Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 12-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.89 |
135.12 |
0.23 |
0.2% |
132.84 |
High |
135.49 |
135.35 |
-0.14 |
-0.1% |
134.81 |
Low |
134.67 |
134.57 |
-0.10 |
-0.1% |
132.71 |
Close |
135.36 |
134.73 |
-0.63 |
-0.5% |
134.55 |
Range |
0.82 |
0.78 |
-0.04 |
-4.9% |
2.10 |
ATR |
0.68 |
0.69 |
0.01 |
1.1% |
0.00 |
Volume |
1,201,095 |
1,110,852 |
-90,243 |
-7.5% |
4,397,056 |
|
Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.22 |
136.76 |
135.16 |
|
R3 |
136.44 |
135.98 |
134.94 |
|
R2 |
135.66 |
135.66 |
134.87 |
|
R1 |
135.20 |
135.20 |
134.80 |
135.04 |
PP |
134.88 |
134.88 |
134.88 |
134.81 |
S1 |
134.42 |
134.42 |
134.66 |
134.26 |
S2 |
134.10 |
134.10 |
134.59 |
|
S3 |
133.32 |
133.64 |
134.52 |
|
S4 |
132.54 |
132.86 |
134.30 |
|
|
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% |
0.78 |
0.6% |
55% |
False |
False |
1,083,455 |
10 |
135.49 |
132.71 |
2.78 |
2.1% |
0.74 |
0.5% |
73% |
False |
False |
926,953 |
20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.66 |
0.5% |
73% |
False |
False |
467,848 |
40 |
135.66 |
131.20 |
4.46 |
3.3% |
0.64 |
0.5% |
79% |
False |
False |
234,532 |
60 |
135.66 |
129.80 |
5.86 |
4.3% |
0.57 |
0.4% |
84% |
False |
False |
156,392 |
80 |
135.66 |
128.66 |
7.00 |
5.2% |
0.57 |
0.4% |
87% |
False |
False |
117,298 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.45 |
0.3% |
87% |
False |
False |
93,839 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.38 |
0.3% |
87% |
False |
False |
78,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.67 |
2.618 |
137.39 |
1.618 |
136.61 |
1.000 |
136.13 |
0.618 |
135.83 |
HIGH |
135.35 |
0.618 |
135.05 |
0.500 |
134.96 |
0.382 |
134.87 |
LOW |
134.57 |
0.618 |
134.09 |
1.000 |
133.79 |
1.618 |
133.31 |
2.618 |
132.53 |
4.250 |
131.26 |
|
|
Fisher Pivots for day following 12-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.96 |
134.93 |
PP |
134.88 |
134.86 |
S1 |
134.81 |
134.80 |
|