Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 13-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
132.51 |
131.73 |
-0.78 |
-0.6% |
131.83 |
High |
132.74 |
132.11 |
-0.63 |
-0.5% |
132.33 |
Low |
131.68 |
131.41 |
-0.27 |
-0.2% |
130.58 |
Close |
132.29 |
131.83 |
-0.46 |
-0.3% |
132.08 |
Range |
1.06 |
0.70 |
-0.36 |
-34.0% |
1.75 |
ATR |
0.85 |
0.85 |
0.00 |
0.3% |
0.00 |
Volume |
1,006,470 |
1,171,307 |
164,837 |
16.4% |
6,164,679 |
|
Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.88 |
133.56 |
132.22 |
|
R3 |
133.18 |
132.86 |
132.02 |
|
R2 |
132.48 |
132.48 |
131.96 |
|
R1 |
132.16 |
132.16 |
131.89 |
132.32 |
PP |
131.78 |
131.78 |
131.78 |
131.87 |
S1 |
131.46 |
131.46 |
131.77 |
131.62 |
S2 |
131.08 |
131.08 |
131.70 |
|
S3 |
130.38 |
130.76 |
131.64 |
|
S4 |
129.68 |
130.06 |
131.45 |
|
|
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 |
130.68 |
2.06 |
1.6% |
0.87 |
0.7% |
56% |
False |
False |
1,094,155 |
10 |
132.74 |
130.58 |
2.16 |
1.6% |
0.88 |
0.7% |
58% |
False |
False |
1,202,109 |
20 |
134.25 |
130.58 |
3.67 |
2.8% |
0.84 |
0.6% |
34% |
False |
False |
1,183,680 |
40 |
136.20 |
130.58 |
5.62 |
4.3% |
0.77 |
0.6% |
22% |
False |
False |
1,131,375 |
60 |
136.20 |
130.58 |
5.62 |
4.3% |
0.74 |
0.6% |
22% |
False |
False |
966,840 |
80 |
136.20 |
130.58 |
5.62 |
4.3% |
0.71 |
0.5% |
22% |
False |
False |
725,522 |
100 |
136.20 |
129.80 |
6.40 |
4.9% |
0.65 |
0.5% |
32% |
False |
False |
580,430 |
120 |
136.20 |
128.66 |
7.54 |
5.7% |
0.63 |
0.5% |
42% |
False |
False |
483,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.09 |
2.618 |
133.94 |
1.618 |
133.24 |
1.000 |
132.81 |
0.618 |
132.54 |
HIGH |
132.11 |
0.618 |
131.84 |
0.500 |
131.76 |
0.382 |
131.68 |
LOW |
131.41 |
0.618 |
130.98 |
1.000 |
130.71 |
1.618 |
130.28 |
2.618 |
129.58 |
4.250 |
128.44 |
|
|
Fisher Pivots for day following 13-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
131.81 |
132.08 |
PP |
131.78 |
131.99 |
S1 |
131.76 |
131.91 |
|