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 |
|
|
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 |
|