Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 31-May-2024
Day Change Summary
Previous Current
30-May-2024 31-May-2024 Change Change % Previous Week
Open 129.13 129.28 0.15 0.1% 130.27
High 129.31 129.44 0.13 0.1% 130.46
Low 128.84 128.73 -0.11 -0.1% 128.73
Close 129.18 129.34 0.16 0.1% 129.34
Range 0.47 0.71 0.24 51.1% 1.73
ATR 0.79 0.78 -0.01 -0.7% 0.00
Volume 1,082,520 1,642,072 559,552 51.7% 4,908,038
Daily Pivots for day following 31-May-2024
Classic Woodie Camarilla DeMark
R4 131.30 131.03 129.73
R3 130.59 130.32 129.54
R2 129.88 129.88 129.47
R1 129.61 129.61 129.41 129.75
PP 129.17 129.17 129.17 129.24
S1 128.90 128.90 129.27 129.04
S2 128.46 128.46 129.21
S3 127.75 128.19 129.14
S4 127.04 127.48 128.95
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 134.70 133.75 130.29
R3 132.97 132.02 129.82
R2 131.24 131.24 129.66
R1 130.29 130.29 129.50 129.90
PP 129.51 129.51 129.51 129.32
S1 128.56 128.56 129.18 128.17
S2 127.78 127.78 129.02
S3 126.05 126.83 128.86
S4 124.32 125.10 128.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.46 128.73 1.73 1.3% 0.72 0.6% 35% False True 1,146,714
10 131.45 128.73 2.72 2.1% 0.68 0.5% 22% False True 981,260
20 132.11 128.73 3.38 2.6% 0.71 0.5% 18% False True 882,105
40 133.10 128.73 4.37 3.4% 0.81 0.6% 14% False True 980,694
60 134.15 128.73 5.42 4.2% 0.79 0.6% 11% False True 990,437
80 134.48 128.73 5.75 4.4% 0.79 0.6% 11% False True 767,934
100 135.83 128.73 7.10 5.5% 0.77 0.6% 9% False True 614,487
120 138.33 128.73 9.60 7.4% 0.74 0.6% 6% False True 512,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.46
2.618 131.30
1.618 130.59
1.000 130.15
0.618 129.88
HIGH 129.44
0.618 129.17
0.500 129.09
0.382 129.00
LOW 128.73
0.618 128.29
1.000 128.02
1.618 127.58
2.618 126.87
4.250 125.71
Fisher Pivots for day following 31-May-2024
Pivot 1 day 3 day
R1 129.26 129.32
PP 129.17 129.30
S1 129.09 129.28

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

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