Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 23-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.29 |
134.16 |
-0.13 |
-0.1% |
134.80 |
High |
134.53 |
134.82 |
0.29 |
0.2% |
135.39 |
Low |
133.92 |
134.02 |
0.10 |
0.1% |
133.92 |
Close |
133.93 |
134.50 |
0.57 |
0.4% |
133.93 |
Range |
0.61 |
0.80 |
0.19 |
31.1% |
1.47 |
ATR |
0.65 |
0.67 |
0.02 |
2.6% |
0.00 |
Volume |
933,186 |
1,214,018 |
280,832 |
30.1% |
4,676,404 |
|
Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.85 |
136.47 |
134.94 |
|
R3 |
136.05 |
135.67 |
134.72 |
|
R2 |
135.25 |
135.25 |
134.65 |
|
R1 |
134.87 |
134.87 |
134.57 |
135.06 |
PP |
134.45 |
134.45 |
134.45 |
134.54 |
S1 |
134.07 |
134.07 |
134.43 |
134.26 |
S2 |
133.65 |
133.65 |
134.35 |
|
S3 |
132.85 |
133.27 |
134.28 |
|
S4 |
132.05 |
132.47 |
134.06 |
|
|
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% |
0.65 |
0.5% |
39% |
False |
False |
1,024,401 |
10 |
135.49 |
133.92 |
1.57 |
1.2% |
0.66 |
0.5% |
37% |
False |
False |
995,495 |
20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.67 |
0.5% |
64% |
False |
False |
799,142 |
40 |
135.66 |
132.25 |
3.41 |
2.5% |
0.65 |
0.5% |
66% |
False |
False |
400,556 |
60 |
135.66 |
129.80 |
5.86 |
4.4% |
0.60 |
0.4% |
80% |
False |
False |
267,113 |
80 |
135.66 |
128.87 |
6.79 |
5.0% |
0.56 |
0.4% |
83% |
False |
False |
200,354 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.50 |
0.4% |
83% |
False |
False |
160,285 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.41 |
0.3% |
83% |
False |
False |
133,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.22 |
2.618 |
136.91 |
1.618 |
136.11 |
1.000 |
135.62 |
0.618 |
135.31 |
HIGH |
134.82 |
0.618 |
134.51 |
0.500 |
134.42 |
0.382 |
134.33 |
LOW |
134.02 |
0.618 |
133.53 |
1.000 |
133.22 |
1.618 |
132.73 |
2.618 |
131.93 |
4.250 |
130.62 |
|
|
Fisher Pivots for day following 23-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.47 |
134.46 |
PP |
134.45 |
134.41 |
S1 |
134.42 |
134.37 |
|