Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 130.02 130.36 0.34 0.3% 130.27
High 130.78 130.80 0.02 0.0% 130.46
Low 129.81 130.19 0.38 0.3% 128.73
Close 130.40 130.70 0.30 0.2% 129.34
Range 0.97 0.61 -0.36 -37.1% 1.73
ATR 0.81 0.80 -0.01 -1.8% 0.00
Volume 1,435,315 128,505 -1,306,810 -91.0% 4,908,038
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 132.39 132.16 131.04
R3 131.78 131.55 130.87
R2 131.17 131.17 130.81
R1 130.94 130.94 130.76 131.06
PP 130.56 130.56 130.56 130.62
S1 130.33 130.33 130.64 130.45
S2 129.95 129.95 130.59
S3 129.34 129.72 130.53
S4 128.73 129.11 130.36
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
5 130.80 128.73 2.07 1.6% 0.75 0.6% 95% True False 1,258,060
10 130.86 128.73 2.13 1.6% 0.77 0.6% 92% False False 1,155,736
20 132.11 128.73 3.38 2.6% 0.72 0.6% 58% False False 945,898
40 133.05 128.73 4.32 3.3% 0.82 0.6% 46% False False 1,002,131
60 134.15 128.73 5.42 4.1% 0.78 0.6% 36% False False 991,407
80 134.15 128.73 5.42 4.1% 0.80 0.6% 36% False False 812,435
100 135.83 128.73 7.10 5.4% 0.78 0.6% 28% False False 650,144
120 138.33 128.73 9.60 7.3% 0.75 0.6% 21% False False 541,794
Crabel Price Patterns
NR True
NR4 True
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 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133.39
2.618 132.40
1.618 131.79
1.000 131.41
0.618 131.18
HIGH 130.80
0.618 130.57
0.500 130.50
0.382 130.42
LOW 130.19
0.618 129.81
1.000 129.58
1.618 129.20
2.618 128.59
4.250 127.60
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 130.63 130.47
PP 130.56 130.23
S1 130.50 130.00

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

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