Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 13-Jun-2024
Day Change Summary
Previous Current
12-Jun-2024 13-Jun-2024 Change Change % Previous Week
Open 130.23 130.97 0.74 0.6% 129.92
High 131.26 131.97 0.71 0.5% 131.58
Low 130.21 130.80 0.59 0.5% 129.83
Close 131.10 131.33 0.23 0.2% 130.22
Range 1.05 1.17 0.12 11.4% 1.75
ATR 0.81 0.83 0.03 3.2% 0.00
Volume 1,283,859 1,209,383 -74,476 -5.8% 5,428,752
Daily Pivots for day following 13-Jun-2024
Classic Woodie Camarilla DeMark
R4 134.88 134.27 131.97
R3 133.71 133.10 131.65
R2 132.54 132.54 131.54
R1 131.93 131.93 131.44 132.24
PP 131.37 131.37 131.37 131.52
S1 130.76 130.76 131.22 131.07
S2 130.20 130.20 131.12
S3 129.03 129.59 131.01
S4 127.86 128.42 130.69
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
5 131.97 129.52 2.45 1.9% 0.95 0.7% 74% True False 1,188,786
10 131.97 129.37 2.60 2.0% 0.90 0.7% 75% True False 1,129,955
20 132.83 129.37 3.46 2.6% 0.78 0.6% 57% False False 593,223
40 132.83 129.37 3.46 2.6% 0.72 0.5% 57% False False 297,414
60 134.20 129.37 4.83 3.7% 0.62 0.5% 41% False False 198,296
80 134.77 129.37 5.40 4.1% 0.50 0.4% 36% False False 148,725
100 136.41 129.37 7.04 5.4% 0.43 0.3% 28% False False 118,980
120 139.12 129.37 9.75 7.4% 0.37 0.3% 20% False False 99,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 136.94
2.618 135.03
1.618 133.86
1.000 133.14
0.618 132.69
HIGH 131.97
0.618 131.52
0.500 131.39
0.382 131.25
LOW 130.80
0.618 130.08
1.000 129.63
1.618 128.91
2.618 127.74
4.250 125.83
Fisher Pivots for day following 13-Jun-2024
Pivot 1 day 3 day
R1 131.39 131.15
PP 131.37 130.97
S1 131.35 130.79

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

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