Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 09-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.17 |
134.10 |
-0.07 |
-0.1% |
132.84 |
High |
134.81 |
134.62 |
-0.19 |
-0.1% |
134.81 |
Low |
134.01 |
133.79 |
-0.22 |
-0.2% |
132.71 |
Close |
134.55 |
134.56 |
0.01 |
0.0% |
134.55 |
Range |
0.80 |
0.83 |
0.03 |
3.8% |
2.10 |
ATR |
0.66 |
0.67 |
0.01 |
1.8% |
0.00 |
Volume |
1,263,635 |
843,304 |
-420,331 |
-33.3% |
4,397,056 |
|
Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.81 |
136.52 |
135.02 |
|
R3 |
135.98 |
135.69 |
134.79 |
|
R2 |
135.15 |
135.15 |
134.71 |
|
R1 |
134.86 |
134.86 |
134.64 |
135.01 |
PP |
134.32 |
134.32 |
134.32 |
134.40 |
S1 |
134.03 |
134.03 |
134.48 |
134.18 |
S2 |
133.49 |
133.49 |
134.41 |
|
S3 |
132.66 |
133.20 |
134.33 |
|
S4 |
131.83 |
132.37 |
134.10 |
|
|
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% |
0.75 |
0.6% |
88% |
False |
False |
1,048,072 |
10 |
134.81 |
132.71 |
2.10 |
1.6% |
0.69 |
0.5% |
88% |
False |
False |
602,789 |
20 |
134.81 |
132.71 |
2.10 |
1.6% |
0.62 |
0.5% |
88% |
False |
False |
302,665 |
40 |
135.66 |
131.20 |
4.46 |
3.3% |
0.60 |
0.4% |
75% |
False |
False |
151,787 |
60 |
135.66 |
129.80 |
5.86 |
4.4% |
0.55 |
0.4% |
81% |
False |
False |
101,220 |
80 |
135.66 |
128.66 |
7.00 |
5.2% |
0.54 |
0.4% |
84% |
False |
False |
75,919 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.43 |
0.3% |
84% |
False |
False |
60,735 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.36 |
0.3% |
84% |
False |
False |
50,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.15 |
2.618 |
136.79 |
1.618 |
135.96 |
1.000 |
135.45 |
0.618 |
135.13 |
HIGH |
134.62 |
0.618 |
134.30 |
0.500 |
134.21 |
0.382 |
134.11 |
LOW |
133.79 |
0.618 |
133.28 |
1.000 |
132.96 |
1.618 |
132.45 |
2.618 |
131.62 |
4.250 |
130.26 |
|
|
Fisher Pivots for day following 09-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.44 |
134.47 |
PP |
134.32 |
134.39 |
S1 |
134.21 |
134.30 |
|