Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 31-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
132.87 |
131.49 |
-1.38 |
-1.0% |
134.05 |
High |
133.02 |
131.93 |
-1.09 |
-0.8% |
134.18 |
Low |
131.49 |
131.15 |
-0.34 |
-0.3% |
132.58 |
Close |
131.97 |
131.80 |
-0.17 |
-0.1% |
133.10 |
Range |
1.53 |
0.78 |
-0.75 |
-49.0% |
1.60 |
ATR |
0.78 |
0.78 |
0.00 |
0.4% |
0.00 |
Volume |
1,632,594 |
1,861,231 |
228,637 |
14.0% |
5,893,568 |
|
Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.97 |
133.66 |
132.23 |
|
R3 |
133.19 |
132.88 |
132.01 |
|
R2 |
132.41 |
132.41 |
131.94 |
|
R1 |
132.10 |
132.10 |
131.87 |
132.26 |
PP |
131.63 |
131.63 |
131.63 |
131.70 |
S1 |
131.32 |
131.32 |
131.73 |
131.48 |
S2 |
130.85 |
130.85 |
131.66 |
|
S3 |
130.07 |
130.54 |
131.59 |
|
S4 |
129.29 |
129.76 |
131.37 |
|
|
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 |
133.49 |
131.15 |
2.34 |
1.8% |
0.98 |
0.7% |
28% |
False |
True |
1,296,005 |
10 |
134.25 |
131.15 |
3.10 |
2.4% |
0.84 |
0.6% |
21% |
False |
True |
1,232,713 |
20 |
134.63 |
131.15 |
3.48 |
2.6% |
0.72 |
0.5% |
19% |
False |
True |
1,103,834 |
40 |
136.20 |
131.15 |
5.05 |
3.8% |
0.73 |
0.6% |
13% |
False |
True |
1,097,957 |
60 |
136.20 |
131.15 |
5.05 |
3.8% |
0.68 |
0.5% |
13% |
False |
True |
797,761 |
80 |
136.20 |
130.62 |
5.58 |
4.2% |
0.66 |
0.5% |
21% |
False |
False |
598,536 |
100 |
136.20 |
129.80 |
6.40 |
4.9% |
0.62 |
0.5% |
31% |
False |
False |
478,846 |
120 |
136.20 |
128.66 |
7.54 |
5.7% |
0.59 |
0.4% |
42% |
False |
False |
399,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.25 |
2.618 |
133.97 |
1.618 |
133.19 |
1.000 |
132.71 |
0.618 |
132.41 |
HIGH |
131.93 |
0.618 |
131.63 |
0.500 |
131.54 |
0.382 |
131.45 |
LOW |
131.15 |
0.618 |
130.67 |
1.000 |
130.37 |
1.618 |
129.89 |
2.618 |
129.11 |
4.250 |
127.84 |
|
|
Fisher Pivots for day following 31-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
131.71 |
132.20 |
PP |
131.63 |
132.07 |
S1 |
131.54 |
131.93 |
|