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 |
|
|
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 |
|