Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 17-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.80 |
134.99 |
0.19 |
0.1% |
134.10 |
High |
135.09 |
135.39 |
0.30 |
0.2% |
135.49 |
Low |
134.63 |
134.69 |
0.06 |
0.0% |
133.79 |
Close |
135.04 |
134.81 |
-0.23 |
-0.2% |
134.72 |
Range |
0.46 |
0.70 |
0.24 |
52.2% |
1.70 |
ATR |
0.67 |
0.67 |
0.00 |
0.4% |
0.00 |
Volume |
768,417 |
941,938 |
173,521 |
22.6% |
4,907,839 |
|
Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.06 |
136.64 |
135.20 |
|
R3 |
136.36 |
135.94 |
135.00 |
|
R2 |
135.66 |
135.66 |
134.94 |
|
R1 |
135.24 |
135.24 |
134.87 |
135.10 |
PP |
134.96 |
134.96 |
134.96 |
134.90 |
S1 |
134.54 |
134.54 |
134.75 |
134.40 |
S2 |
134.26 |
134.26 |
134.68 |
|
S3 |
133.56 |
133.84 |
134.62 |
|
S4 |
132.86 |
133.14 |
134.43 |
|
|
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 |
134.57 |
0.92 |
0.7% |
0.67 |
0.5% |
26% |
False |
False |
955,300 |
10 |
135.49 |
133.51 |
1.98 |
1.5% |
0.68 |
0.5% |
66% |
False |
False |
983,738 |
20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.66 |
0.5% |
76% |
False |
False |
590,806 |
40 |
135.66 |
131.28 |
4.38 |
3.2% |
0.65 |
0.5% |
81% |
False |
False |
296,143 |
60 |
135.66 |
129.80 |
5.86 |
4.3% |
0.57 |
0.4% |
85% |
False |
False |
197,468 |
80 |
135.66 |
128.66 |
7.00 |
5.2% |
0.57 |
0.4% |
88% |
False |
False |
148,105 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.47 |
0.3% |
88% |
False |
False |
118,484 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.39 |
0.3% |
88% |
False |
False |
98,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.37 |
2.618 |
137.22 |
1.618 |
136.52 |
1.000 |
136.09 |
0.618 |
135.82 |
HIGH |
135.39 |
0.618 |
135.12 |
0.500 |
135.04 |
0.382 |
134.96 |
LOW |
134.69 |
0.618 |
134.26 |
1.000 |
133.99 |
1.618 |
133.56 |
2.618 |
132.86 |
4.250 |
131.72 |
|
|
Fisher Pivots for day following 17-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
135.04 |
135.01 |
PP |
134.96 |
134.94 |
S1 |
134.89 |
134.88 |
|