Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 16-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.85 |
134.80 |
-0.05 |
0.0% |
134.10 |
High |
135.19 |
135.09 |
-0.10 |
-0.1% |
135.49 |
Low |
134.62 |
134.63 |
0.01 |
0.0% |
133.79 |
Close |
134.72 |
135.04 |
0.32 |
0.2% |
134.72 |
Range |
0.57 |
0.46 |
-0.11 |
-19.3% |
1.70 |
ATR |
0.68 |
0.67 |
-0.02 |
-2.3% |
0.00 |
Volume |
754,199 |
768,417 |
14,218 |
1.9% |
4,907,839 |
|
Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.30 |
136.13 |
135.29 |
|
R3 |
135.84 |
135.67 |
135.17 |
|
R2 |
135.38 |
135.38 |
135.12 |
|
R1 |
135.21 |
135.21 |
135.08 |
135.30 |
PP |
134.92 |
134.92 |
134.92 |
134.96 |
S1 |
134.75 |
134.75 |
135.00 |
134.84 |
S2 |
134.46 |
134.46 |
134.96 |
|
S3 |
134.00 |
134.29 |
134.91 |
|
S4 |
133.54 |
133.83 |
134.79 |
|
|
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 |
134.37 |
1.12 |
0.8% |
0.66 |
0.5% |
60% |
False |
False |
966,590 |
10 |
135.49 |
132.71 |
2.78 |
2.1% |
0.70 |
0.5% |
84% |
False |
False |
1,007,331 |
20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.65 |
0.5% |
84% |
False |
False |
543,740 |
40 |
135.66 |
131.20 |
4.46 |
3.3% |
0.64 |
0.5% |
86% |
False |
False |
272,595 |
60 |
135.66 |
129.80 |
5.86 |
4.3% |
0.57 |
0.4% |
89% |
False |
False |
181,769 |
80 |
135.66 |
128.66 |
7.00 |
5.2% |
0.56 |
0.4% |
91% |
False |
False |
136,331 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.46 |
0.3% |
91% |
False |
False |
109,065 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.39 |
0.3% |
91% |
False |
False |
90,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.05 |
2.618 |
136.29 |
1.618 |
135.83 |
1.000 |
135.55 |
0.618 |
135.37 |
HIGH |
135.09 |
0.618 |
134.91 |
0.500 |
134.86 |
0.382 |
134.81 |
LOW |
134.63 |
0.618 |
134.35 |
1.000 |
134.17 |
1.618 |
133.89 |
2.618 |
133.43 |
4.250 |
132.68 |
|
|
Fisher Pivots for day following 16-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.98 |
135.01 |
PP |
134.92 |
134.99 |
S1 |
134.86 |
134.96 |
|