Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 20-May-2024
Day Change Summary
Previous Current
17-May-2024 20-May-2024 Change Change % Previous Week
Open 132.18 131.45 -0.73 -0.6% 131.67
High 132.18 131.56 -0.62 -0.5% 132.83
Low 131.40 131.22 -0.18 -0.1% 131.02
Close 131.58 131.27 -0.31 -0.2% 131.58
Range 0.78 0.34 -0.44 -56.4% 1.81
ATR 0.76 0.73 -0.03 -3.7% 0.00
Volume 3,287 3,621 334 10.2% 20,637
Daily Pivots for day following 20-May-2024
Classic Woodie Camarilla DeMark
R4 132.37 132.16 131.46
R3 132.03 131.82 131.36
R2 131.69 131.69 131.33
R1 131.48 131.48 131.30 131.42
PP 131.35 131.35 131.35 131.32
S1 131.14 131.14 131.24 131.08
S2 131.01 131.01 131.21
S3 130.67 130.80 131.18
S4 130.33 130.46 131.08
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 137.24 136.22 132.58
R3 135.43 134.41 132.08
R2 133.62 133.62 131.91
R1 132.60 132.60 131.75 132.21
PP 131.81 131.81 131.81 131.61
S1 130.79 130.79 131.41 130.40
S2 130.00 130.00 131.25
S3 128.19 128.98 131.08
S4 126.38 127.17 130.58
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% 14% False False 4,350
10 132.83 131.02 1.81 1.4% 0.61 0.5% 14% False False 3,506
20 132.83 130.25 2.58 2.0% 0.65 0.5% 40% False False 2,134
40 134.20 130.25 3.95 3.0% 0.58 0.4% 26% False False 1,107
60 134.77 130.25 4.52 3.4% 0.44 0.3% 23% False False 742
80 136.41 130.25 6.16 4.7% 0.35 0.3% 17% False False 557
100 139.12 130.25 8.87 6.8% 0.31 0.2% 11% False False 445
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.08
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133.01
2.618 132.45
1.618 132.11
1.000 131.90
0.618 131.77
HIGH 131.56
0.618 131.43
0.500 131.39
0.382 131.35
LOW 131.22
0.618 131.01
1.000 130.88
1.618 130.67
2.618 130.33
4.250 129.78
Fisher Pivots for day following 20-May-2024
Pivot 1 day 3 day
R1 131.39 132.03
PP 131.35 131.77
S1 131.31 131.52

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

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