Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 129.69 130.23 0.54 0.4% 129.92
High 130.36 131.26 0.90 0.7% 131.58
Low 129.60 130.21 0.61 0.5% 129.83
Close 130.16 131.10 0.94 0.7% 130.22
Range 0.76 1.05 0.29 38.2% 1.75
ATR 0.79 0.81 0.02 2.8% 0.00
Volume 1,643,441 1,283,859 -359,582 -21.9% 5,428,752
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 134.01 133.60 131.68
R3 132.96 132.55 131.39
R2 131.91 131.91 131.29
R1 131.50 131.50 131.20 131.71
PP 130.86 130.86 130.86 130.96
S1 130.45 130.45 131.00 130.66
S2 129.81 129.81 130.91
S3 128.76 129.40 130.81
S4 127.71 128.35 130.52
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
5 131.51 129.52 1.99 1.5% 0.88 0.7% 79% False False 1,136,876
10 131.58 129.37 2.21 1.7% 0.83 0.6% 78% False False 1,038,082
20 132.83 129.37 3.46 2.6% 0.79 0.6% 50% False False 532,986
40 132.83 129.37 3.46 2.6% 0.71 0.5% 50% False False 267,180
60 134.20 129.37 4.83 3.7% 0.60 0.5% 36% False False 178,140
80 134.77 129.37 5.40 4.1% 0.49 0.4% 32% False False 133,607
100 136.41 129.37 7.04 5.4% 0.42 0.3% 25% False False 106,886
120 139.12 129.37 9.75 7.4% 0.36 0.3% 18% False False 89,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 135.72
2.618 134.01
1.618 132.96
1.000 132.31
0.618 131.91
HIGH 131.26
0.618 130.86
0.500 130.74
0.382 130.61
LOW 130.21
0.618 129.56
1.000 129.16
1.618 128.51
2.618 127.46
4.250 125.75
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 130.98 130.86
PP 130.86 130.63
S1 130.74 130.39

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

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