Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 21-Jun-2024
Day Change Summary
Previous Current
20-Jun-2024 21-Jun-2024 Change Change % Previous Week
Open 132.46 132.35 -0.11 -0.1% 132.82
High 132.59 133.06 0.47 0.4% 133.07
Low 132.02 132.30 0.28 0.2% 132.02
Close 132.24 132.53 0.29 0.2% 132.53
Range 0.57 0.76 0.19 33.3% 1.05
ATR 0.87 0.86 0.00 -0.4% 0.00
Volume 894,372 987,735 93,363 10.4% 3,929,002
Daily Pivots for day following 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 134.91 134.48 132.95
R3 134.15 133.72 132.74
R2 133.39 133.39 132.67
R1 132.96 132.96 132.60 133.18
PP 132.63 132.63 132.63 132.74
S1 132.20 132.20 132.46 132.42
S2 131.87 131.87 132.39
S3 131.11 131.44 132.32
S4 130.35 130.68 132.11
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 135.69 135.16 133.11
R3 134.64 134.11 132.82
R2 133.59 133.59 132.72
R1 133.06 133.06 132.63 132.80
PP 132.54 132.54 132.54 132.41
S1 132.01 132.01 132.43 131.75
S2 131.49 131.49 132.34
S3 130.44 130.96 132.24
S4 129.39 129.91 131.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.21 131.61 1.60 1.2% 0.89 0.7% 58% False False 1,144,501
10 133.21 129.52 3.69 2.8% 0.92 0.7% 82% False False 1,166,643
20 133.21 129.37 3.84 2.9% 0.87 0.7% 82% False False 877,323
40 133.21 129.37 3.84 2.9% 0.75 0.6% 82% False False 440,441
60 134.20 129.37 4.83 3.6% 0.69 0.5% 65% False False 293,671
80 134.77 129.37 5.40 4.1% 0.56 0.4% 59% False False 220,256
100 136.41 129.37 7.04 5.3% 0.46 0.4% 45% False False 176,205
120 137.90 129.37 8.53 6.4% 0.41 0.3% 37% False False 146,837
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136.29
2.618 135.05
1.618 134.29
1.000 133.82
0.618 133.53
HIGH 133.06
0.618 132.77
0.500 132.68
0.382 132.59
LOW 132.30
0.618 131.83
1.000 131.54
1.618 131.07
2.618 130.31
4.250 129.07
Fisher Pivots for day following 21-Jun-2024
Pivot 1 day 3 day
R1 132.68 132.54
PP 132.63 132.54
S1 132.58 132.53

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

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