Euro Bund Future March 2025
Trading Metrics calculated at close of trading on 27-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2024 |
27-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
134.06 |
133.71 |
-0.35 |
-0.3% |
134.06 |
High |
134.06 |
133.79 |
-0.27 |
-0.2% |
134.06 |
Low |
133.61 |
132.81 |
-0.80 |
-0.6% |
132.81 |
Close |
133.73 |
133.02 |
-0.71 |
-0.5% |
133.02 |
Range |
0.45 |
0.98 |
0.53 |
117.8% |
1.25 |
ATR |
0.70 |
0.72 |
0.02 |
2.8% |
0.00 |
Volume |
380,486 |
703,964 |
323,478 |
85.0% |
1,084,450 |
|
Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.15 |
135.56 |
133.56 |
|
R3 |
135.17 |
134.58 |
133.29 |
|
R2 |
134.19 |
134.19 |
133.20 |
|
R1 |
133.60 |
133.60 |
133.11 |
133.41 |
PP |
133.21 |
133.21 |
133.21 |
133.11 |
S1 |
132.62 |
132.62 |
132.93 |
132.43 |
S2 |
132.23 |
132.23 |
132.84 |
|
S3 |
131.25 |
131.64 |
132.75 |
|
S4 |
130.27 |
130.66 |
132.48 |
|
|
Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.05 |
136.28 |
133.71 |
|
R3 |
135.80 |
135.03 |
133.36 |
|
R2 |
134.55 |
134.55 |
133.25 |
|
R1 |
133.78 |
133.78 |
133.13 |
133.54 |
PP |
133.30 |
133.30 |
133.30 |
133.18 |
S1 |
132.53 |
132.53 |
132.91 |
132.29 |
S2 |
132.05 |
132.05 |
132.79 |
|
S3 |
130.80 |
131.28 |
132.68 |
|
S4 |
129.55 |
130.03 |
132.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.82 |
132.81 |
2.01 |
1.5% |
0.65 |
0.5% |
10% |
False |
True |
649,374 |
10 |
136.36 |
132.81 |
3.55 |
2.7% |
0.67 |
0.5% |
6% |
False |
True |
755,036 |
20 |
137.18 |
132.81 |
4.37 |
3.3% |
0.64 |
0.5% |
5% |
False |
True |
782,260 |
40 |
137.18 |
132.00 |
5.18 |
3.9% |
0.72 |
0.5% |
20% |
False |
False |
395,340 |
60 |
137.72 |
132.00 |
5.72 |
4.3% |
0.62 |
0.5% |
18% |
False |
False |
263,579 |
80 |
137.72 |
132.00 |
5.72 |
4.3% |
0.54 |
0.4% |
18% |
False |
False |
197,688 |
100 |
137.72 |
132.00 |
5.72 |
4.3% |
0.44 |
0.3% |
18% |
False |
False |
158,150 |
120 |
137.72 |
131.92 |
5.80 |
4.4% |
0.37 |
0.3% |
19% |
False |
False |
131,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.96 |
2.618 |
136.36 |
1.618 |
135.38 |
1.000 |
134.77 |
0.618 |
134.40 |
HIGH |
133.79 |
0.618 |
133.42 |
0.500 |
133.30 |
0.382 |
133.18 |
LOW |
132.81 |
0.618 |
132.20 |
1.000 |
131.83 |
1.618 |
131.22 |
2.618 |
130.24 |
4.250 |
128.65 |
|
|
Fisher Pivots for day following 27-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
133.30 |
133.55 |
PP |
133.21 |
133.37 |
S1 |
133.11 |
133.20 |
|