Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 11-Nov-2024
Day Change Summary
Previous Current
08-Nov-2024 11-Nov-2024 Change Change % Previous Week
Open 131.46 132.13 0.67 0.5% 131.83
High 132.33 132.61 0.28 0.2% 132.33
Low 131.39 131.97 0.58 0.4% 130.58
Close 132.08 132.51 0.43 0.3% 132.08
Range 0.94 0.64 -0.30 -31.9% 1.75
ATR 0.85 0.83 -0.01 -1.7% 0.00
Volume 996,987 696,111 -300,876 -30.2% 6,164,679
Daily Pivots for day following 11-Nov-2024
Classic Woodie Camarilla DeMark
R4 134.28 134.04 132.86
R3 133.64 133.40 132.69
R2 133.00 133.00 132.63
R1 132.76 132.76 132.57 132.88
PP 132.36 132.36 132.36 132.43
S1 132.12 132.12 132.45 132.24
S2 131.72 131.72 132.39
S3 131.08 131.48 132.33
S4 130.44 130.84 132.16
Weekly Pivots for week ending 08-Nov-2024
Classic Woodie Camarilla DeMark
R4 136.91 136.25 133.04
R3 135.16 134.50 132.56
R2 133.41 133.41 132.40
R1 132.75 132.75 132.24 133.08
PP 131.66 131.66 131.66 131.83
S1 131.00 131.00 131.92 131.33
S2 129.91 129.91 131.76
S3 128.16 129.25 131.60
S4 126.41 127.50 131.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.61 130.58 2.03 1.5% 0.97 0.7% 95% True False 1,185,319
10 133.25 130.58 2.67 2.0% 0.94 0.7% 72% False False 1,256,272
20 134.25 130.58 3.67 2.8% 0.81 0.6% 53% False False 1,170,293
40 136.20 130.58 5.62 4.2% 0.76 0.6% 34% False False 1,124,012
60 136.20 130.58 5.62 4.2% 0.72 0.5% 34% False False 930,588
80 136.20 130.58 5.62 4.2% 0.70 0.5% 34% False False 698,303
100 136.20 129.80 6.40 4.8% 0.64 0.5% 42% False False 558,666
120 136.20 128.66 7.54 5.7% 0.63 0.5% 51% False False 465,558
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135.33
2.618 134.29
1.618 133.65
1.000 133.25
0.618 133.01
HIGH 132.61
0.618 132.37
0.500 132.29
0.382 132.21
LOW 131.97
0.618 131.57
1.000 131.33
1.618 130.93
2.618 130.29
4.250 129.25
Fisher Pivots for day following 11-Nov-2024
Pivot 1 day 3 day
R1 132.44 132.22
PP 132.36 131.93
S1 132.29 131.65

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

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