Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 11-Jun-2024
Day Change Summary
Previous Current
10-Jun-2024 11-Jun-2024 Change Change % Previous Week
Open 130.11 129.69 -0.42 -0.3% 129.92
High 130.27 130.36 0.09 0.1% 131.58
Low 129.52 129.60 0.08 0.1% 129.83
Close 129.65 130.16 0.51 0.4% 130.22
Range 0.75 0.76 0.01 1.3% 1.75
ATR 0.79 0.79 0.00 -0.3% 0.00
Volume 1,020,559 1,643,441 622,882 61.0% 5,428,752
Daily Pivots for day following 11-Jun-2024
Classic Woodie Camarilla DeMark
R4 132.32 132.00 130.58
R3 131.56 131.24 130.37
R2 130.80 130.80 130.30
R1 130.48 130.48 130.23 130.64
PP 130.04 130.04 130.04 130.12
S1 129.72 129.72 130.09 129.88
S2 129.28 129.28 130.02
S3 128.52 128.96 129.95
S4 127.76 128.20 129.74
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% 0.80 0.6% 31% False False 1,066,934
10 131.58 129.37 2.21 1.7% 0.83 0.6% 36% False False 925,118
20 132.83 129.37 3.46 2.7% 0.78 0.6% 23% False False 469,098
40 132.83 129.37 3.46 2.7% 0.69 0.5% 23% False False 235,091
60 134.20 129.37 4.83 3.7% 0.59 0.5% 16% False False 156,743
80 134.77 129.37 5.40 4.1% 0.48 0.4% 15% False False 117,559
100 136.41 129.37 7.04 5.4% 0.40 0.3% 11% False False 94,047
120 139.12 129.37 9.75 7.5% 0.35 0.3% 8% False False 78,373
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.59
2.618 132.35
1.618 131.59
1.000 131.12
0.618 130.83
HIGH 130.36
0.618 130.07
0.500 129.98
0.382 129.89
LOW 129.60
0.618 129.13
1.000 128.84
1.618 128.37
2.618 127.61
4.250 126.37
Fisher Pivots for day following 11-Jun-2024
Pivot 1 day 3 day
R1 130.10 130.29
PP 130.04 130.24
S1 129.98 130.20

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

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