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 |
|
|
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 |
|