Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 13-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
135.12 |
134.85 |
-0.27 |
-0.2% |
134.10 |
High |
135.35 |
135.19 |
-0.16 |
-0.1% |
135.49 |
Low |
134.57 |
134.62 |
0.05 |
0.0% |
133.79 |
Close |
134.73 |
134.72 |
-0.01 |
0.0% |
134.72 |
Range |
0.78 |
0.57 |
-0.21 |
-26.9% |
1.70 |
ATR |
0.69 |
0.68 |
-0.01 |
-1.3% |
0.00 |
Volume |
1,110,852 |
754,199 |
-356,653 |
-32.1% |
4,907,839 |
|
Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.55 |
136.21 |
135.03 |
|
R3 |
135.98 |
135.64 |
134.88 |
|
R2 |
135.41 |
135.41 |
134.82 |
|
R1 |
135.07 |
135.07 |
134.77 |
134.96 |
PP |
134.84 |
134.84 |
134.84 |
134.79 |
S1 |
134.50 |
134.50 |
134.67 |
134.39 |
S2 |
134.27 |
134.27 |
134.62 |
|
S3 |
133.70 |
133.93 |
134.56 |
|
S4 |
133.13 |
133.36 |
134.41 |
|
|
Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.77 |
138.94 |
135.66 |
|
R3 |
138.07 |
137.24 |
135.19 |
|
R2 |
136.37 |
136.37 |
135.03 |
|
R1 |
135.54 |
135.54 |
134.88 |
135.96 |
PP |
134.67 |
134.67 |
134.67 |
134.87 |
S1 |
133.84 |
133.84 |
134.56 |
134.26 |
S2 |
132.97 |
132.97 |
134.41 |
|
S3 |
131.27 |
132.14 |
134.25 |
|
S4 |
129.57 |
130.44 |
133.79 |
|
|
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% |
0.73 |
0.5% |
55% |
False |
False |
981,567 |
10 |
135.49 |
132.71 |
2.78 |
2.1% |
0.73 |
0.5% |
72% |
False |
False |
969,577 |
20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.65 |
0.5% |
72% |
False |
False |
505,539 |
40 |
135.66 |
131.20 |
4.46 |
3.3% |
0.65 |
0.5% |
79% |
False |
False |
253,385 |
60 |
135.66 |
129.80 |
5.86 |
4.3% |
0.57 |
0.4% |
84% |
False |
False |
168,962 |
80 |
135.66 |
128.66 |
7.00 |
5.2% |
0.56 |
0.4% |
87% |
False |
False |
126,726 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.46 |
0.3% |
87% |
False |
False |
101,381 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.38 |
0.3% |
87% |
False |
False |
84,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.61 |
2.618 |
136.68 |
1.618 |
136.11 |
1.000 |
135.76 |
0.618 |
135.54 |
HIGH |
135.19 |
0.618 |
134.97 |
0.500 |
134.91 |
0.382 |
134.84 |
LOW |
134.62 |
0.618 |
134.27 |
1.000 |
134.05 |
1.618 |
133.70 |
2.618 |
133.13 |
4.250 |
132.20 |
|
|
Fisher Pivots for day following 13-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.91 |
135.03 |
PP |
134.84 |
134.93 |
S1 |
134.78 |
134.82 |
|