Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 03-Jun-2024
Day Change Summary
Previous Current
31-May-2024 03-Jun-2024 Change Change % Previous Week
Open 129.28 129.30 0.02 0.0% 130.27
High 129.44 130.16 0.72 0.6% 130.46
Low 128.73 129.19 0.46 0.4% 128.73
Close 129.34 129.97 0.63 0.5% 129.34
Range 0.71 0.97 0.26 36.6% 1.73
ATR 0.78 0.80 0.01 1.7% 0.00
Volume 1,642,072 2,001,889 359,817 21.9% 4,908,038
Daily Pivots for day following 03-Jun-2024
Classic Woodie Camarilla DeMark
R4 132.68 132.30 130.50
R3 131.71 131.33 130.24
R2 130.74 130.74 130.15
R1 130.36 130.36 130.06 130.55
PP 129.77 129.77 129.77 129.87
S1 129.39 129.39 129.88 129.58
S2 128.80 128.80 129.79
S3 127.83 128.42 129.70
S4 126.86 127.45 129.44
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% 0.81 0.6% 72% False False 1,381,985
10 131.01 128.73 2.28 1.8% 0.70 0.5% 54% False False 1,111,592
20 132.11 128.73 3.38 2.6% 0.70 0.5% 37% False False 931,380
40 133.05 128.73 4.32 3.3% 0.82 0.6% 29% False False 1,004,827
60 134.15 128.73 5.42 4.2% 0.78 0.6% 23% False False 1,006,190
80 134.18 128.73 5.45 4.2% 0.79 0.6% 23% False False 792,946
100 135.83 128.73 7.10 5.5% 0.77 0.6% 17% False False 634,506
120 138.33 128.73 9.60 7.4% 0.75 0.6% 13% False False 528,762
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 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.28
2.618 132.70
1.618 131.73
1.000 131.13
0.618 130.76
HIGH 130.16
0.618 129.79
0.500 129.68
0.382 129.56
LOW 129.19
0.618 128.59
1.000 128.22
1.618 127.62
2.618 126.65
4.250 125.07
Fisher Pivots for day following 03-Jun-2024
Pivot 1 day 3 day
R1 129.87 129.80
PP 129.77 129.62
S1 129.68 129.45

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

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