Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 04-Jun-2024
Day Change Summary
Previous Current
03-Jun-2024 04-Jun-2024 Change Change % Previous Week
Open 129.30 130.02 0.72 0.6% 130.27
High 130.16 130.78 0.62 0.5% 130.46
Low 129.19 129.81 0.62 0.5% 128.73
Close 129.97 130.40 0.43 0.3% 129.34
Range 0.97 0.97 0.00 0.0% 1.73
ATR 0.80 0.81 0.01 1.5% 0.00
Volume 2,001,889 1,435,315 -566,574 -28.3% 4,908,038
Daily Pivots for day following 04-Jun-2024
Classic Woodie Camarilla DeMark
R4 133.24 132.79 130.93
R3 132.27 131.82 130.67
R2 131.30 131.30 130.58
R1 130.85 130.85 130.49 131.08
PP 130.33 130.33 130.33 130.44
S1 129.88 129.88 130.31 130.11
S2 129.36 129.36 130.22
S3 128.39 128.91 130.13
S4 127.42 127.94 129.87
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
5 130.78 128.73 2.05 1.6% 0.84 0.6% 81% True False 1,491,130
10 131.01 128.73 2.28 1.7% 0.76 0.6% 73% False False 1,209,954
20 132.11 128.73 3.38 2.6% 0.72 0.5% 49% False False 979,059
40 133.05 128.73 4.32 3.3% 0.82 0.6% 39% False False 1,019,085
60 134.15 128.73 5.42 4.2% 0.79 0.6% 31% False False 1,010,803
80 134.18 128.73 5.45 4.2% 0.80 0.6% 31% False False 810,850
100 135.83 128.73 7.10 5.4% 0.78 0.6% 24% False False 648,859
120 138.33 128.73 9.60 7.4% 0.75 0.6% 17% False False 540,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.16
Fibonacci Retracements and Extensions
4.250 134.90
2.618 133.32
1.618 132.35
1.000 131.75
0.618 131.38
HIGH 130.78
0.618 130.41
0.500 130.30
0.382 130.18
LOW 129.81
0.618 129.21
1.000 128.84
1.618 128.24
2.618 127.27
4.250 125.69
Fisher Pivots for day following 04-Jun-2024
Pivot 1 day 3 day
R1 130.37 130.19
PP 130.33 129.97
S1 130.30 129.76

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

View Archives - Comment on this page... - Back to Index of Symbols