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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 2 trading days
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

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

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