Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 16-May-2024
Day Change Summary
Previous Current
15-May-2024 16-May-2024 Change Change % Previous Week
Open 131.37 132.80 1.43 1.1% 131.75
High 132.65 132.83 0.18 0.1% 132.61
Low 131.37 132.09 0.72 0.5% 131.45
Close 132.48 132.36 -0.12 -0.1% 131.49
Range 1.28 0.74 -0.54 -42.2% 1.16
ATR 0.74 0.74 0.00 0.0% 0.00
Volume 4,652 4,094 -558 -12.0% 10,969
Daily Pivots for day following 16-May-2024
Classic Woodie Camarilla DeMark
R4 134.65 134.24 132.77
R3 133.91 133.50 132.56
R2 133.17 133.17 132.50
R1 132.76 132.76 132.43 132.60
PP 132.43 132.43 132.43 132.34
S1 132.02 132.02 132.29 131.86
S2 131.69 131.69 132.22
S3 130.95 131.28 132.16
S4 130.21 130.54 131.95
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
5 132.83 131.02 1.81 1.4% 0.79 0.6% 74% True False 3,791
10 132.83 131.02 1.81 1.4% 0.65 0.5% 74% True False 2,880
20 132.83 130.25 2.58 1.9% 0.67 0.5% 82% True False 1,809
40 134.20 130.25 3.95 3.0% 0.56 0.4% 53% False False 935
60 134.77 130.25 4.52 3.4% 0.42 0.3% 47% False False 627
80 136.41 130.25 6.16 4.7% 0.34 0.3% 34% False False 470
100 139.12 130.25 8.87 6.7% 0.30 0.2% 24% False False 376
Crabel Price Patterns
NR True
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 True
Stretch 0.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.98
2.618 134.77
1.618 134.03
1.000 133.57
0.618 133.29
HIGH 132.83
0.618 132.55
0.500 132.46
0.382 132.37
LOW 132.09
0.618 131.63
1.000 131.35
1.618 130.89
2.618 130.15
4.250 128.95
Fisher Pivots for day following 16-May-2024
Pivot 1 day 3 day
R1 132.46 132.22
PP 132.43 132.07
S1 132.39 131.93

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

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