Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 22-Nov-2024
Day Change Summary
Previous Current
21-Nov-2024 22-Nov-2024 Change Change % Previous Week
Open 131.96 132.39 0.43 0.3% 132.28
High 132.71 133.32 0.61 0.5% 133.32
Low 131.90 132.14 0.24 0.2% 131.51
Close 132.48 133.11 0.63 0.5% 133.11
Range 0.81 1.18 0.37 45.7% 1.81
ATR 0.85 0.87 0.02 2.8% 0.00
Volume 1,155,768 1,246,179 90,411 7.8% 5,480,824
Daily Pivots for day following 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 136.40 135.93 133.76
R3 135.22 134.75 133.43
R2 134.04 134.04 133.33
R1 133.57 133.57 133.22 133.81
PP 132.86 132.86 132.86 132.97
S1 132.39 132.39 133.00 132.63
S2 131.68 131.68 132.89
S3 130.50 131.21 132.79
S4 129.32 130.03 132.46
Weekly Pivots for week ending 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 138.08 137.40 134.11
R3 136.27 135.59 133.61
R2 134.46 134.46 133.44
R1 133.78 133.78 133.28 134.12
PP 132.65 132.65 132.65 132.82
S1 131.97 131.97 132.94 132.31
S2 130.84 130.84 132.78
S3 129.03 130.16 132.61
S4 127.22 128.35 132.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.32 131.51 1.81 1.4% 0.88 0.7% 88% True False 1,096,164
10 133.32 131.28 2.04 1.5% 0.86 0.6% 90% True False 1,037,005
20 133.41 130.58 2.83 2.1% 0.92 0.7% 89% False False 1,159,688
40 136.20 130.58 5.62 4.2% 0.80 0.6% 45% False False 1,120,136
60 136.20 130.58 5.62 4.2% 0.77 0.6% 45% False False 1,084,977
80 136.20 130.58 5.62 4.2% 0.74 0.6% 45% False False 819,176
100 136.20 130.05 6.15 4.6% 0.69 0.5% 50% False False 655,391
120 136.20 128.87 7.33 5.5% 0.65 0.5% 58% False False 546,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 138.34
2.618 136.41
1.618 135.23
1.000 134.50
0.618 134.05
HIGH 133.32
0.618 132.87
0.500 132.73
0.382 132.59
LOW 132.14
0.618 131.41
1.000 130.96
1.618 130.23
2.618 129.05
4.250 127.13
Fisher Pivots for day following 22-Nov-2024
Pivot 1 day 3 day
R1 132.98 132.91
PP 132.86 132.71
S1 132.73 132.51

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

View Archives - Comment on this page... - Back to Index of Symbols