Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 27-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.48 |
134.54 |
0.06 |
0.0% |
134.16 |
High |
135.03 |
135.19 |
0.16 |
0.1% |
135.19 |
Low |
134.39 |
134.31 |
-0.08 |
-0.1% |
134.02 |
Close |
134.49 |
134.81 |
0.32 |
0.2% |
134.81 |
Range |
0.64 |
0.88 |
0.24 |
37.5% |
1.17 |
ATR |
0.67 |
0.69 |
0.01 |
2.2% |
0.00 |
Volume |
1,209,299 |
1,189,391 |
-19,908 |
-1.6% |
5,920,995 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.41 |
136.99 |
135.29 |
|
R3 |
136.53 |
136.11 |
135.05 |
|
R2 |
135.65 |
135.65 |
134.97 |
|
R1 |
135.23 |
135.23 |
134.89 |
135.44 |
PP |
134.77 |
134.77 |
134.77 |
134.88 |
S1 |
134.35 |
134.35 |
134.73 |
134.56 |
S2 |
133.89 |
133.89 |
134.65 |
|
S3 |
133.01 |
133.47 |
134.57 |
|
S4 |
132.13 |
132.59 |
134.33 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.18 |
137.67 |
135.45 |
|
R3 |
137.01 |
136.50 |
135.13 |
|
R2 |
135.84 |
135.84 |
135.02 |
|
R1 |
135.33 |
135.33 |
134.92 |
135.59 |
PP |
134.67 |
134.67 |
134.67 |
134.80 |
S1 |
134.16 |
134.16 |
134.70 |
134.42 |
S2 |
133.50 |
133.50 |
134.60 |
|
S3 |
132.33 |
132.99 |
134.49 |
|
S4 |
131.16 |
131.82 |
134.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.19 |
134.02 |
1.17 |
0.9% |
0.75 |
0.6% |
68% |
True |
False |
1,184,199 |
10 |
135.39 |
133.92 |
1.47 |
1.1% |
0.67 |
0.5% |
61% |
False |
False |
1,059,739 |
20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.70 |
0.5% |
76% |
False |
False |
1,014,658 |
40 |
135.66 |
132.71 |
2.95 |
2.2% |
0.67 |
0.5% |
71% |
False |
False |
518,216 |
60 |
135.66 |
130.05 |
5.61 |
4.2% |
0.61 |
0.5% |
85% |
False |
False |
345,561 |
80 |
135.66 |
128.87 |
6.79 |
5.0% |
0.58 |
0.4% |
87% |
False |
False |
259,191 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.52 |
0.4% |
88% |
False |
False |
207,355 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.44 |
0.3% |
88% |
False |
False |
172,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.93 |
2.618 |
137.49 |
1.618 |
136.61 |
1.000 |
136.07 |
0.618 |
135.73 |
HIGH |
135.19 |
0.618 |
134.85 |
0.500 |
134.75 |
0.382 |
134.65 |
LOW |
134.31 |
0.618 |
133.77 |
1.000 |
133.43 |
1.618 |
132.89 |
2.618 |
132.01 |
4.250 |
130.57 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.79 |
134.79 |
PP |
134.77 |
134.77 |
S1 |
134.75 |
134.75 |
|