Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 03-Jun-2024
Day Change Summary
Previous Current
31-May-2024 03-Jun-2024 Change Change % Previous Week
Open 129.92 129.92 0.00 0.0% 131.04
High 130.08 130.82 0.74 0.6% 131.19
Low 129.37 129.83 0.46 0.4% 129.37
Close 129.98 130.64 0.66 0.5% 129.98
Range 0.71 0.99 0.28 39.4% 1.82
ATR 0.74 0.76 0.02 2.4% 0.00
Volume 713,560 1,498,990 785,430 110.1% 1,207,440
Daily Pivots for day following 03-Jun-2024
Classic Woodie Camarilla DeMark
R4 133.40 133.01 131.18
R3 132.41 132.02 130.91
R2 131.42 131.42 130.82
R1 131.03 131.03 130.73 131.23
PP 130.43 130.43 130.43 130.53
S1 130.04 130.04 130.55 130.24
S2 129.44 129.44 130.46
S3 128.45 129.05 130.37
S4 127.46 128.06 130.10
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 135.64 134.63 130.98
R3 133.82 132.81 130.48
R2 132.00 132.00 130.31
R1 130.99 130.99 130.15 130.59
PP 130.18 130.18 130.18 129.98
S1 129.17 129.17 129.81 128.77
S2 128.36 128.36 129.65
S3 126.54 127.35 129.48
S4 124.72 125.53 128.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.19 129.37 1.82 1.4% 0.82 0.6% 70% False False 541,286
10 131.75 129.37 2.38 1.8% 0.69 0.5% 53% False False 277,007
20 132.83 129.37 3.46 2.6% 0.66 0.5% 37% False False 140,084
40 133.71 129.37 4.34 3.3% 0.66 0.5% 29% False False 70,259
60 134.77 129.37 5.40 4.1% 0.53 0.4% 24% False False 46,849
80 134.77 129.37 5.40 4.1% 0.42 0.3% 24% False False 35,137
100 136.41 129.37 7.04 5.4% 0.35 0.3% 18% False False 28,110
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.03
2.618 133.41
1.618 132.42
1.000 131.81
0.618 131.43
HIGH 130.82
0.618 130.44
0.500 130.33
0.382 130.21
LOW 129.83
0.618 129.22
1.000 128.84
1.618 128.23
2.618 127.24
4.250 125.62
Fisher Pivots for day following 03-Jun-2024
Pivot 1 day 3 day
R1 130.54 130.46
PP 130.43 130.28
S1 130.33 130.10

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

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