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 |
|
|
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 |
|