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 |
|
|
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 |
|