Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 22-May-2024
Day Change Summary
Previous Current
21-May-2024 22-May-2024 Change Change % Previous Week
Open 130.58 130.73 0.15 0.1% 130.90
High 131.01 130.86 -0.15 -0.1% 132.11
Low 130.53 130.30 -0.23 -0.2% 130.24
Close 130.84 130.55 -0.29 -0.2% 130.82
Range 0.48 0.56 0.08 16.7% 1.87
ATR 0.80 0.78 -0.02 -2.1% 0.00
Volume 670,686 1,041,100 370,414 55.2% 4,285,631
Daily Pivots for day following 22-May-2024
Classic Woodie Camarilla DeMark
R4 132.25 131.96 130.86
R3 131.69 131.40 130.70
R2 131.13 131.13 130.65
R1 130.84 130.84 130.60 130.71
PP 130.57 130.57 130.57 130.50
S1 130.28 130.28 130.50 130.15
S2 130.01 130.01 130.45
S3 129.45 129.72 130.40
S4 128.89 129.16 130.24
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
5 132.11 130.30 1.81 1.4% 0.61 0.5% 14% False True 742,461
10 132.11 130.24 1.87 1.4% 0.68 0.5% 17% False False 771,536
20 132.11 129.53 2.58 2.0% 0.74 0.6% 40% False False 868,991
40 133.48 129.53 3.95 3.0% 0.80 0.6% 26% False False 959,383
60 134.15 129.53 4.62 3.5% 0.79 0.6% 22% False False 907,090
80 135.83 129.53 6.30 4.8% 0.80 0.6% 16% False False 681,160
100 138.19 129.53 8.66 6.6% 0.77 0.6% 12% False False 544,986
120 138.33 129.53 8.80 6.7% 0.71 0.5% 12% False False 454,160
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133.24
2.618 132.33
1.618 131.77
1.000 131.42
0.618 131.21
HIGH 130.86
0.618 130.65
0.500 130.58
0.382 130.51
LOW 130.30
0.618 129.95
1.000 129.74
1.618 129.39
2.618 128.83
4.250 127.92
Fisher Pivots for day following 22-May-2024
Pivot 1 day 3 day
R1 130.58 130.66
PP 130.57 130.62
S1 130.56 130.59

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

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