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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 5 trading days
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

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

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