Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 25-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.75 |
134.86 |
0.11 |
0.1% |
134.80 |
High |
135.01 |
134.98 |
-0.03 |
0.0% |
135.39 |
Low |
134.23 |
134.34 |
0.11 |
0.1% |
133.92 |
Close |
134.95 |
134.44 |
-0.51 |
-0.4% |
133.93 |
Range |
0.78 |
0.64 |
-0.14 |
-17.9% |
1.47 |
ATR |
0.68 |
0.67 |
0.00 |
-0.4% |
0.00 |
Volume |
1,275,607 |
1,032,680 |
-242,927 |
-19.0% |
4,676,404 |
|
Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.51 |
136.11 |
134.79 |
|
R3 |
135.87 |
135.47 |
134.62 |
|
R2 |
135.23 |
135.23 |
134.56 |
|
R1 |
134.83 |
134.83 |
134.50 |
134.71 |
PP |
134.59 |
134.59 |
134.59 |
134.53 |
S1 |
134.19 |
134.19 |
134.38 |
134.07 |
S2 |
133.95 |
133.95 |
134.32 |
|
S3 |
133.31 |
133.55 |
134.26 |
|
S4 |
132.67 |
132.91 |
134.09 |
|
|
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% |
0.65 |
0.5% |
48% |
False |
False |
1,109,410 |
10 |
135.39 |
133.92 |
1.47 |
1.1% |
0.65 |
0.5% |
35% |
False |
False |
1,006,376 |
20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.68 |
0.5% |
62% |
False |
False |
913,003 |
40 |
135.66 |
132.71 |
2.95 |
2.2% |
0.67 |
0.5% |
59% |
False |
False |
458,256 |
60 |
135.66 |
129.80 |
5.86 |
4.4% |
0.60 |
0.4% |
79% |
False |
False |
305,583 |
80 |
135.66 |
128.87 |
6.79 |
5.1% |
0.56 |
0.4% |
82% |
False |
False |
229,207 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.51 |
0.4% |
83% |
False |
False |
183,368 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.42 |
0.3% |
83% |
False |
False |
152,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.70 |
2.618 |
136.66 |
1.618 |
136.02 |
1.000 |
135.62 |
0.618 |
135.38 |
HIGH |
134.98 |
0.618 |
134.74 |
0.500 |
134.66 |
0.382 |
134.58 |
LOW |
134.34 |
0.618 |
133.94 |
1.000 |
133.70 |
1.618 |
133.30 |
2.618 |
132.66 |
4.250 |
131.62 |
|
|
Fisher Pivots for day following 25-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.66 |
134.52 |
PP |
134.59 |
134.49 |
S1 |
134.51 |
134.47 |
|