Euro Bund Future December 2024
Trading Metrics calculated at close of trading on 20-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
132.06 |
132.18 |
0.12 |
0.1% |
132.13 |
High |
132.99 |
132.28 |
-0.71 |
-0.5% |
132.74 |
Low |
132.06 |
131.70 |
-0.36 |
-0.3% |
131.28 |
Close |
132.33 |
132.08 |
-0.25 |
-0.2% |
132.20 |
Range |
0.93 |
0.58 |
-0.35 |
-37.6% |
1.46 |
ATR |
0.87 |
0.85 |
-0.02 |
-2.0% |
0.00 |
Volume |
1,267,913 |
987,910 |
-280,003 |
-22.1% |
4,889,231 |
|
Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.76 |
133.50 |
132.40 |
|
R3 |
133.18 |
132.92 |
132.24 |
|
R2 |
132.60 |
132.60 |
132.19 |
|
R1 |
132.34 |
132.34 |
132.13 |
132.18 |
PP |
132.02 |
132.02 |
132.02 |
131.94 |
S1 |
131.76 |
131.76 |
132.03 |
131.60 |
S2 |
131.44 |
131.44 |
131.97 |
|
S3 |
130.86 |
131.18 |
131.92 |
|
S4 |
130.28 |
130.60 |
131.76 |
|
|
Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.45 |
135.79 |
133.00 |
|
R3 |
134.99 |
134.33 |
132.60 |
|
R2 |
133.53 |
133.53 |
132.47 |
|
R1 |
132.87 |
132.87 |
132.33 |
133.20 |
PP |
132.07 |
132.07 |
132.07 |
132.24 |
S1 |
131.41 |
131.41 |
132.07 |
131.74 |
S2 |
130.61 |
130.61 |
131.93 |
|
S3 |
129.15 |
129.95 |
131.80 |
|
S4 |
127.69 |
128.49 |
131.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.99 |
131.28 |
1.71 |
1.3% |
0.83 |
0.6% |
47% |
False |
False |
1,018,844 |
10 |
132.99 |
130.68 |
2.31 |
1.7% |
0.85 |
0.6% |
61% |
False |
False |
1,056,499 |
20 |
133.54 |
130.58 |
2.96 |
2.2% |
0.90 |
0.7% |
51% |
False |
False |
1,148,097 |
40 |
136.20 |
130.58 |
5.62 |
4.3% |
0.79 |
0.6% |
27% |
False |
False |
1,120,054 |
60 |
136.20 |
130.58 |
5.62 |
4.3% |
0.75 |
0.6% |
27% |
False |
False |
1,051,037 |
80 |
136.20 |
130.58 |
5.62 |
4.3% |
0.73 |
0.6% |
27% |
False |
False |
789,155 |
100 |
136.20 |
129.80 |
6.40 |
4.8% |
0.68 |
0.5% |
36% |
False |
False |
631,371 |
120 |
136.20 |
128.87 |
7.33 |
5.5% |
0.64 |
0.5% |
44% |
False |
False |
526,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.75 |
2.618 |
133.80 |
1.618 |
133.22 |
1.000 |
132.86 |
0.618 |
132.64 |
HIGH |
132.28 |
0.618 |
132.06 |
0.500 |
131.99 |
0.382 |
131.92 |
LOW |
131.70 |
0.618 |
131.34 |
1.000 |
131.12 |
1.618 |
130.76 |
2.618 |
130.18 |
4.250 |
129.24 |
|
|
Fisher Pivots for day following 20-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
132.05 |
132.25 |
PP |
132.02 |
132.19 |
S1 |
131.99 |
132.14 |
|