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 |
|
|
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 |
|