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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 20 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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