Euro Bund Future March 2025
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 |
135.10 |
135.40 |
0.30 |
0.2% |
133.69 |
High |
135.52 |
135.89 |
0.37 |
0.3% |
134.79 |
Low |
134.95 |
135.36 |
0.41 |
0.3% |
132.95 |
Close |
135.10 |
135.56 |
0.46 |
0.3% |
134.60 |
Range |
0.57 |
0.53 |
-0.04 |
-7.0% |
1.84 |
ATR |
0.77 |
0.77 |
0.00 |
0.2% |
0.00 |
Volume |
71,611 |
233,986 |
162,375 |
226.7% |
57,133 |
|
Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.19 |
136.91 |
135.85 |
|
R3 |
136.66 |
136.38 |
135.71 |
|
R2 |
136.13 |
136.13 |
135.66 |
|
R1 |
135.85 |
135.85 |
135.61 |
135.99 |
PP |
135.60 |
135.60 |
135.60 |
135.68 |
S1 |
135.32 |
135.32 |
135.51 |
135.46 |
S2 |
135.07 |
135.07 |
135.46 |
|
S3 |
134.54 |
134.79 |
135.41 |
|
S4 |
134.01 |
134.26 |
135.27 |
|
|
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 |
135.89 |
133.35 |
2.54 |
1.9% |
0.75 |
0.6% |
87% |
True |
False |
86,457 |
10 |
135.89 |
132.72 |
3.17 |
2.3% |
0.76 |
0.6% |
90% |
True |
False |
45,751 |
20 |
135.89 |
132.00 |
3.89 |
2.9% |
0.77 |
0.6% |
92% |
True |
False |
23,683 |
40 |
136.67 |
132.00 |
4.67 |
3.4% |
0.61 |
0.4% |
76% |
False |
False |
11,874 |
60 |
137.72 |
132.00 |
5.72 |
4.2% |
0.53 |
0.4% |
62% |
False |
False |
7,923 |
80 |
137.72 |
132.00 |
5.72 |
4.2% |
0.40 |
0.3% |
62% |
False |
False |
5,943 |
100 |
137.72 |
132.00 |
5.72 |
4.2% |
0.33 |
0.2% |
62% |
False |
False |
4,754 |
120 |
137.72 |
131.36 |
6.36 |
4.7% |
0.27 |
0.2% |
66% |
False |
False |
3,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.14 |
2.618 |
137.28 |
1.618 |
136.75 |
1.000 |
136.42 |
0.618 |
136.22 |
HIGH |
135.89 |
0.618 |
135.69 |
0.500 |
135.63 |
0.382 |
135.56 |
LOW |
135.36 |
0.618 |
135.03 |
1.000 |
134.83 |
1.618 |
134.50 |
2.618 |
133.97 |
4.250 |
133.11 |
|
|
Fisher Pivots for day following 27-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
135.63 |
135.45 |
PP |
135.60 |
135.33 |
S1 |
135.58 |
135.22 |
|