Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 15-May-2024
Day Change Summary
Previous Current
14-May-2024 15-May-2024 Change Change % Previous Week
Open 131.78 131.37 -0.41 -0.3% 131.75
High 131.85 132.65 0.80 0.6% 132.61
Low 131.02 131.37 0.35 0.3% 131.45
Close 131.24 132.48 1.24 0.9% 131.49
Range 0.83 1.28 0.45 54.2% 1.16
ATR 0.69 0.74 0.05 7.4% 0.00
Volume 6,100 4,652 -1,448 -23.7% 10,969
Daily Pivots for day following 15-May-2024
Classic Woodie Camarilla DeMark
R4 136.01 135.52 133.18
R3 134.73 134.24 132.83
R2 133.45 133.45 132.71
R1 132.96 132.96 132.60 133.21
PP 132.17 132.17 132.17 132.29
S1 131.68 131.68 132.36 131.93
S2 130.89 130.89 132.25
S3 129.61 130.40 132.13
S4 128.33 129.12 131.78
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 135.33 134.57 132.13
R3 134.17 133.41 131.81
R2 133.01 133.01 131.70
R1 132.25 132.25 131.60 132.05
PP 131.85 131.85 131.85 131.75
S1 131.09 131.09 131.38 130.89
S2 130.69 130.69 131.28
S3 129.53 129.93 131.17
S4 128.37 128.77 130.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.65 131.02 1.63 1.2% 0.68 0.5% 90% True False 3,524
10 132.65 130.87 1.78 1.3% 0.63 0.5% 90% True False 2,586
20 132.65 130.25 2.40 1.8% 0.66 0.5% 93% True False 1,605
40 134.20 130.25 3.95 3.0% 0.54 0.4% 56% False False 832
60 134.77 130.25 4.52 3.4% 0.41 0.3% 49% False False 559
80 136.41 130.25 6.16 4.6% 0.34 0.3% 36% False False 419
100 139.12 130.25 8.87 6.7% 0.29 0.2% 25% False False 335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 138.09
2.618 136.00
1.618 134.72
1.000 133.93
0.618 133.44
HIGH 132.65
0.618 132.16
0.500 132.01
0.382 131.86
LOW 131.37
0.618 130.58
1.000 130.09
1.618 129.30
2.618 128.02
4.250 125.93
Fisher Pivots for day following 15-May-2024
Pivot 1 day 3 day
R1 132.32 132.27
PP 132.17 132.05
S1 132.01 131.84

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

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