Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 20-Jun-2024
Day Change Summary
Previous Current
18-Jun-2024 20-Jun-2024 Change Change % Previous Week
Open 132.49 132.46 -0.03 0.0% 130.11
High 132.79 132.59 -0.20 -0.2% 133.21
Low 132.16 132.02 -0.14 -0.1% 129.52
Close 132.60 132.24 -0.36 -0.3% 133.07
Range 0.63 0.57 -0.06 -9.5% 3.69
ATR 0.89 0.87 -0.02 -2.5% 0.00
Volume 953,785 894,372 -59,413 -6.2% 6,950,745
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 133.99 133.69 132.55
R3 133.42 133.12 132.40
R2 132.85 132.85 132.34
R1 132.55 132.55 132.29 132.42
PP 132.28 132.28 132.28 132.22
S1 131.98 131.98 132.19 131.85
S2 131.71 131.71 132.14
S3 131.14 131.41 132.08
S4 130.57 130.84 131.93
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 143.00 141.73 135.10
R3 139.31 138.04 134.08
R2 135.62 135.62 133.75
R1 134.35 134.35 133.41 134.99
PP 131.93 131.93 131.93 132.25
S1 130.66 130.66 132.73 131.30
S2 128.24 128.24 132.39
S3 124.55 126.97 132.06
S4 120.86 123.28 131.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.21 130.80 2.41 1.8% 0.97 0.7% 60% False False 1,188,830
10 133.21 129.52 3.69 2.8% 0.93 0.7% 74% False False 1,162,853
20 133.21 129.37 3.84 2.9% 0.85 0.6% 75% False False 829,147
40 133.21 129.37 3.84 2.9% 0.75 0.6% 75% False False 415,758
60 134.20 129.37 4.83 3.7% 0.68 0.5% 59% False False 277,208
80 134.77 129.37 5.40 4.1% 0.55 0.4% 53% False False 207,909
100 136.41 129.37 7.04 5.3% 0.46 0.3% 41% False False 166,327
120 138.67 129.37 9.30 7.0% 0.40 0.3% 31% False False 138,606
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 135.01
2.618 134.08
1.618 133.51
1.000 133.16
0.618 132.94
HIGH 132.59
0.618 132.37
0.500 132.31
0.382 132.24
LOW 132.02
0.618 131.67
1.000 131.45
1.618 131.10
2.618 130.53
4.250 129.60
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 132.31 132.55
PP 132.28 132.44
S1 132.26 132.34

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

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