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 |
|
|
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 |
|