Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 17-Oct-2024
Day Change Summary
Previous Current
16-Oct-2024 17-Oct-2024 Change Change % Previous Week
Open 133.76 134.08 0.32 0.2% 133.86
High 134.25 134.17 -0.08 -0.1% 134.03
Low 133.68 133.72 0.04 0.0% 132.75
Close 134.20 133.84 -0.36 -0.3% 133.15
Range 0.57 0.45 -0.12 -21.1% 1.28
ATR 0.69 0.68 -0.02 -2.2% 0.00
Volume 926,447 1,186,612 260,165 28.1% 4,815,885
Daily Pivots for day following 17-Oct-2024
Classic Woodie Camarilla DeMark
R4 135.26 135.00 134.09
R3 134.81 134.55 133.96
R2 134.36 134.36 133.92
R1 134.10 134.10 133.88 134.01
PP 133.91 133.91 133.91 133.86
S1 133.65 133.65 133.80 133.56
S2 133.46 133.46 133.76
S3 133.01 133.20 133.72
S4 132.56 132.75 133.59
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
5 134.25 132.92 1.33 1.0% 0.51 0.4% 69% False False 920,210
10 134.63 132.75 1.88 1.4% 0.60 0.4% 58% False False 974,956
20 136.20 132.75 3.45 2.6% 0.70 0.5% 32% False False 1,083,823
40 136.20 132.71 3.49 2.6% 0.68 0.5% 32% False False 888,040
60 136.20 131.66 4.54 3.4% 0.67 0.5% 48% False False 592,578
80 136.20 129.80 6.40 4.8% 0.61 0.5% 63% False False 444,450
100 136.20 128.66 7.54 5.6% 0.58 0.4% 69% False False 355,577
120 136.20 128.66 7.54 5.6% 0.52 0.4% 69% False False 296,314
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136.08
2.618 135.35
1.618 134.90
1.000 134.62
0.618 134.45
HIGH 134.17
0.618 134.00
0.500 133.95
0.382 133.89
LOW 133.72
0.618 133.44
1.000 133.27
1.618 132.99
2.618 132.54
4.250 131.81
Fisher Pivots for day following 17-Oct-2024
Pivot 1 day 3 day
R1 133.95 133.82
PP 133.91 133.80
S1 133.88 133.78

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

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