Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 20-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.13 |
134.29 |
0.16 |
0.1% |
134.80 |
High |
134.40 |
134.53 |
0.13 |
0.1% |
135.39 |
Low |
133.99 |
133.92 |
-0.07 |
-0.1% |
133.92 |
Close |
134.32 |
133.93 |
-0.39 |
-0.3% |
133.93 |
Range |
0.41 |
0.61 |
0.20 |
48.8% |
1.47 |
ATR |
0.66 |
0.65 |
0.00 |
-0.5% |
0.00 |
Volume |
1,091,561 |
933,186 |
-158,375 |
-14.5% |
4,676,404 |
|
Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.96 |
135.55 |
134.27 |
|
R3 |
135.35 |
134.94 |
134.10 |
|
R2 |
134.74 |
134.74 |
134.04 |
|
R1 |
134.33 |
134.33 |
133.99 |
134.23 |
PP |
134.13 |
134.13 |
134.13 |
134.08 |
S1 |
133.72 |
133.72 |
133.87 |
133.62 |
S2 |
133.52 |
133.52 |
133.82 |
|
S3 |
132.91 |
133.11 |
133.76 |
|
S4 |
132.30 |
132.50 |
133.59 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.82 |
137.85 |
134.74 |
|
R3 |
137.35 |
136.38 |
134.33 |
|
R2 |
135.88 |
135.88 |
134.20 |
|
R1 |
134.91 |
134.91 |
134.06 |
134.66 |
PP |
134.41 |
134.41 |
134.41 |
134.29 |
S1 |
133.44 |
133.44 |
133.80 |
133.19 |
S2 |
132.94 |
132.94 |
133.66 |
|
S3 |
131.47 |
131.97 |
133.53 |
|
S4 |
130.00 |
130.50 |
133.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.39 |
133.92 |
1.47 |
1.1% |
0.58 |
0.4% |
1% |
False |
True |
935,280 |
10 |
135.49 |
133.79 |
1.70 |
1.3% |
0.66 |
0.5% |
8% |
False |
False |
958,424 |
20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.65 |
0.5% |
44% |
False |
False |
738,734 |
40 |
135.66 |
131.66 |
4.00 |
3.0% |
0.65 |
0.5% |
57% |
False |
False |
370,206 |
60 |
135.66 |
129.80 |
5.86 |
4.4% |
0.58 |
0.4% |
70% |
False |
False |
246,879 |
80 |
135.66 |
128.87 |
6.79 |
5.1% |
0.55 |
0.4% |
75% |
False |
False |
185,179 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.49 |
0.4% |
75% |
False |
False |
148,145 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.41 |
0.3% |
75% |
False |
False |
123,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.12 |
2.618 |
136.13 |
1.618 |
135.52 |
1.000 |
135.14 |
0.618 |
134.91 |
HIGH |
134.53 |
0.618 |
134.30 |
0.500 |
134.23 |
0.382 |
134.15 |
LOW |
133.92 |
0.618 |
133.54 |
1.000 |
133.31 |
1.618 |
132.93 |
2.618 |
132.32 |
4.250 |
131.33 |
|
|
Fisher Pivots for day following 20-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.23 |
134.39 |
PP |
134.13 |
134.24 |
S1 |
134.03 |
134.08 |
|