Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 01-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
134.99 |
134.98 |
-0.01 |
0.0% |
134.16 |
High |
135.13 |
136.20 |
1.07 |
0.8% |
135.19 |
Low |
134.45 |
134.91 |
0.46 |
0.3% |
134.02 |
Close |
134.92 |
135.88 |
0.96 |
0.7% |
134.81 |
Range |
0.68 |
1.29 |
0.61 |
89.7% |
1.17 |
ATR |
0.69 |
0.73 |
0.04 |
6.3% |
0.00 |
Volume |
1,271,054 |
1,476,306 |
205,252 |
16.1% |
5,920,995 |
|
Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.53 |
139.00 |
136.59 |
|
R3 |
138.24 |
137.71 |
136.23 |
|
R2 |
136.95 |
136.95 |
136.12 |
|
R1 |
136.42 |
136.42 |
136.00 |
136.69 |
PP |
135.66 |
135.66 |
135.66 |
135.80 |
S1 |
135.13 |
135.13 |
135.76 |
135.40 |
S2 |
134.37 |
134.37 |
135.64 |
|
S3 |
133.08 |
133.84 |
135.53 |
|
S4 |
131.79 |
132.55 |
135.17 |
|
|
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 |
136.20 |
134.31 |
1.89 |
1.4% |
0.83 |
0.6% |
83% |
True |
False |
1,235,746 |
10 |
136.20 |
133.92 |
2.28 |
1.7% |
0.75 |
0.5% |
86% |
True |
False |
1,163,440 |
20 |
136.20 |
133.51 |
2.69 |
2.0% |
0.71 |
0.5% |
88% |
True |
False |
1,073,589 |
40 |
136.20 |
132.71 |
3.49 |
2.6% |
0.67 |
0.5% |
91% |
True |
False |
586,646 |
60 |
136.20 |
130.34 |
5.86 |
4.3% |
0.63 |
0.5% |
95% |
True |
False |
391,349 |
80 |
136.20 |
129.20 |
7.00 |
5.2% |
0.59 |
0.4% |
95% |
True |
False |
293,532 |
100 |
136.20 |
128.66 |
7.54 |
5.5% |
0.54 |
0.4% |
96% |
True |
False |
234,828 |
120 |
136.20 |
128.66 |
7.54 |
5.5% |
0.45 |
0.3% |
96% |
True |
False |
195,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.68 |
2.618 |
139.58 |
1.618 |
138.29 |
1.000 |
137.49 |
0.618 |
137.00 |
HIGH |
136.20 |
0.618 |
135.71 |
0.500 |
135.56 |
0.382 |
135.40 |
LOW |
134.91 |
0.618 |
134.11 |
1.000 |
133.62 |
1.618 |
132.82 |
2.618 |
131.53 |
4.250 |
129.43 |
|
|
Fisher Pivots for day following 01-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
135.77 |
135.67 |
PP |
135.66 |
135.46 |
S1 |
135.56 |
135.26 |
|