Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 04-Jun-2024
Day Change Summary
Previous Current
03-Jun-2024 04-Jun-2024 Change Change % Previous Week
Open 129.92 130.66 0.74 0.6% 131.04
High 130.82 131.55 0.73 0.6% 131.19
Low 129.83 130.50 0.67 0.5% 129.37
Close 130.64 131.14 0.50 0.4% 129.98
Range 0.99 1.05 0.06 6.1% 1.82
ATR 0.76 0.78 0.02 2.7% 0.00
Volume 1,498,990 1,259,089 -239,901 -16.0% 1,207,440
Daily Pivots for day following 04-Jun-2024
Classic Woodie Camarilla DeMark
R4 134.21 133.73 131.72
R3 133.16 132.68 131.43
R2 132.11 132.11 131.33
R1 131.63 131.63 131.24 131.87
PP 131.06 131.06 131.06 131.19
S1 130.58 130.58 131.04 130.82
S2 130.01 130.01 130.95
S3 128.96 129.53 130.85
S4 127.91 128.48 130.56
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
5 131.55 129.37 2.18 1.7% 0.86 0.7% 81% True False 783,302
10 131.75 129.37 2.38 1.8% 0.76 0.6% 74% False False 402,554
20 132.83 129.37 3.46 2.6% 0.68 0.5% 51% False False 203,030
40 133.71 129.37 4.34 3.3% 0.67 0.5% 41% False False 101,733
60 134.77 129.37 5.40 4.1% 0.55 0.4% 33% False False 67,833
80 134.77 129.37 5.40 4.1% 0.44 0.3% 33% False False 50,876
100 136.41 129.37 7.04 5.4% 0.36 0.3% 25% False False 40,701
120 139.12 129.37 9.75 7.4% 0.32 0.2% 18% False False 33,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136.01
2.618 134.30
1.618 133.25
1.000 132.60
0.618 132.20
HIGH 131.55
0.618 131.15
0.500 131.03
0.382 130.90
LOW 130.50
0.618 129.85
1.000 129.45
1.618 128.80
2.618 127.75
4.250 126.04
Fisher Pivots for day following 04-Jun-2024
Pivot 1 day 3 day
R1 131.10 130.91
PP 131.06 130.69
S1 131.03 130.46

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

View Archives - Comment on this page... - Back to Index of Symbols