Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 14-Oct-2024
Day Change Summary
Previous Current
11-Oct-2024 14-Oct-2024 Change Change % Previous Week
Open 133.49 133.20 -0.29 -0.2% 133.86
High 133.57 133.41 -0.16 -0.1% 134.03
Low 132.92 133.00 0.08 0.1% 132.75
Close 133.15 133.14 -0.01 0.0% 133.15
Range 0.65 0.41 -0.24 -36.9% 1.28
ATR 0.73 0.70 -0.02 -3.1% 0.00
Volume 895,994 608,415 -287,579 -32.1% 4,815,885
Daily Pivots for day following 14-Oct-2024
Classic Woodie Camarilla DeMark
R4 134.41 134.19 133.37
R3 134.00 133.78 133.25
R2 133.59 133.59 133.22
R1 133.37 133.37 133.18 133.28
PP 133.18 133.18 133.18 133.14
S1 132.96 132.96 133.10 132.87
S2 132.77 132.77 133.06
S3 132.36 132.55 133.03
S4 131.95 132.14 132.91
Weekly Pivots for week ending 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 137.15 136.43 133.85
R3 135.87 135.15 133.50
R2 134.59 134.59 133.38
R1 133.87 133.87 133.27 133.59
PP 133.31 133.31 133.31 133.17
S1 132.59 132.59 133.03 132.31
S2 132.03 132.03 132.92
S3 130.75 131.31 132.80
S4 129.47 130.03 132.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.80 132.75 1.05 0.8% 0.57 0.4% 37% False False 878,089
10 136.20 132.75 3.45 2.6% 0.74 0.6% 11% False False 1,045,458
20 136.20 132.75 3.45 2.6% 0.72 0.5% 11% False False 1,077,730
40 136.20 132.71 3.49 2.6% 0.68 0.5% 12% False False 810,735
60 136.20 131.20 5.00 3.8% 0.67 0.5% 39% False False 540,974
80 136.20 129.80 6.40 4.8% 0.60 0.5% 52% False False 405,759
100 136.20 128.66 7.54 5.7% 0.59 0.4% 59% False False 324,611
120 136.20 128.66 7.54 5.7% 0.50 0.4% 59% False False 270,509
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 135.15
2.618 134.48
1.618 134.07
1.000 133.82
0.618 133.66
HIGH 133.41
0.618 133.25
0.500 133.21
0.382 133.16
LOW 133.00
0.618 132.75
1.000 132.59
1.618 132.34
2.618 131.93
4.250 131.26
Fisher Pivots for day following 14-Oct-2024
Pivot 1 day 3 day
R1 133.21 133.16
PP 133.18 133.15
S1 133.16 133.15

These figures are updated between 7pm and 10pm EST after a trading day.

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