Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 07-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
131.85 |
131.53 |
-0.32 |
-0.2% |
132.64 |
High |
132.22 |
131.69 |
-0.53 |
-0.4% |
133.41 |
Low |
130.58 |
130.68 |
0.10 |
0.1% |
131.15 |
Close |
131.73 |
131.42 |
-0.31 |
-0.2% |
131.64 |
Range |
1.64 |
1.01 |
-0.63 |
-38.4% |
2.26 |
ATR |
0.82 |
0.84 |
0.02 |
2.0% |
0.00 |
Volume |
1,620,587 |
1,599,903 |
-20,684 |
-1.3% |
6,659,037 |
|
Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.29 |
133.87 |
131.98 |
|
R3 |
133.28 |
132.86 |
131.70 |
|
R2 |
132.27 |
132.27 |
131.61 |
|
R1 |
131.85 |
131.85 |
131.51 |
131.56 |
PP |
131.26 |
131.26 |
131.26 |
131.12 |
S1 |
130.84 |
130.84 |
131.33 |
130.55 |
S2 |
130.25 |
130.25 |
131.23 |
|
S3 |
129.24 |
129.83 |
131.14 |
|
S4 |
128.23 |
128.82 |
130.86 |
|
|
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% |
0.93 |
0.7% |
51% |
False |
False |
1,257,797 |
10 |
133.49 |
130.58 |
2.91 |
2.2% |
0.96 |
0.7% |
29% |
False |
False |
1,276,901 |
20 |
134.25 |
130.58 |
3.67 |
2.8% |
0.78 |
0.6% |
23% |
False |
False |
1,160,858 |
40 |
136.20 |
130.58 |
5.62 |
4.3% |
0.75 |
0.6% |
15% |
False |
False |
1,119,750 |
60 |
136.20 |
130.58 |
5.62 |
4.3% |
0.72 |
0.5% |
15% |
False |
False |
902,449 |
80 |
136.20 |
130.58 |
5.62 |
4.3% |
0.70 |
0.5% |
15% |
False |
False |
677,141 |
100 |
136.20 |
129.80 |
6.40 |
4.9% |
0.64 |
0.5% |
25% |
False |
False |
541,735 |
120 |
136.20 |
128.66 |
7.54 |
5.7% |
0.63 |
0.5% |
37% |
False |
False |
451,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.98 |
2.618 |
134.33 |
1.618 |
133.32 |
1.000 |
132.70 |
0.618 |
132.31 |
HIGH |
131.69 |
0.618 |
131.30 |
0.500 |
131.19 |
0.382 |
131.07 |
LOW |
130.68 |
0.618 |
130.06 |
1.000 |
129.67 |
1.618 |
129.05 |
2.618 |
128.04 |
4.250 |
126.39 |
|
|
Fisher Pivots for day following 07-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
131.34 |
131.41 |
PP |
131.26 |
131.41 |
S1 |
131.19 |
131.40 |
|