Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 21-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
132.18 |
131.96 |
-0.22 |
-0.2% |
132.13 |
High |
132.28 |
132.71 |
0.43 |
0.3% |
132.74 |
Low |
131.70 |
131.90 |
0.20 |
0.2% |
131.28 |
Close |
132.08 |
132.48 |
0.40 |
0.3% |
132.20 |
Range |
0.58 |
0.81 |
0.23 |
39.7% |
1.46 |
ATR |
0.85 |
0.85 |
0.00 |
-0.4% |
0.00 |
Volume |
987,910 |
1,155,768 |
167,858 |
17.0% |
4,889,231 |
|
Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.79 |
134.45 |
132.93 |
|
R3 |
133.98 |
133.64 |
132.70 |
|
R2 |
133.17 |
133.17 |
132.63 |
|
R1 |
132.83 |
132.83 |
132.55 |
133.00 |
PP |
132.36 |
132.36 |
132.36 |
132.45 |
S1 |
132.02 |
132.02 |
132.41 |
132.19 |
S2 |
131.55 |
131.55 |
132.33 |
|
S3 |
130.74 |
131.21 |
132.26 |
|
S4 |
129.93 |
130.40 |
132.03 |
|
|
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 |
132.99 |
131.51 |
1.48 |
1.1% |
0.78 |
0.6% |
66% |
False |
False |
1,034,424 |
10 |
132.99 |
131.28 |
1.71 |
1.3% |
0.83 |
0.6% |
70% |
False |
False |
1,012,086 |
20 |
133.49 |
130.58 |
2.91 |
2.2% |
0.89 |
0.7% |
65% |
False |
False |
1,144,494 |
40 |
136.20 |
130.58 |
5.62 |
4.2% |
0.80 |
0.6% |
34% |
False |
False |
1,118,716 |
60 |
136.20 |
130.58 |
5.62 |
4.2% |
0.76 |
0.6% |
34% |
False |
False |
1,069,673 |
80 |
136.20 |
130.58 |
5.62 |
4.2% |
0.73 |
0.6% |
34% |
False |
False |
803,601 |
100 |
136.20 |
130.05 |
6.15 |
4.6% |
0.68 |
0.5% |
40% |
False |
False |
642,929 |
120 |
136.20 |
128.87 |
7.33 |
5.5% |
0.65 |
0.5% |
49% |
False |
False |
535,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.15 |
2.618 |
134.83 |
1.618 |
134.02 |
1.000 |
133.52 |
0.618 |
133.21 |
HIGH |
132.71 |
0.618 |
132.40 |
0.500 |
132.31 |
0.382 |
132.21 |
LOW |
131.90 |
0.618 |
131.40 |
1.000 |
131.09 |
1.618 |
130.59 |
2.618 |
129.78 |
4.250 |
128.46 |
|
|
Fisher Pivots for day following 21-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
132.42 |
132.44 |
PP |
132.36 |
132.39 |
S1 |
132.31 |
132.35 |
|