Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 27-Nov-2024
Day Change Summary
Previous Current
26-Nov-2024 27-Nov-2024 Change Change % Previous Week
Open 133.57 133.87 0.30 0.2% 132.28
High 133.99 134.33 0.34 0.3% 133.32
Low 133.42 133.75 0.33 0.2% 131.51
Close 133.57 133.97 0.40 0.3% 133.11
Range 0.57 0.58 0.01 1.8% 1.81
ATR 0.84 0.83 -0.01 -0.6% 0.00
Volume 1,048,421 1,369,225 320,804 30.6% 5,480,824
Daily Pivots for day following 27-Nov-2024
Classic Woodie Camarilla DeMark
R4 135.76 135.44 134.29
R3 135.18 134.86 134.13
R2 134.60 134.60 134.08
R1 134.28 134.28 134.02 134.44
PP 134.02 134.02 134.02 134.10
S1 133.70 133.70 133.92 133.86
S2 133.44 133.44 133.86
S3 132.86 133.12 133.81
S4 132.28 132.54 133.65
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
5 134.33 131.90 2.43 1.8% 0.76 0.6% 85% True False 1,181,211
10 134.33 131.28 3.05 2.3% 0.79 0.6% 88% True False 1,100,027
20 134.33 130.58 3.75 2.8% 0.84 0.6% 90% True False 1,151,068
40 135.24 130.58 4.66 3.5% 0.78 0.6% 73% False False 1,110,763
60 136.20 130.58 5.62 4.2% 0.76 0.6% 60% False False 1,103,696
80 136.20 130.58 5.62 4.2% 0.72 0.5% 60% False False 862,841
100 136.20 130.54 5.66 4.2% 0.69 0.5% 61% False False 690,431
120 136.20 129.80 6.40 4.8% 0.66 0.5% 65% False False 575,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.80
2.618 135.85
1.618 135.27
1.000 134.91
0.618 134.69
HIGH 134.33
0.618 134.11
0.500 134.04
0.382 133.97
LOW 133.75
0.618 133.39
1.000 133.17
1.618 132.81
2.618 132.23
4.250 131.29
Fisher Pivots for day following 27-Nov-2024
Pivot 1 day 3 day
R1 134.04 133.88
PP 134.02 133.79
S1 133.99 133.70

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

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