Euro Bund Future September 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
134.61 |
134.67 |
0.06 |
0.0% |
133.33 |
| High |
134.77 |
135.11 |
0.34 |
0.3% |
135.11 |
| Low |
134.32 |
134.64 |
0.32 |
0.2% |
133.21 |
| Close |
134.52 |
135.08 |
0.56 |
0.4% |
135.08 |
| Range |
0.45 |
0.47 |
0.02 |
4.4% |
1.90 |
| ATR |
0.70 |
0.69 |
-0.01 |
-1.1% |
0.00 |
| Volume |
150,817 |
9,324 |
-141,493 |
-93.8% |
2,875,398 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.35 |
136.19 |
135.34 |
|
| R3 |
135.88 |
135.72 |
135.21 |
|
| R2 |
135.41 |
135.41 |
135.17 |
|
| R1 |
135.25 |
135.25 |
135.12 |
135.33 |
| PP |
134.94 |
134.94 |
134.94 |
134.99 |
| S1 |
134.78 |
134.78 |
135.04 |
134.86 |
| S2 |
134.47 |
134.47 |
134.99 |
|
| S3 |
134.00 |
134.31 |
134.95 |
|
| S4 |
133.53 |
133.84 |
134.82 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.17 |
139.52 |
136.13 |
|
| R3 |
138.27 |
137.62 |
135.60 |
|
| R2 |
136.37 |
136.37 |
135.43 |
|
| R1 |
135.72 |
135.72 |
135.25 |
136.05 |
| PP |
134.47 |
134.47 |
134.47 |
134.63 |
| S1 |
133.82 |
133.82 |
134.91 |
134.15 |
| S2 |
132.57 |
132.57 |
134.73 |
|
| S3 |
130.67 |
131.92 |
134.56 |
|
| S4 |
128.77 |
130.02 |
134.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.11 |
133.21 |
1.90 |
1.4% |
0.64 |
0.5% |
98% |
True |
False |
796,672 |
| 10 |
135.11 |
133.21 |
1.90 |
1.4% |
0.62 |
0.5% |
98% |
True |
False |
815,224 |
| 20 |
135.17 |
133.21 |
1.96 |
1.5% |
0.62 |
0.5% |
95% |
False |
False |
719,825 |
| 40 |
136.28 |
131.36 |
4.92 |
3.6% |
0.69 |
0.5% |
76% |
False |
False |
802,609 |
| 60 |
136.28 |
130.21 |
6.07 |
4.5% |
0.72 |
0.5% |
80% |
False |
False |
867,549 |
| 80 |
136.28 |
129.37 |
6.91 |
5.1% |
0.73 |
0.5% |
83% |
False |
False |
767,936 |
| 100 |
136.28 |
129.37 |
6.91 |
5.1% |
0.71 |
0.5% |
83% |
False |
False |
614,565 |
| 120 |
136.28 |
129.37 |
6.91 |
5.1% |
0.65 |
0.5% |
83% |
False |
False |
512,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.11 |
|
2.618 |
136.34 |
|
1.618 |
135.87 |
|
1.000 |
135.58 |
|
0.618 |
135.40 |
|
HIGH |
135.11 |
|
0.618 |
134.93 |
|
0.500 |
134.88 |
|
0.382 |
134.82 |
|
LOW |
134.64 |
|
0.618 |
134.35 |
|
1.000 |
134.17 |
|
1.618 |
133.88 |
|
2.618 |
133.41 |
|
4.250 |
132.64 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
135.01 |
134.91 |
| PP |
134.94 |
134.74 |
| S1 |
134.88 |
134.57 |
|