Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 12-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
132.13 |
132.51 |
0.38 |
0.3% |
131.83 |
High |
132.61 |
132.74 |
0.13 |
0.1% |
132.33 |
Low |
131.97 |
131.68 |
-0.29 |
-0.2% |
130.58 |
Close |
132.51 |
132.29 |
-0.22 |
-0.2% |
132.08 |
Range |
0.64 |
1.06 |
0.42 |
65.6% |
1.75 |
ATR |
0.83 |
0.85 |
0.02 |
2.0% |
0.00 |
Volume |
696,111 |
1,006,470 |
310,359 |
44.6% |
6,164,679 |
|
Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.42 |
134.91 |
132.87 |
|
R3 |
134.36 |
133.85 |
132.58 |
|
R2 |
133.30 |
133.30 |
132.48 |
|
R1 |
132.79 |
132.79 |
132.39 |
132.52 |
PP |
132.24 |
132.24 |
132.24 |
132.10 |
S1 |
131.73 |
131.73 |
132.19 |
131.46 |
S2 |
131.18 |
131.18 |
132.10 |
|
S3 |
130.12 |
130.67 |
132.00 |
|
S4 |
129.06 |
129.61 |
131.71 |
|
|
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 |
132.74 |
130.58 |
2.16 |
1.6% |
1.06 |
0.8% |
79% |
True |
False |
1,184,011 |
10 |
133.02 |
130.58 |
2.44 |
1.8% |
0.96 |
0.7% |
70% |
False |
False |
1,248,238 |
20 |
134.25 |
130.58 |
3.67 |
2.8% |
0.84 |
0.6% |
47% |
False |
False |
1,171,437 |
40 |
136.20 |
130.58 |
5.62 |
4.2% |
0.77 |
0.6% |
30% |
False |
False |
1,125,625 |
60 |
136.20 |
130.58 |
5.62 |
4.2% |
0.73 |
0.6% |
30% |
False |
False |
947,352 |
80 |
136.20 |
130.58 |
5.62 |
4.2% |
0.71 |
0.5% |
30% |
False |
False |
710,884 |
100 |
136.20 |
129.80 |
6.40 |
4.8% |
0.65 |
0.5% |
39% |
False |
False |
568,731 |
120 |
136.20 |
128.66 |
7.54 |
5.7% |
0.63 |
0.5% |
48% |
False |
False |
473,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.25 |
2.618 |
135.52 |
1.618 |
134.46 |
1.000 |
133.80 |
0.618 |
133.40 |
HIGH |
132.74 |
0.618 |
132.34 |
0.500 |
132.21 |
0.382 |
132.08 |
LOW |
131.68 |
0.618 |
131.02 |
1.000 |
130.62 |
1.618 |
129.96 |
2.618 |
128.90 |
4.250 |
127.18 |
|
|
Fisher Pivots for day following 12-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
132.26 |
132.22 |
PP |
132.24 |
132.14 |
S1 |
132.21 |
132.07 |
|