Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 06-Nov-2024
Day Change Summary
Previous Current
05-Nov-2024 06-Nov-2024 Change Change % Previous Week
Open 131.74 131.85 0.11 0.1% 132.64
High 131.86 132.22 0.36 0.3% 133.41
Low 131.24 130.58 -0.66 -0.5% 131.15
Close 131.45 131.73 0.28 0.2% 131.64
Range 0.62 1.64 1.02 164.5% 2.26
ATR 0.76 0.82 0.06 8.3% 0.00
Volume 1,013,007 1,620,587 607,580 60.0% 6,659,037
Daily Pivots for day following 06-Nov-2024
Classic Woodie Camarilla DeMark
R4 136.43 135.72 132.63
R3 134.79 134.08 132.18
R2 133.15 133.15 132.03
R1 132.44 132.44 131.88 131.98
PP 131.51 131.51 131.51 131.28
S1 130.80 130.80 131.58 130.34
S2 129.87 129.87 131.43
S3 128.23 129.16 131.28
S4 126.59 127.52 130.83
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
5 132.22 130.58 1.64 1.2% 0.89 0.7% 70% True True 1,310,063
10 133.54 130.58 2.96 2.2% 0.94 0.7% 39% False True 1,239,694
20 134.25 130.58 3.67 2.8% 0.77 0.6% 31% False True 1,132,910
40 136.20 130.58 5.62 4.3% 0.74 0.6% 20% False True 1,107,523
60 136.20 130.58 5.62 4.3% 0.71 0.5% 20% False True 875,799
80 136.20 130.58 5.62 4.3% 0.69 0.5% 20% False True 657,142
100 136.20 129.80 6.40 4.9% 0.63 0.5% 30% False False 525,736
120 136.20 128.66 7.54 5.7% 0.62 0.5% 41% False False 438,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 170 trading days
Fibonacci Retracements and Extensions
4.250 139.19
2.618 136.51
1.618 134.87
1.000 133.86
0.618 133.23
HIGH 132.22
0.618 131.59
0.500 131.40
0.382 131.21
LOW 130.58
0.618 129.57
1.000 128.94
1.618 127.93
2.618 126.29
4.250 123.61
Fisher Pivots for day following 06-Nov-2024
Pivot 1 day 3 day
R1 131.62 131.62
PP 131.51 131.51
S1 131.40 131.40

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

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