Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 26-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.86 |
134.48 |
-0.38 |
-0.3% |
134.80 |
High |
134.98 |
135.03 |
0.05 |
0.0% |
135.39 |
Low |
134.34 |
134.39 |
0.05 |
0.0% |
133.92 |
Close |
134.44 |
134.49 |
0.05 |
0.0% |
133.93 |
Range |
0.64 |
0.64 |
0.00 |
0.0% |
1.47 |
ATR |
0.67 |
0.67 |
0.00 |
-0.4% |
0.00 |
Volume |
1,032,680 |
1,209,299 |
176,619 |
17.1% |
4,676,404 |
|
Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.56 |
136.16 |
134.84 |
|
R3 |
135.92 |
135.52 |
134.67 |
|
R2 |
135.28 |
135.28 |
134.61 |
|
R1 |
134.88 |
134.88 |
134.55 |
135.08 |
PP |
134.64 |
134.64 |
134.64 |
134.74 |
S1 |
134.24 |
134.24 |
134.43 |
134.44 |
S2 |
134.00 |
134.00 |
134.37 |
|
S3 |
133.36 |
133.60 |
134.31 |
|
S4 |
132.72 |
132.96 |
134.14 |
|
|
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 |
135.03 |
133.92 |
1.11 |
0.8% |
0.69 |
0.5% |
51% |
True |
False |
1,132,958 |
10 |
135.39 |
133.92 |
1.47 |
1.1% |
0.64 |
0.5% |
39% |
False |
False |
1,016,220 |
20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.69 |
0.5% |
64% |
False |
False |
971,587 |
40 |
135.66 |
132.71 |
2.95 |
2.2% |
0.67 |
0.5% |
60% |
False |
False |
488,486 |
60 |
135.66 |
130.05 |
5.61 |
4.2% |
0.60 |
0.4% |
79% |
False |
False |
325,738 |
80 |
135.66 |
128.87 |
6.79 |
5.0% |
0.57 |
0.4% |
83% |
False |
False |
244,324 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.52 |
0.4% |
83% |
False |
False |
195,461 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.43 |
0.3% |
83% |
False |
False |
162,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.75 |
2.618 |
136.71 |
1.618 |
136.07 |
1.000 |
135.67 |
0.618 |
135.43 |
HIGH |
135.03 |
0.618 |
134.79 |
0.500 |
134.71 |
0.382 |
134.63 |
LOW |
134.39 |
0.618 |
133.99 |
1.000 |
133.75 |
1.618 |
133.35 |
2.618 |
132.71 |
4.250 |
131.67 |
|
|
Fisher Pivots for day following 26-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.71 |
134.63 |
PP |
134.64 |
134.58 |
S1 |
134.56 |
134.54 |
|