Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 01-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
131.49 |
131.66 |
0.17 |
0.1% |
132.64 |
High |
131.93 |
132.19 |
0.26 |
0.2% |
133.41 |
Low |
131.15 |
131.45 |
0.30 |
0.2% |
131.15 |
Close |
131.80 |
131.64 |
-0.16 |
-0.1% |
131.64 |
Range |
0.78 |
0.74 |
-0.04 |
-5.1% |
2.26 |
ATR |
0.78 |
0.78 |
0.00 |
-0.4% |
0.00 |
Volume |
1,861,231 |
1,121,297 |
-739,934 |
-39.8% |
6,659,037 |
|
Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.98 |
133.55 |
132.05 |
|
R3 |
133.24 |
132.81 |
131.84 |
|
R2 |
132.50 |
132.50 |
131.78 |
|
R1 |
132.07 |
132.07 |
131.71 |
131.92 |
PP |
131.76 |
131.76 |
131.76 |
131.68 |
S1 |
131.33 |
131.33 |
131.57 |
131.18 |
S2 |
131.02 |
131.02 |
131.50 |
|
S3 |
130.28 |
130.59 |
131.44 |
|
S4 |
129.54 |
129.85 |
131.23 |
|
|
Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.85 |
137.50 |
132.88 |
|
R3 |
136.59 |
135.24 |
132.26 |
|
R2 |
134.33 |
134.33 |
132.05 |
|
R1 |
132.98 |
132.98 |
131.85 |
132.53 |
PP |
132.07 |
132.07 |
132.07 |
131.84 |
S1 |
130.72 |
130.72 |
131.43 |
130.27 |
S2 |
129.81 |
129.81 |
131.23 |
|
S3 |
127.55 |
128.46 |
131.02 |
|
S4 |
125.29 |
126.20 |
130.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.41 |
131.15 |
2.26 |
1.7% |
0.98 |
0.7% |
22% |
False |
False |
1,331,807 |
10 |
134.18 |
131.15 |
3.03 |
2.3% |
0.85 |
0.6% |
16% |
False |
False |
1,255,260 |
20 |
134.25 |
131.15 |
3.10 |
2.4% |
0.71 |
0.5% |
16% |
False |
False |
1,098,468 |
40 |
136.20 |
131.15 |
5.05 |
3.8% |
0.73 |
0.6% |
10% |
False |
False |
1,094,398 |
60 |
136.20 |
131.15 |
5.05 |
3.8% |
0.69 |
0.5% |
10% |
False |
False |
816,442 |
80 |
136.20 |
130.95 |
5.25 |
4.0% |
0.66 |
0.5% |
13% |
False |
False |
612,552 |
100 |
136.20 |
129.80 |
6.40 |
4.9% |
0.62 |
0.5% |
29% |
False |
False |
490,059 |
120 |
136.20 |
128.66 |
7.54 |
5.7% |
0.59 |
0.5% |
40% |
False |
False |
408,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.34 |
2.618 |
134.13 |
1.618 |
133.39 |
1.000 |
132.93 |
0.618 |
132.65 |
HIGH |
132.19 |
0.618 |
131.91 |
0.500 |
131.82 |
0.382 |
131.73 |
LOW |
131.45 |
0.618 |
130.99 |
1.000 |
130.71 |
1.618 |
130.25 |
2.618 |
129.51 |
4.250 |
128.31 |
|
|
Fisher Pivots for day following 01-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
131.82 |
132.09 |
PP |
131.76 |
131.94 |
S1 |
131.70 |
131.79 |
|