Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 05-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
131.83 |
131.74 |
-0.09 |
-0.1% |
132.64 |
High |
131.92 |
131.86 |
-0.06 |
0.0% |
133.41 |
Low |
131.26 |
131.24 |
-0.02 |
0.0% |
131.15 |
Close |
131.80 |
131.45 |
-0.35 |
-0.3% |
131.64 |
Range |
0.66 |
0.62 |
-0.04 |
-6.1% |
2.26 |
ATR |
0.77 |
0.76 |
-0.01 |
-1.4% |
0.00 |
Volume |
934,195 |
1,013,007 |
78,812 |
8.4% |
6,659,037 |
|
Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.38 |
133.03 |
131.79 |
|
R3 |
132.76 |
132.41 |
131.62 |
|
R2 |
132.14 |
132.14 |
131.56 |
|
R1 |
131.79 |
131.79 |
131.51 |
131.66 |
PP |
131.52 |
131.52 |
131.52 |
131.45 |
S1 |
131.17 |
131.17 |
131.39 |
131.04 |
S2 |
130.90 |
130.90 |
131.34 |
|
S3 |
130.28 |
130.55 |
131.28 |
|
S4 |
129.66 |
129.93 |
131.11 |
|
|
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 |
133.02 |
131.15 |
1.87 |
1.4% |
0.87 |
0.7% |
16% |
False |
False |
1,312,464 |
10 |
133.54 |
131.15 |
2.39 |
1.8% |
0.81 |
0.6% |
13% |
False |
False |
1,197,837 |
20 |
134.25 |
131.15 |
3.10 |
2.4% |
0.72 |
0.5% |
10% |
False |
False |
1,094,529 |
40 |
136.20 |
131.15 |
5.05 |
3.8% |
0.72 |
0.5% |
6% |
False |
False |
1,097,036 |
60 |
136.20 |
131.15 |
5.05 |
3.8% |
0.69 |
0.5% |
6% |
False |
False |
848,876 |
80 |
136.20 |
131.15 |
5.05 |
3.8% |
0.67 |
0.5% |
6% |
False |
False |
636,891 |
100 |
136.20 |
129.80 |
6.40 |
4.9% |
0.62 |
0.5% |
26% |
False |
False |
509,530 |
120 |
136.20 |
128.66 |
7.54 |
5.7% |
0.60 |
0.5% |
37% |
False |
False |
424,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.50 |
2.618 |
133.48 |
1.618 |
132.86 |
1.000 |
132.48 |
0.618 |
132.24 |
HIGH |
131.86 |
0.618 |
131.62 |
0.500 |
131.55 |
0.382 |
131.48 |
LOW |
131.24 |
0.618 |
130.86 |
1.000 |
130.62 |
1.618 |
130.24 |
2.618 |
129.62 |
4.250 |
128.61 |
|
|
Fisher Pivots for day following 05-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
131.55 |
131.72 |
PP |
131.52 |
131.63 |
S1 |
131.48 |
131.54 |
|