Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 28-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
133.28 |
132.64 |
-0.64 |
-0.5% |
134.05 |
High |
133.49 |
133.41 |
-0.08 |
-0.1% |
134.18 |
Low |
132.77 |
132.37 |
-0.40 |
-0.3% |
132.58 |
Close |
133.10 |
133.02 |
-0.08 |
-0.1% |
133.10 |
Range |
0.72 |
1.04 |
0.32 |
44.4% |
1.60 |
ATR |
0.69 |
0.71 |
0.03 |
3.7% |
0.00 |
Volume |
942,289 |
957,100 |
14,811 |
1.6% |
5,893,568 |
|
Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.05 |
135.58 |
133.59 |
|
R3 |
135.01 |
134.54 |
133.31 |
|
R2 |
133.97 |
133.97 |
133.21 |
|
R1 |
133.50 |
133.50 |
133.12 |
133.74 |
PP |
132.93 |
132.93 |
132.93 |
133.05 |
S1 |
132.46 |
132.46 |
132.92 |
132.70 |
S2 |
131.89 |
131.89 |
132.83 |
|
S3 |
130.85 |
131.42 |
132.73 |
|
S4 |
129.81 |
130.38 |
132.45 |
|
|
Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.09 |
137.19 |
133.98 |
|
R3 |
136.49 |
135.59 |
133.54 |
|
R2 |
134.89 |
134.89 |
133.39 |
|
R1 |
133.99 |
133.99 |
133.25 |
133.64 |
PP |
133.29 |
133.29 |
133.29 |
133.11 |
S1 |
132.39 |
132.39 |
132.95 |
132.04 |
S2 |
131.69 |
131.69 |
132.81 |
|
S3 |
130.09 |
130.79 |
132.66 |
|
S4 |
128.49 |
129.19 |
132.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.54 |
132.37 |
1.17 |
0.9% |
0.71 |
0.5% |
56% |
False |
True |
1,139,305 |
10 |
134.25 |
132.37 |
1.88 |
1.4% |
0.68 |
0.5% |
35% |
False |
True |
1,084,313 |
20 |
136.20 |
132.37 |
3.83 |
2.9% |
0.71 |
0.5% |
17% |
False |
True |
1,064,886 |
40 |
136.20 |
132.37 |
3.83 |
2.9% |
0.70 |
0.5% |
17% |
False |
True |
1,061,776 |
60 |
136.20 |
132.37 |
3.83 |
2.9% |
0.68 |
0.5% |
17% |
False |
True |
721,544 |
80 |
136.20 |
130.34 |
5.86 |
4.4% |
0.64 |
0.5% |
46% |
False |
False |
541,280 |
100 |
136.20 |
128.87 |
7.33 |
5.5% |
0.61 |
0.5% |
57% |
False |
False |
433,040 |
120 |
136.20 |
128.66 |
7.54 |
5.7% |
0.56 |
0.4% |
58% |
False |
False |
360,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.83 |
2.618 |
136.13 |
1.618 |
135.09 |
1.000 |
134.45 |
0.618 |
134.05 |
HIGH |
133.41 |
0.618 |
133.01 |
0.500 |
132.89 |
0.382 |
132.77 |
LOW |
132.37 |
0.618 |
131.73 |
1.000 |
131.33 |
1.618 |
130.69 |
2.618 |
129.65 |
4.250 |
127.95 |
|
|
Fisher Pivots for day following 28-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
132.98 |
133.00 |
PP |
132.93 |
132.98 |
S1 |
132.89 |
132.96 |
|