Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 03-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
135.87 |
135.11 |
-0.76 |
-0.6% |
134.16 |
High |
135.92 |
135.24 |
-0.68 |
-0.5% |
135.19 |
Low |
135.04 |
134.46 |
-0.58 |
-0.4% |
134.02 |
Close |
135.14 |
134.80 |
-0.34 |
-0.3% |
134.81 |
Range |
0.88 |
0.78 |
-0.10 |
-11.4% |
1.17 |
ATR |
0.74 |
0.74 |
0.00 |
0.4% |
0.00 |
Volume |
1,131,649 |
1,193,711 |
62,062 |
5.5% |
5,920,995 |
|
Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.17 |
136.77 |
135.23 |
|
R3 |
136.39 |
135.99 |
135.01 |
|
R2 |
135.61 |
135.61 |
134.94 |
|
R1 |
135.21 |
135.21 |
134.87 |
135.02 |
PP |
134.83 |
134.83 |
134.83 |
134.74 |
S1 |
134.43 |
134.43 |
134.73 |
134.24 |
S2 |
134.05 |
134.05 |
134.66 |
|
S3 |
133.27 |
133.65 |
134.59 |
|
S4 |
132.49 |
132.87 |
134.37 |
|
|
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% |
0.90 |
0.7% |
26% |
False |
False |
1,252,422 |
10 |
136.20 |
133.92 |
2.28 |
1.7% |
0.80 |
0.6% |
39% |
False |
False |
1,192,690 |
20 |
136.20 |
133.79 |
2.41 |
1.8% |
0.74 |
0.5% |
42% |
False |
False |
1,092,079 |
40 |
136.20 |
132.71 |
3.49 |
2.6% |
0.67 |
0.5% |
60% |
False |
False |
644,724 |
60 |
136.20 |
130.62 |
5.58 |
4.1% |
0.64 |
0.5% |
75% |
False |
False |
430,103 |
80 |
136.20 |
129.80 |
6.40 |
4.7% |
0.60 |
0.4% |
78% |
False |
False |
322,599 |
100 |
136.20 |
128.66 |
7.54 |
5.6% |
0.56 |
0.4% |
81% |
False |
False |
258,082 |
120 |
136.20 |
128.66 |
7.54 |
5.6% |
0.47 |
0.3% |
81% |
False |
False |
215,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.56 |
2.618 |
137.28 |
1.618 |
136.50 |
1.000 |
136.02 |
0.618 |
135.72 |
HIGH |
135.24 |
0.618 |
134.94 |
0.500 |
134.85 |
0.382 |
134.76 |
LOW |
134.46 |
0.618 |
133.98 |
1.000 |
133.68 |
1.618 |
133.20 |
2.618 |
132.42 |
4.250 |
131.15 |
|
|
Fisher Pivots for day following 03-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
134.85 |
135.33 |
PP |
134.83 |
135.15 |
S1 |
134.82 |
134.98 |
|