Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 28-May-2024
Day Change Summary
Previous Current
24-May-2024 28-May-2024 Change Change % Previous Week
Open 130.29 131.04 0.75 0.6% 131.45
High 130.84 131.19 0.35 0.3% 131.75
Low 130.29 130.35 0.06 0.0% 130.29
Close 130.81 130.74 -0.07 -0.1% 130.81
Range 0.55 0.84 0.29 52.7% 1.46
ATR 0.71 0.72 0.01 1.3% 0.00
Volume 12,391 49,009 36,618 295.5% 63,647
Daily Pivots for day following 28-May-2024
Classic Woodie Camarilla DeMark
R4 133.28 132.85 131.20
R3 132.44 132.01 130.97
R2 131.60 131.60 130.89
R1 131.17 131.17 130.82 130.97
PP 130.76 130.76 130.76 130.66
S1 130.33 130.33 130.66 130.13
S2 129.92 129.92 130.59
S3 129.08 129.49 130.51
S4 128.24 128.65 130.28
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 135.33 134.53 131.61
R3 133.87 133.07 131.21
R2 132.41 132.41 131.08
R1 131.61 131.61 130.94 131.28
PP 130.95 130.95 130.95 130.79
S1 130.15 130.15 130.68 129.82
S2 129.49 129.49 130.54
S3 128.03 128.69 130.41
S4 126.57 127.23 130.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.75 130.29 1.46 1.1% 0.65 0.5% 31% False False 21,807
10 132.83 130.29 2.54 1.9% 0.72 0.6% 18% False False 13,078
20 132.83 130.29 2.54 1.9% 0.66 0.5% 18% False False 7,428
40 134.15 130.25 3.90 3.0% 0.62 0.5% 13% False False 3,825
60 134.77 130.25 4.52 3.5% 0.48 0.4% 11% False False 2,559
80 136.41 130.25 6.16 4.7% 0.39 0.3% 8% False False 1,919
100 136.53 130.25 6.28 4.8% 0.32 0.2% 8% False False 1,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.76
2.618 133.39
1.618 132.55
1.000 132.03
0.618 131.71
HIGH 131.19
0.618 130.87
0.500 130.77
0.382 130.67
LOW 130.35
0.618 129.83
1.000 129.51
1.618 128.99
2.618 128.15
4.250 126.78
Fisher Pivots for day following 28-May-2024
Pivot 1 day 3 day
R1 130.77 130.90
PP 130.76 130.84
S1 130.75 130.79

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

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