Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 24-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.16 |
134.75 |
0.59 |
0.4% |
134.80 |
High |
134.82 |
135.01 |
0.19 |
0.1% |
135.39 |
Low |
134.02 |
134.23 |
0.21 |
0.2% |
133.92 |
Close |
134.50 |
134.95 |
0.45 |
0.3% |
133.93 |
Range |
0.80 |
0.78 |
-0.02 |
-2.5% |
1.47 |
ATR |
0.67 |
0.68 |
0.01 |
1.2% |
0.00 |
Volume |
1,214,018 |
1,275,607 |
61,589 |
5.1% |
4,676,404 |
|
Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.07 |
136.79 |
135.38 |
|
R3 |
136.29 |
136.01 |
135.16 |
|
R2 |
135.51 |
135.51 |
135.09 |
|
R1 |
135.23 |
135.23 |
135.02 |
135.37 |
PP |
134.73 |
134.73 |
134.73 |
134.80 |
S1 |
134.45 |
134.45 |
134.88 |
134.59 |
S2 |
133.95 |
133.95 |
134.81 |
|
S3 |
133.17 |
133.67 |
134.74 |
|
S4 |
132.39 |
132.89 |
134.52 |
|
|
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 |
135.01 |
133.92 |
1.09 |
0.8% |
0.67 |
0.5% |
94% |
True |
False |
1,091,134 |
10 |
135.49 |
133.92 |
1.57 |
1.2% |
0.67 |
0.5% |
66% |
False |
False |
1,023,217 |
20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.68 |
0.5% |
81% |
False |
False |
862,489 |
40 |
135.66 |
132.60 |
3.06 |
2.3% |
0.66 |
0.5% |
77% |
False |
False |
432,442 |
60 |
135.66 |
129.80 |
5.86 |
4.3% |
0.59 |
0.4% |
88% |
False |
False |
288,372 |
80 |
135.66 |
128.87 |
6.79 |
5.0% |
0.56 |
0.4% |
90% |
False |
False |
216,299 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.50 |
0.4% |
90% |
False |
False |
173,041 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.42 |
0.3% |
90% |
False |
False |
144,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.33 |
2.618 |
137.05 |
1.618 |
136.27 |
1.000 |
135.79 |
0.618 |
135.49 |
HIGH |
135.01 |
0.618 |
134.71 |
0.500 |
134.62 |
0.382 |
134.53 |
LOW |
134.23 |
0.618 |
133.75 |
1.000 |
133.45 |
1.618 |
132.97 |
2.618 |
132.19 |
4.250 |
130.92 |
|
|
Fisher Pivots for day following 24-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.84 |
134.79 |
PP |
134.73 |
134.63 |
S1 |
134.62 |
134.47 |
|