Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 22-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2024 |
22-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
134.05 |
133.07 |
-0.98 |
-0.7% |
133.20 |
High |
134.18 |
133.14 |
-1.04 |
-0.8% |
134.25 |
Low |
133.06 |
132.58 |
-0.48 |
-0.4% |
133.00 |
Close |
133.16 |
132.83 |
-0.33 |
-0.2% |
134.19 |
Range |
1.12 |
0.56 |
-0.56 |
-50.0% |
1.25 |
ATR |
0.70 |
0.69 |
-0.01 |
-1.2% |
0.00 |
Volume |
1,154,139 |
1,367,293 |
213,154 |
18.5% |
4,600,884 |
|
Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.53 |
134.24 |
133.14 |
|
R3 |
133.97 |
133.68 |
132.98 |
|
R2 |
133.41 |
133.41 |
132.93 |
|
R1 |
133.12 |
133.12 |
132.88 |
132.99 |
PP |
132.85 |
132.85 |
132.85 |
132.78 |
S1 |
132.56 |
132.56 |
132.78 |
132.43 |
S2 |
132.29 |
132.29 |
132.73 |
|
S3 |
131.73 |
132.00 |
132.68 |
|
S4 |
131.17 |
131.44 |
132.52 |
|
|
Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.56 |
137.13 |
134.88 |
|
R3 |
136.31 |
135.88 |
134.53 |
|
R2 |
135.06 |
135.06 |
134.42 |
|
R1 |
134.63 |
134.63 |
134.30 |
134.85 |
PP |
133.81 |
133.81 |
133.81 |
133.92 |
S1 |
133.38 |
133.38 |
134.08 |
133.60 |
S2 |
132.56 |
132.56 |
133.96 |
|
S3 |
131.31 |
132.13 |
133.85 |
|
S4 |
130.06 |
130.88 |
133.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.25 |
132.58 |
1.67 |
1.3% |
0.66 |
0.5% |
15% |
False |
True |
1,106,063 |
10 |
134.25 |
132.58 |
1.67 |
1.3% |
0.62 |
0.5% |
15% |
False |
True |
991,222 |
20 |
136.20 |
132.58 |
3.62 |
2.7% |
0.70 |
0.5% |
7% |
False |
True |
1,083,545 |
40 |
136.20 |
132.58 |
3.62 |
2.7% |
0.69 |
0.5% |
7% |
False |
True |
973,017 |
60 |
136.20 |
132.58 |
3.62 |
2.7% |
0.67 |
0.5% |
7% |
False |
True |
649,477 |
80 |
136.20 |
129.80 |
6.40 |
4.8% |
0.62 |
0.5% |
47% |
False |
False |
487,165 |
100 |
136.20 |
128.87 |
7.33 |
5.5% |
0.59 |
0.4% |
54% |
False |
False |
389,748 |
120 |
136.20 |
128.66 |
7.54 |
5.7% |
0.54 |
0.4% |
55% |
False |
False |
324,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.52 |
2.618 |
134.61 |
1.618 |
134.05 |
1.000 |
133.70 |
0.618 |
133.49 |
HIGH |
133.14 |
0.618 |
132.93 |
0.500 |
132.86 |
0.382 |
132.79 |
LOW |
132.58 |
0.618 |
132.23 |
1.000 |
132.02 |
1.618 |
131.67 |
2.618 |
131.11 |
4.250 |
130.20 |
|
|
Fisher Pivots for day following 22-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
132.86 |
133.42 |
PP |
132.85 |
133.22 |
S1 |
132.84 |
133.03 |
|