Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 10-Jun-2024
Day Change Summary
Previous Current
07-Jun-2024 10-Jun-2024 Change Change % Previous Week
Open 131.01 130.11 -0.90 -0.7% 129.92
High 131.05 130.27 -0.78 -0.6% 131.58
Low 130.05 129.52 -0.53 -0.4% 129.83
Close 130.22 129.65 -0.57 -0.4% 130.22
Range 1.00 0.75 -0.25 -25.0% 1.75
ATR 0.79 0.79 0.00 -0.4% 0.00
Volume 786,692 1,020,559 233,867 29.7% 5,428,752
Daily Pivots for day following 10-Jun-2024
Classic Woodie Camarilla DeMark
R4 132.06 131.61 130.06
R3 131.31 130.86 129.86
R2 130.56 130.56 129.79
R1 130.11 130.11 129.72 129.96
PP 129.81 129.81 129.81 129.74
S1 129.36 129.36 129.58 129.21
S2 129.06 129.06 129.51
S3 128.31 128.61 129.44
S4 127.56 127.86 129.24
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
5 131.58 129.52 2.06 1.6% 0.86 0.7% 6% False True 990,064
10 131.58 129.37 2.21 1.7% 0.84 0.6% 13% False False 765,675
20 132.83 129.37 3.46 2.7% 0.76 0.6% 8% False False 387,051
40 133.71 129.37 4.34 3.3% 0.69 0.5% 6% False False 194,006
60 134.20 129.37 4.83 3.7% 0.58 0.4% 6% False False 129,352
80 134.77 129.37 5.40 4.2% 0.47 0.4% 5% False False 97,016
100 136.41 129.37 7.04 5.4% 0.40 0.3% 4% False False 77,613
120 139.12 129.37 9.75 7.5% 0.35 0.3% 3% False False 64,678
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133.46
2.618 132.23
1.618 131.48
1.000 131.02
0.618 130.73
HIGH 130.27
0.618 129.98
0.500 129.90
0.382 129.81
LOW 129.52
0.618 129.06
1.000 128.77
1.618 128.31
2.618 127.56
4.250 126.33
Fisher Pivots for day following 10-Jun-2024
Pivot 1 day 3 day
R1 129.90 130.52
PP 129.81 130.23
S1 129.73 129.94

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

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