |
False |
87,166 |
80 |
135.66 |
128.66 |
7.00 |
5.2% |
0.53 |
0.4% |
84% |
False |
False |
65,378 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.42 |
0.3% |
84% |
False |
False |
52,302 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.35 |
0.3% |
84% |
False |
False |
43,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.21 |
2.618 |
136.90 |
1.618 |
136.10 |
1.000 |
135.61 |
0.618 |
135.30 |
HIGH |
134.81 |
0.618 |
134.50 |
0.500 |
134.41 |
0.382 |
134.32 |
LOW |
134.01 |
0.618 |
133.52 |
1.000 |
133.21 |
1.618 |
132.72 |
2.618 |
131.92 |
4.250 |
130.61 |
|
|
Fisher Pivots for day following 06-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.50 |
134.42 |
PP |
134.46 |
134.29 |
S1 |
134.41 |
134.16 |
|