Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 30-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
134.54 |
134.99 |
0.45 |
0.3% |
134.16 |
High |
135.19 |
135.13 |
-0.06 |
0.0% |
135.19 |
Low |
134.31 |
134.45 |
0.14 |
0.1% |
134.02 |
Close |
134.81 |
134.92 |
0.11 |
0.1% |
134.81 |
Range |
0.88 |
0.68 |
-0.20 |
-22.7% |
1.17 |
ATR |
0.69 |
0.69 |
0.00 |
-0.1% |
0.00 |
Volume |
1,189,391 |
1,271,054 |
81,663 |
6.9% |
5,920,995 |
|
Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.87 |
136.58 |
135.29 |
|
R3 |
136.19 |
135.90 |
135.11 |
|
R2 |
135.51 |
135.51 |
135.04 |
|
R1 |
135.22 |
135.22 |
134.98 |
135.03 |
PP |
134.83 |
134.83 |
134.83 |
134.74 |
S1 |
134.54 |
134.54 |
134.86 |
134.35 |
S2 |
134.15 |
134.15 |
134.80 |
|
S3 |
133.47 |
133.86 |
134.73 |
|
S4 |
132.79 |
133.18 |
134.55 |
|
|
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 |
134.23 |
0.96 |
0.7% |
0.72 |
0.5% |
72% |
False |
False |
1,195,606 |
10 |
135.39 |
133.92 |
1.47 |
1.1% |
0.69 |
0.5% |
68% |
False |
False |
1,110,003 |
20 |
135.49 |
132.71 |
2.78 |
2.1% |
0.70 |
0.5% |
79% |
False |
False |
1,058,667 |
40 |
135.66 |
132.71 |
2.95 |
2.2% |
0.67 |
0.5% |
75% |
False |
False |
549,874 |
60 |
135.66 |
130.34 |
5.32 |
3.9% |
0.61 |
0.5% |
86% |
False |
False |
366,744 |
80 |
135.66 |
128.87 |
6.79 |
5.0% |
0.58 |
0.4% |
89% |
False |
False |
275,078 |
100 |
135.66 |
128.66 |
7.00 |
5.2% |
0.53 |
0.4% |
89% |
False |
False |
220,065 |
120 |
135.66 |
128.66 |
7.00 |
5.2% |
0.44 |
0.3% |
89% |
False |
False |
183,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.02 |
2.618 |
136.91 |
1.618 |
136.23 |
1.000 |
135.81 |
0.618 |
135.55 |
HIGH |
135.13 |
0.618 |
134.87 |
0.500 |
134.79 |
0.382 |
134.71 |
LOW |
134.45 |
0.618 |
134.03 |
1.000 |
133.77 |
1.618 |
133.35 |
2.618 |
132.67 |
4.250 |
131.56 |
|
|
Fisher Pivots for day following 30-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
134.88 |
134.86 |
PP |
134.83 |
134.81 |
S1 |
134.79 |
134.75 |
|