Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 20-May-2024
Day Change Summary
Previous Current
17-May-2024 20-May-2024 Change Change % Previous Week
Open 131.35 130.72 -0.63 -0.5% 130.90
High 131.45 130.84 -0.61 -0.5% 132.11
Low 130.65 130.47 -0.18 -0.1% 130.24
Close 130.82 130.52 -0.30 -0.2% 130.82
Range 0.80 0.37 -0.43 -53.8% 1.87
ATR 0.85 0.82 -0.03 -4.0% 0.00
Volume 698,564 451,701 -246,863 -35.3% 4,285,631
Daily Pivots for day following 20-May-2024
Classic Woodie Camarilla DeMark
R4 131.72 131.49 130.72
R3 131.35 131.12 130.62
R2 130.98 130.98 130.59
R1 130.75 130.75 130.55 130.68
PP 130.61 130.61 130.61 130.58
S1 130.38 130.38 130.49 130.31
S2 130.24 130.24 130.45
S3 129.87 130.01 130.42
S4 129.50 129.64 130.32
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 136.67 135.61 131.85
R3 134.80 133.74 131.33
R2 132.93 132.93 131.16
R1 131.87 131.87 130.99 131.47
PP 131.06 131.06 131.06 130.85
S1 130.00 130.00 130.65 129.60
S2 129.19 129.19 130.48
S3 127.32 128.13 130.31
S4 125.45 126.26 129.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.11 130.24 1.87 1.4% 0.84 0.6% 15% False False 830,380
10 132.11 130.24 1.87 1.4% 0.67 0.5% 15% False False 748,165
20 132.11 129.53 2.58 2.0% 0.76 0.6% 38% False False 883,028
40 133.48 129.53 3.95 3.0% 0.82 0.6% 25% False False 972,847
60 134.15 129.53 4.62 3.5% 0.81 0.6% 21% False False 878,948
80 135.83 129.53 6.30 4.8% 0.81 0.6% 16% False False 659,798
100 138.33 129.53 8.80 6.7% 0.77 0.6% 11% False False 527,869
120 138.33 129.53 8.80 6.7% 0.70 0.5% 11% False False 439,895
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 0.12
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 132.41
2.618 131.81
1.618 131.44
1.000 131.21
0.618 131.07
HIGH 130.84
0.618 130.70
0.500 130.66
0.382 130.61
LOW 130.47
0.618 130.24
1.000 130.10
1.618 129.87
2.618 129.50
4.250 128.90
Fisher Pivots for day following 20-May-2024
Pivot 1 day 3 day
R1 130.66 131.29
PP 130.61 131.03
S1 130.57 130.78

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

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