Euro Bund Future December 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
134.57 |
134.89 |
0.32 |
0.2% |
132.84 |
| High |
135.04 |
135.49 |
0.45 |
0.3% |
134.81 |
| Low |
134.37 |
134.67 |
0.30 |
0.2% |
132.71 |
| Close |
134.77 |
135.36 |
0.59 |
0.4% |
134.55 |
| Range |
0.67 |
0.82 |
0.15 |
22.4% |
2.10 |
| ATR |
0.67 |
0.68 |
0.01 |
1.6% |
0.00 |
| Volume |
998,389 |
1,201,095 |
202,706 |
20.3% |
4,397,056 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.63 |
137.32 |
135.81 |
|
| R3 |
136.81 |
136.50 |
135.59 |
|
| R2 |
135.99 |
135.99 |
135.51 |
|
| R1 |
135.68 |
135.68 |
135.44 |
135.84 |
| PP |
135.17 |
135.17 |
135.17 |
135.25 |
| S1 |
134.86 |
134.86 |
135.28 |
135.02 |
| S2 |
134.35 |
134.35 |
135.21 |
|
| S3 |
133.53 |
134.04 |
135.13 |
|
| S4 |
132.71 |
133.22 |
134.91 |
|
|
| 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 |
135.49 |
133.79 |
1.70 |
1.3% |
0.72 |
0.5% |
92% |
True |
False |
1,089,954 |
| 10 |
135.49 |
132.71 |
2.78 |
2.1% |
0.71 |
0.5% |
95% |
True |
False |
819,630 |
| 20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.65 |
0.5% |
95% |
True |
False |
412,350 |
| 40 |
135.66 |
131.20 |
4.46 |
3.3% |
0.63 |
0.5% |
93% |
False |
False |
206,761 |
| 60 |
135.66 |
129.80 |
5.86 |
4.3% |
0.55 |
0.4% |
95% |
False |
False |
137,878 |
| 80 |
135.66 |
128.66 |
7.00 |
5.2% |
0.56 |
0.4% |
96% |
False |
False |
103,413 |
| 100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.44 |
0.3% |
96% |
False |
False |
82,730 |
| 120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.37 |
0.3% |
96% |
False |
False |
68,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.98 |
|
2.618 |
137.64 |
|
1.618 |
136.82 |
|
1.000 |
136.31 |
|
0.618 |
136.00 |
|
HIGH |
135.49 |
|
0.618 |
135.18 |
|
0.500 |
135.08 |
|
0.382 |
134.98 |
|
LOW |
134.67 |
|
0.618 |
134.16 |
|
1.000 |
133.85 |
|
1.618 |
133.34 |
|
2.618 |
132.52 |
|
4.250 |
131.19 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
135.27 |
135.12 |
| PP |
135.17 |
134.88 |
| S1 |
135.08 |
134.64 |
|