Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 07-Jun-2024
Day Change Summary
Previous Current
06-Jun-2024 07-Jun-2024 Change Change % Previous Week
Open 131.40 131.01 -0.39 -0.3% 129.92
High 131.51 131.05 -0.46 -0.3% 131.58
Low 130.66 130.05 -0.61 -0.5% 129.83
Close 130.98 130.22 -0.76 -0.6% 130.22
Range 0.85 1.00 0.15 17.6% 1.75
ATR 0.78 0.79 0.02 2.1% 0.00
Volume 949,833 786,692 -163,141 -17.2% 5,428,752
Daily Pivots for day following 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 133.44 132.83 130.77
R3 132.44 131.83 130.50
R2 131.44 131.44 130.40
R1 130.83 130.83 130.31 130.64
PP 130.44 130.44 130.44 130.34
S1 129.83 129.83 130.13 129.64
S2 129.44 129.44 130.04
S3 128.44 128.83 129.95
S4 127.44 127.83 129.67
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 135.79 134.76 131.18
R3 134.04 133.01 130.70
R2 132.29 132.29 130.54
R1 131.26 131.26 130.38 131.78
PP 130.54 130.54 130.54 130.80
S1 129.51 129.51 130.06 130.03
S2 128.79 128.79 129.90
S3 127.04 127.76 129.74
S4 125.29 126.01 129.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.58 129.83 1.75 1.3% 0.91 0.7% 22% False False 1,085,750
10 131.58 129.37 2.21 1.7% 0.82 0.6% 38% False False 664,858
20 132.83 129.37 3.46 2.7% 0.76 0.6% 25% False False 336,104
40 133.71 129.37 4.34 3.3% 0.68 0.5% 20% False False 168,499
60 134.20 129.37 4.83 3.7% 0.57 0.4% 18% False False 112,343
80 134.77 129.37 5.40 4.1% 0.47 0.4% 16% False False 84,259
100 136.41 129.37 7.04 5.4% 0.39 0.3% 12% False False 67,407
120 139.12 129.37 9.75 7.5% 0.34 0.3% 9% False False 56,173
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 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.30
2.618 133.67
1.618 132.67
1.000 132.05
0.618 131.67
HIGH 131.05
0.618 130.67
0.500 130.55
0.382 130.43
LOW 130.05
0.618 129.43
1.000 129.05
1.618 128.43
2.618 127.43
4.250 125.80
Fisher Pivots for day following 07-Jun-2024
Pivot 1 day 3 day
R1 130.55 130.82
PP 130.44 130.62
S1 130.33 130.42

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

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