Euro Bund Future December 2024
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
133.87 |
134.37 |
0.50 |
0.4% |
133.31 |
| High |
134.33 |
134.94 |
0.61 |
0.5% |
134.94 |
| Low |
133.75 |
134.34 |
0.59 |
0.4% |
133.06 |
| Close |
133.97 |
134.78 |
0.81 |
0.6% |
134.78 |
| Range |
0.58 |
0.60 |
0.02 |
3.4% |
1.88 |
| ATR |
0.83 |
0.84 |
0.01 |
1.2% |
0.00 |
| Volume |
1,369,225 |
1,381,715 |
12,490 |
0.9% |
4,885,824 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.49 |
136.23 |
135.11 |
|
| R3 |
135.89 |
135.63 |
134.95 |
|
| R2 |
135.29 |
135.29 |
134.89 |
|
| R1 |
135.03 |
135.03 |
134.84 |
135.16 |
| PP |
134.69 |
134.69 |
134.69 |
134.75 |
| S1 |
134.43 |
134.43 |
134.73 |
134.56 |
| S2 |
134.09 |
134.09 |
134.67 |
|
| S3 |
133.49 |
133.83 |
134.62 |
|
| S4 |
132.89 |
133.23 |
134.45 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.90 |
139.22 |
135.81 |
|
| R3 |
138.02 |
137.34 |
135.30 |
|
| R2 |
136.14 |
136.14 |
135.12 |
|
| R1 |
135.46 |
135.46 |
134.95 |
135.80 |
| PP |
134.26 |
134.26 |
134.26 |
134.43 |
| S1 |
133.58 |
133.58 |
134.61 |
133.92 |
| S2 |
132.38 |
132.38 |
134.44 |
|
| S3 |
130.50 |
131.70 |
134.26 |
|
| S4 |
128.62 |
129.82 |
133.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134.94 |
132.14 |
2.80 |
2.1% |
0.71 |
0.5% |
94% |
True |
False |
1,226,400 |
| 10 |
134.94 |
131.51 |
3.43 |
2.5% |
0.75 |
0.6% |
95% |
True |
False |
1,130,412 |
| 20 |
134.94 |
130.58 |
4.36 |
3.2% |
0.83 |
0.6% |
96% |
True |
False |
1,127,092 |
| 40 |
134.94 |
130.58 |
4.36 |
3.2% |
0.77 |
0.6% |
96% |
True |
False |
1,115,463 |
| 60 |
136.20 |
130.58 |
5.62 |
4.2% |
0.76 |
0.6% |
75% |
False |
False |
1,107,669 |
| 80 |
136.20 |
130.58 |
5.62 |
4.2% |
0.72 |
0.5% |
75% |
False |
False |
880,094 |
| 100 |
136.20 |
130.58 |
5.62 |
4.2% |
0.70 |
0.5% |
75% |
False |
False |
704,247 |
| 120 |
136.20 |
129.80 |
6.40 |
4.7% |
0.66 |
0.5% |
78% |
False |
False |
586,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.49 |
|
2.618 |
136.51 |
|
1.618 |
135.91 |
|
1.000 |
135.54 |
|
0.618 |
135.31 |
|
HIGH |
134.94 |
|
0.618 |
134.71 |
|
0.500 |
134.64 |
|
0.382 |
134.57 |
|
LOW |
134.34 |
|
0.618 |
133.97 |
|
1.000 |
133.74 |
|
1.618 |
133.37 |
|
2.618 |
132.77 |
|
4.250 |
131.79 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
134.73 |
134.58 |
| PP |
134.69 |
134.38 |
| S1 |
134.64 |
134.18 |
|