Euro Bund Future March 2025
| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
134.80 |
135.10 |
0.30 |
0.2% |
133.69 |
| High |
135.21 |
135.52 |
0.31 |
0.2% |
134.79 |
| Low |
134.55 |
134.95 |
0.40 |
0.3% |
132.95 |
| Close |
135.13 |
135.10 |
-0.03 |
0.0% |
134.60 |
| Range |
0.66 |
0.57 |
-0.09 |
-13.6% |
1.84 |
| ATR |
0.79 |
0.77 |
-0.02 |
-2.0% |
0.00 |
| Volume |
88,642 |
71,611 |
-17,031 |
-19.2% |
57,133 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.90 |
136.57 |
135.41 |
|
| R3 |
136.33 |
136.00 |
135.26 |
|
| R2 |
135.76 |
135.76 |
135.20 |
|
| R1 |
135.43 |
135.43 |
135.15 |
135.39 |
| PP |
135.19 |
135.19 |
135.19 |
135.17 |
| S1 |
134.86 |
134.86 |
135.05 |
134.82 |
| S2 |
134.62 |
134.62 |
135.00 |
|
| S3 |
134.05 |
134.29 |
134.94 |
|
| S4 |
133.48 |
133.72 |
134.79 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.63 |
138.96 |
135.61 |
|
| R3 |
137.79 |
137.12 |
135.11 |
|
| R2 |
135.95 |
135.95 |
134.94 |
|
| R1 |
135.28 |
135.28 |
134.77 |
135.62 |
| PP |
134.11 |
134.11 |
134.11 |
134.28 |
| S1 |
133.44 |
133.44 |
134.43 |
133.78 |
| S2 |
132.27 |
132.27 |
134.26 |
|
| S3 |
130.43 |
131.60 |
134.09 |
|
| S4 |
128.59 |
129.76 |
133.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.52 |
133.17 |
2.35 |
1.7% |
0.76 |
0.6% |
82% |
True |
False |
41,125 |
| 10 |
135.52 |
132.72 |
2.80 |
2.1% |
0.77 |
0.6% |
85% |
True |
False |
22,543 |
| 20 |
135.52 |
132.00 |
3.52 |
2.6% |
0.82 |
0.6% |
88% |
True |
False |
11,994 |
| 40 |
137.28 |
132.00 |
5.28 |
3.9% |
0.61 |
0.4% |
59% |
False |
False |
6,026 |
| 60 |
137.72 |
132.00 |
5.72 |
4.2% |
0.52 |
0.4% |
54% |
False |
False |
4,024 |
| 80 |
137.72 |
132.00 |
5.72 |
4.2% |
0.40 |
0.3% |
54% |
False |
False |
3,018 |
| 100 |
137.72 |
132.00 |
5.72 |
4.2% |
0.32 |
0.2% |
54% |
False |
False |
2,414 |
| 120 |
137.72 |
131.36 |
6.36 |
4.7% |
0.27 |
0.2% |
59% |
False |
False |
2,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.94 |
|
2.618 |
137.01 |
|
1.618 |
136.44 |
|
1.000 |
136.09 |
|
0.618 |
135.87 |
|
HIGH |
135.52 |
|
0.618 |
135.30 |
|
0.500 |
135.24 |
|
0.382 |
135.17 |
|
LOW |
134.95 |
|
0.618 |
134.60 |
|
1.000 |
134.38 |
|
1.618 |
134.03 |
|
2.618 |
133.46 |
|
4.250 |
132.53 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
135.24 |
134.92 |
| PP |
135.19 |
134.75 |
| S1 |
135.15 |
134.57 |
|