Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 14-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
131.73 |
131.47 |
-0.26 |
-0.2% |
131.83 |
High |
132.11 |
132.37 |
0.26 |
0.2% |
132.33 |
Low |
131.41 |
131.28 |
-0.13 |
-0.1% |
130.58 |
Close |
131.83 |
132.14 |
0.31 |
0.2% |
132.08 |
Range |
0.70 |
1.09 |
0.39 |
55.7% |
1.75 |
ATR |
0.85 |
0.87 |
0.02 |
2.0% |
0.00 |
Volume |
1,171,307 |
1,077,864 |
-93,443 |
-8.0% |
6,164,679 |
|
Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.20 |
134.76 |
132.74 |
|
R3 |
134.11 |
133.67 |
132.44 |
|
R2 |
133.02 |
133.02 |
132.34 |
|
R1 |
132.58 |
132.58 |
132.24 |
132.80 |
PP |
131.93 |
131.93 |
131.93 |
132.04 |
S1 |
131.49 |
131.49 |
132.04 |
131.71 |
S2 |
130.84 |
130.84 |
131.94 |
|
S3 |
129.75 |
130.40 |
131.84 |
|
S4 |
128.66 |
129.31 |
131.54 |
|
|
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 |
131.28 |
1.46 |
1.1% |
0.89 |
0.7% |
59% |
False |
True |
989,747 |
10 |
132.74 |
130.58 |
2.16 |
1.6% |
0.91 |
0.7% |
72% |
False |
False |
1,123,772 |
20 |
134.25 |
130.58 |
3.67 |
2.8% |
0.87 |
0.7% |
43% |
False |
False |
1,178,243 |
40 |
136.20 |
130.58 |
5.62 |
4.3% |
0.79 |
0.6% |
28% |
False |
False |
1,131,033 |
60 |
136.20 |
130.58 |
5.62 |
4.3% |
0.75 |
0.6% |
28% |
False |
False |
984,774 |
80 |
136.20 |
130.58 |
5.62 |
4.3% |
0.72 |
0.5% |
28% |
False |
False |
738,994 |
100 |
136.20 |
129.80 |
6.40 |
4.8% |
0.66 |
0.5% |
37% |
False |
False |
591,209 |
120 |
136.20 |
128.66 |
7.54 |
5.7% |
0.63 |
0.5% |
46% |
False |
False |
492,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.00 |
2.618 |
135.22 |
1.618 |
134.13 |
1.000 |
133.46 |
0.618 |
133.04 |
HIGH |
132.37 |
0.618 |
131.95 |
0.500 |
131.83 |
0.382 |
131.70 |
LOW |
131.28 |
0.618 |
130.61 |
1.000 |
130.19 |
1.618 |
129.52 |
2.618 |
128.43 |
4.250 |
126.65 |
|
|
Fisher Pivots for day following 14-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
132.04 |
132.10 |
PP |
131.93 |
132.05 |
S1 |
131.83 |
132.01 |
|