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 |
|
|
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 |
|