Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 16-Oct-2024
Day Change Summary
Previous Current
15-Oct-2024 16-Oct-2024 Change Change % Previous Week
Open 133.33 133.76 0.43 0.3% 133.86
High 133.79 134.25 0.46 0.3% 134.03
Low 133.30 133.68 0.38 0.3% 132.75
Close 133.75 134.20 0.45 0.3% 133.15
Range 0.49 0.57 0.08 16.3% 1.28
ATR 0.70 0.69 -0.01 -1.3% 0.00
Volume 983,584 926,447 -57,137 -5.8% 4,815,885
Daily Pivots for day following 16-Oct-2024
Classic Woodie Camarilla DeMark
R4 135.75 135.55 134.51
R3 135.18 134.98 134.36
R2 134.61 134.61 134.30
R1 134.41 134.41 134.25 134.51
PP 134.04 134.04 134.04 134.10
S1 133.84 133.84 134.15 133.94
S2 133.47 133.47 134.10
S3 132.90 133.27 134.04
S4 132.33 132.70 133.89
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
5 134.25 132.75 1.50 1.1% 0.57 0.4% 97% True False 891,074
10 135.24 132.75 2.49 1.9% 0.63 0.5% 58% False False 975,665
20 136.20 132.75 3.45 2.6% 0.70 0.5% 42% False False 1,079,070
40 136.20 132.71 3.49 2.6% 0.68 0.5% 43% False False 858,420
60 136.20 131.66 4.54 3.4% 0.67 0.5% 56% False False 572,803
80 136.20 129.80 6.40 4.8% 0.61 0.5% 69% False False 429,618
100 136.20 128.66 7.54 5.6% 0.59 0.4% 73% False False 343,711
120 136.20 128.66 7.54 5.6% 0.51 0.4% 73% False False 286,426
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 3 trading days
Fibonacci Retracements and Extensions
4.250 136.67
2.618 135.74
1.618 135.17
1.000 134.82
0.618 134.60
HIGH 134.25
0.618 134.03
0.500 133.97
0.382 133.90
LOW 133.68
0.618 133.33
1.000 133.11
1.618 132.76
2.618 132.19
4.250 131.26
Fisher Pivots for day following 16-Oct-2024
Pivot 1 day 3 day
R1 134.12 134.01
PP 134.04 133.82
S1 133.97 133.63

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

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