Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 02-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
134.98 |
135.87 |
0.89 |
0.7% |
134.16 |
High |
136.20 |
135.92 |
-0.28 |
-0.2% |
135.19 |
Low |
134.91 |
135.04 |
0.13 |
0.1% |
134.02 |
Close |
135.88 |
135.14 |
-0.74 |
-0.5% |
134.81 |
Range |
1.29 |
0.88 |
-0.41 |
-31.8% |
1.17 |
ATR |
0.73 |
0.74 |
0.01 |
1.5% |
0.00 |
Volume |
1,476,306 |
1,131,649 |
-344,657 |
-23.3% |
5,920,995 |
|
Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.01 |
137.45 |
135.62 |
|
R3 |
137.13 |
136.57 |
135.38 |
|
R2 |
136.25 |
136.25 |
135.30 |
|
R1 |
135.69 |
135.69 |
135.22 |
135.53 |
PP |
135.37 |
135.37 |
135.37 |
135.29 |
S1 |
134.81 |
134.81 |
135.06 |
134.65 |
S2 |
134.49 |
134.49 |
134.98 |
|
S3 |
133.61 |
133.93 |
134.90 |
|
S4 |
132.73 |
133.05 |
134.66 |
|
|
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% |
0.87 |
0.6% |
44% |
False |
False |
1,255,539 |
10 |
136.20 |
133.92 |
2.28 |
1.7% |
0.76 |
0.6% |
54% |
False |
False |
1,182,475 |
20 |
136.20 |
133.79 |
2.41 |
1.8% |
0.72 |
0.5% |
56% |
False |
False |
1,089,561 |
40 |
136.20 |
132.71 |
3.49 |
2.6% |
0.67 |
0.5% |
70% |
False |
False |
614,919 |
60 |
136.20 |
130.54 |
5.66 |
4.2% |
0.64 |
0.5% |
81% |
False |
False |
410,209 |
80 |
136.20 |
129.80 |
6.40 |
4.7% |
0.60 |
0.4% |
83% |
False |
False |
307,678 |
100 |
136.20 |
128.66 |
7.54 |
5.6% |
0.55 |
0.4% |
86% |
False |
False |
246,145 |
120 |
136.20 |
128.66 |
7.54 |
5.6% |
0.46 |
0.3% |
86% |
False |
False |
205,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.66 |
2.618 |
138.22 |
1.618 |
137.34 |
1.000 |
136.80 |
0.618 |
136.46 |
HIGH |
135.92 |
0.618 |
135.58 |
0.500 |
135.48 |
0.382 |
135.38 |
LOW |
135.04 |
0.618 |
134.50 |
1.000 |
134.16 |
1.618 |
133.62 |
2.618 |
132.74 |
4.250 |
131.30 |
|
|
Fisher Pivots for day following 02-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
135.48 |
135.33 |
PP |
135.37 |
135.26 |
S1 |
135.25 |
135.20 |
|