Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 21-May-2024
Day Change Summary
Previous Current
20-May-2024 21-May-2024 Change Change % Previous Week
Open 130.72 130.58 -0.14 -0.1% 130.90
High 130.84 131.01 0.17 0.1% 132.11
Low 130.47 130.53 0.06 0.0% 130.24
Close 130.52 130.84 0.32 0.2% 130.82
Range 0.37 0.48 0.11 29.7% 1.87
ATR 0.82 0.80 -0.02 -2.9% 0.00
Volume 451,701 670,686 218,985 48.5% 4,285,631
Daily Pivots for day following 21-May-2024
Classic Woodie Camarilla DeMark
R4 132.23 132.02 131.10
R3 131.75 131.54 130.97
R2 131.27 131.27 130.93
R1 131.06 131.06 130.88 131.17
PP 130.79 130.79 130.79 130.85
S1 130.58 130.58 130.80 130.69
S2 130.31 130.31 130.75
S3 129.83 130.10 130.71
S4 129.35 129.62 130.58
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
5 132.11 130.47 1.64 1.3% 0.76 0.6% 23% False False 757,750
10 132.11 130.24 1.87 1.4% 0.67 0.5% 32% False False 736,061
20 132.11 129.53 2.58 2.0% 0.74 0.6% 51% False False 871,351
40 133.48 129.53 3.95 3.0% 0.81 0.6% 33% False False 960,937
60 134.15 129.53 4.62 3.5% 0.80 0.6% 28% False False 889,903
80 135.83 129.53 6.30 4.8% 0.81 0.6% 21% False False 668,161
100 138.33 129.53 8.80 6.7% 0.77 0.6% 15% False False 534,576
120 138.33 129.53 8.80 6.7% 0.71 0.5% 15% False False 445,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.05
2.618 132.27
1.618 131.79
1.000 131.49
0.618 131.31
HIGH 131.01
0.618 130.83
0.500 130.77
0.382 130.71
LOW 130.53
0.618 130.23
1.000 130.05
1.618 129.75
2.618 129.27
4.250 128.49
Fisher Pivots for day following 21-May-2024
Pivot 1 day 3 day
R1 130.82 130.96
PP 130.79 130.92
S1 130.77 130.88

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

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