Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 15-Nov-2024
Day Change Summary
Previous Current
14-Nov-2024 15-Nov-2024 Change Change % Previous Week
Open 131.47 132.08 0.61 0.5% 132.13
High 132.37 132.46 0.09 0.1% 132.74
Low 131.28 131.79 0.51 0.4% 131.28
Close 132.14 132.20 0.06 0.0% 132.20
Range 1.09 0.67 -0.42 -38.5% 1.46
ATR 0.87 0.85 -0.01 -1.6% 0.00
Volume 1,077,864 937,479 -140,385 -13.0% 4,889,231
Daily Pivots for day following 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 134.16 133.85 132.57
R3 133.49 133.18 132.38
R2 132.82 132.82 132.32
R1 132.51 132.51 132.26 132.67
PP 132.15 132.15 132.15 132.23
S1 131.84 131.84 132.14 132.00
S2 131.48 131.48 132.08
S3 130.81 131.17 132.02
S4 130.14 130.50 131.83
Weekly Pivots for week ending 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 136.45 135.79 133.00
R3 134.99 134.33 132.60
R2 133.53 133.53 132.47
R1 132.87 132.87 132.33 133.20
PP 132.07 132.07 132.07 132.24
S1 131.41 131.41 132.07 131.74
S2 130.61 130.61 131.93
S3 129.15 129.95 131.80
S4 127.69 128.49 131.40
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% 0.83 0.6% 63% False False 977,846
10 132.74 130.58 2.16 1.6% 0.90 0.7% 75% False False 1,105,391
20 134.18 130.58 3.60 2.7% 0.88 0.7% 45% False False 1,180,325
40 136.20 130.58 5.62 4.3% 0.79 0.6% 29% False False 1,131,140
60 136.20 130.58 5.62 4.3% 0.74 0.6% 29% False False 1,000,338
80 136.20 130.58 5.62 4.3% 0.72 0.5% 29% False False 750,673
100 136.20 129.80 6.40 4.8% 0.67 0.5% 38% False False 600,584
120 136.20 128.87 7.33 5.5% 0.63 0.5% 45% False False 500,499
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 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135.31
2.618 134.21
1.618 133.54
1.000 133.13
0.618 132.87
HIGH 132.46
0.618 132.20
0.500 132.13
0.382 132.05
LOW 131.79
0.618 131.38
1.000 131.12
1.618 130.71
2.618 130.04
4.250 128.94
Fisher Pivots for day following 15-Nov-2024
Pivot 1 day 3 day
R1 132.18 132.09
PP 132.15 131.98
S1 132.13 131.87

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

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