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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
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

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

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