Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 15-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
133.20 |
133.33 |
0.13 |
0.1% |
133.86 |
High |
133.41 |
133.79 |
0.38 |
0.3% |
134.03 |
Low |
133.00 |
133.30 |
0.30 |
0.2% |
132.75 |
Close |
133.14 |
133.75 |
0.61 |
0.5% |
133.15 |
Range |
0.41 |
0.49 |
0.08 |
19.5% |
1.28 |
ATR |
0.70 |
0.70 |
0.00 |
-0.5% |
0.00 |
Volume |
608,415 |
983,584 |
375,169 |
61.7% |
4,815,885 |
|
Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.08 |
134.91 |
134.02 |
|
R3 |
134.59 |
134.42 |
133.88 |
|
R2 |
134.10 |
134.10 |
133.84 |
|
R1 |
133.93 |
133.93 |
133.79 |
134.02 |
PP |
133.61 |
133.61 |
133.61 |
133.66 |
S1 |
133.44 |
133.44 |
133.71 |
133.53 |
S2 |
133.12 |
133.12 |
133.66 |
|
S3 |
132.63 |
132.95 |
133.62 |
|
S4 |
132.14 |
132.46 |
133.48 |
|
|
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 |
133.79 |
132.75 |
1.04 |
0.8% |
0.58 |
0.4% |
96% |
True |
False |
876,380 |
10 |
135.92 |
132.75 |
3.17 |
2.4% |
0.66 |
0.5% |
32% |
False |
False |
996,186 |
20 |
136.20 |
132.75 |
3.45 |
2.6% |
0.71 |
0.5% |
29% |
False |
False |
1,079,813 |
40 |
136.20 |
132.71 |
3.49 |
2.6% |
0.68 |
0.5% |
30% |
False |
False |
835,310 |
60 |
136.20 |
131.28 |
4.92 |
3.7% |
0.67 |
0.5% |
50% |
False |
False |
557,366 |
80 |
136.20 |
129.80 |
6.40 |
4.8% |
0.60 |
0.5% |
62% |
False |
False |
418,054 |
100 |
136.20 |
128.66 |
7.54 |
5.6% |
0.59 |
0.4% |
68% |
False |
False |
334,447 |
120 |
136.20 |
128.66 |
7.54 |
5.6% |
0.51 |
0.4% |
68% |
False |
False |
278,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.87 |
2.618 |
135.07 |
1.618 |
134.58 |
1.000 |
134.28 |
0.618 |
134.09 |
HIGH |
133.79 |
0.618 |
133.60 |
0.500 |
133.55 |
0.382 |
133.49 |
LOW |
133.30 |
0.618 |
133.00 |
1.000 |
132.81 |
1.618 |
132.51 |
2.618 |
132.02 |
4.250 |
131.22 |
|
|
Fisher Pivots for day following 15-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
133.68 |
133.62 |
PP |
133.61 |
133.49 |
S1 |
133.55 |
133.36 |
|