Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 04-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
135.11 |
134.59 |
-0.52 |
-0.4% |
134.99 |
High |
135.24 |
134.63 |
-0.61 |
-0.5% |
136.20 |
Low |
134.46 |
133.64 |
-0.82 |
-0.6% |
133.64 |
Close |
134.80 |
133.92 |
-0.88 |
-0.7% |
133.92 |
Range |
0.78 |
0.99 |
0.21 |
26.9% |
2.56 |
ATR |
0.74 |
0.77 |
0.03 |
4.0% |
0.00 |
Volume |
1,193,711 |
1,228,617 |
34,906 |
2.9% |
6,301,337 |
|
Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.03 |
136.47 |
134.46 |
|
R3 |
136.04 |
135.48 |
134.19 |
|
R2 |
135.05 |
135.05 |
134.10 |
|
R1 |
134.49 |
134.49 |
134.01 |
134.28 |
PP |
134.06 |
134.06 |
134.06 |
133.96 |
S1 |
133.50 |
133.50 |
133.83 |
133.29 |
S2 |
133.07 |
133.07 |
133.74 |
|
S3 |
132.08 |
132.51 |
133.65 |
|
S4 |
131.09 |
131.52 |
133.38 |
|
|
Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.27 |
140.65 |
135.33 |
|
R3 |
139.71 |
138.09 |
134.62 |
|
R2 |
137.15 |
137.15 |
134.39 |
|
R1 |
135.53 |
135.53 |
134.15 |
135.06 |
PP |
134.59 |
134.59 |
134.59 |
134.35 |
S1 |
132.97 |
132.97 |
133.69 |
132.50 |
S2 |
132.03 |
132.03 |
133.45 |
|
S3 |
129.47 |
130.41 |
133.22 |
|
S4 |
126.91 |
127.85 |
132.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.20 |
133.64 |
2.56 |
1.9% |
0.92 |
0.7% |
11% |
False |
True |
1,260,267 |
10 |
136.20 |
133.64 |
2.56 |
1.9% |
0.84 |
0.6% |
11% |
False |
True |
1,222,233 |
20 |
136.20 |
133.64 |
2.56 |
1.9% |
0.75 |
0.6% |
11% |
False |
True |
1,090,328 |
40 |
136.20 |
132.71 |
3.49 |
2.6% |
0.68 |
0.5% |
35% |
False |
False |
675,429 |
60 |
136.20 |
130.95 |
5.25 |
3.9% |
0.64 |
0.5% |
57% |
False |
False |
450,579 |
80 |
136.20 |
129.80 |
6.40 |
4.8% |
0.60 |
0.4% |
64% |
False |
False |
337,957 |
100 |
136.20 |
128.66 |
7.54 |
5.6% |
0.57 |
0.4% |
70% |
False |
False |
270,368 |
120 |
136.20 |
128.66 |
7.54 |
5.6% |
0.48 |
0.4% |
70% |
False |
False |
225,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.84 |
2.618 |
137.22 |
1.618 |
136.23 |
1.000 |
135.62 |
0.618 |
135.24 |
HIGH |
134.63 |
0.618 |
134.25 |
0.500 |
134.14 |
0.382 |
134.02 |
LOW |
133.64 |
0.618 |
133.03 |
1.000 |
132.65 |
1.618 |
132.04 |
2.618 |
131.05 |
4.250 |
129.43 |
|
|
Fisher Pivots for day following 04-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
134.14 |
134.78 |
PP |
134.06 |
134.49 |
S1 |
133.99 |
134.21 |
|