Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 23-Oct-2024
Day Change Summary
Previous Current
22-Oct-2024 23-Oct-2024 Change Change % Previous Week
Open 133.07 132.88 -0.19 -0.1% 133.20
High 133.14 132.95 -0.19 -0.1% 134.25
Low 132.58 132.59 0.01 0.0% 133.00
Close 132.83 132.71 -0.12 -0.1% 134.19
Range 0.56 0.36 -0.20 -35.7% 1.25
ATR 0.69 0.67 -0.02 -3.4% 0.00
Volume 1,367,293 1,202,019 -165,274 -12.1% 4,600,884
Daily Pivots for day following 23-Oct-2024
Classic Woodie Camarilla DeMark
R4 133.83 133.63 132.91
R3 133.47 133.27 132.81
R2 133.11 133.11 132.78
R1 132.91 132.91 132.74 132.83
PP 132.75 132.75 132.75 132.71
S1 132.55 132.55 132.68 132.47
S2 132.39 132.39 132.64
S3 132.03 132.19 132.61
S4 131.67 131.83 132.51
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% 0.61 0.5% 8% False False 1,161,177
10 134.25 132.58 1.67 1.3% 0.59 0.4% 8% False False 1,026,126
20 136.20 132.58 3.62 2.7% 0.69 0.5% 4% False False 1,092,012
40 136.20 132.58 3.62 2.7% 0.68 0.5% 4% False False 1,002,507
60 136.20 132.58 3.62 2.7% 0.67 0.5% 4% False False 669,508
80 136.20 129.80 6.40 4.8% 0.62 0.5% 45% False False 502,190
100 136.20 128.87 7.33 5.5% 0.59 0.4% 52% False False 401,768
120 136.20 128.66 7.54 5.7% 0.54 0.4% 54% False False 334,808
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 134.48
2.618 133.89
1.618 133.53
1.000 133.31
0.618 133.17
HIGH 132.95
0.618 132.81
0.500 132.77
0.382 132.73
LOW 132.59
0.618 132.37
1.000 132.23
1.618 132.01
2.618 131.65
4.250 131.06
Fisher Pivots for day following 23-Oct-2024
Pivot 1 day 3 day
R1 132.77 133.38
PP 132.75 133.16
S1 132.73 132.93

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

View Archives - Comment on this page... - Back to Index of Symbols