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 |
|
|
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 |
|