Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 19-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.75 |
134.13 |
-0.62 |
-0.5% |
134.10 |
High |
134.86 |
134.40 |
-0.46 |
-0.3% |
135.49 |
Low |
134.12 |
133.99 |
-0.13 |
-0.1% |
133.79 |
Close |
134.32 |
134.32 |
0.00 |
0.0% |
134.72 |
Range |
0.74 |
0.41 |
-0.33 |
-44.6% |
1.70 |
ATR |
0.67 |
0.66 |
-0.02 |
-2.8% |
0.00 |
Volume |
941,302 |
1,091,561 |
150,259 |
16.0% |
4,907,839 |
|
Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.47 |
135.30 |
134.55 |
|
R3 |
135.06 |
134.89 |
134.43 |
|
R2 |
134.65 |
134.65 |
134.40 |
|
R1 |
134.48 |
134.48 |
134.36 |
134.57 |
PP |
134.24 |
134.24 |
134.24 |
134.28 |
S1 |
134.07 |
134.07 |
134.28 |
134.16 |
S2 |
133.83 |
133.83 |
134.24 |
|
S3 |
133.42 |
133.66 |
134.21 |
|
S4 |
133.01 |
133.25 |
134.09 |
|
|
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 |
135.39 |
133.99 |
1.40 |
1.0% |
0.58 |
0.4% |
24% |
False |
True |
899,483 |
10 |
135.49 |
133.79 |
1.70 |
1.3% |
0.68 |
0.5% |
31% |
False |
False |
991,469 |
20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.67 |
0.5% |
58% |
False |
False |
692,258 |
40 |
135.66 |
131.66 |
4.00 |
3.0% |
0.65 |
0.5% |
67% |
False |
False |
346,955 |
60 |
135.66 |
129.80 |
5.86 |
4.4% |
0.58 |
0.4% |
77% |
False |
False |
231,326 |
80 |
135.66 |
128.66 |
7.00 |
5.2% |
0.55 |
0.4% |
81% |
False |
False |
173,516 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.48 |
0.4% |
81% |
False |
False |
138,813 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.40 |
0.3% |
81% |
False |
False |
115,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.14 |
2.618 |
135.47 |
1.618 |
135.06 |
1.000 |
134.81 |
0.618 |
134.65 |
HIGH |
134.40 |
0.618 |
134.24 |
0.500 |
134.20 |
0.382 |
134.15 |
LOW |
133.99 |
0.618 |
133.74 |
1.000 |
133.58 |
1.618 |
133.33 |
2.618 |
132.92 |
4.250 |
132.25 |
|
|
Fisher Pivots for day following 19-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.28 |
134.69 |
PP |
134.24 |
134.57 |
S1 |
134.20 |
134.44 |
|