Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 24-Jun-2024
Day Change Summary
Previous Current
21-Jun-2024 24-Jun-2024 Change Change % Previous Week
Open 132.35 132.62 0.27 0.2% 132.82
High 133.06 132.72 -0.34 -0.3% 133.07
Low 132.30 132.22 -0.08 -0.1% 132.02
Close 132.53 132.37 -0.16 -0.1% 132.53
Range 0.76 0.50 -0.26 -34.2% 1.05
ATR 0.86 0.84 -0.03 -3.0% 0.00
Volume 987,735 874,345 -113,390 -11.5% 3,929,002
Daily Pivots for day following 24-Jun-2024
Classic Woodie Camarilla DeMark
R4 133.94 133.65 132.65
R3 133.44 133.15 132.51
R2 132.94 132.94 132.46
R1 132.65 132.65 132.42 132.55
PP 132.44 132.44 132.44 132.38
S1 132.15 132.15 132.32 132.05
S2 131.94 131.94 132.28
S3 131.44 131.65 132.23
S4 130.94 131.15 132.10
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
5 133.07 132.02 1.05 0.8% 0.67 0.5% 33% False False 960,669
10 133.21 129.52 3.69 2.8% 0.87 0.7% 77% False False 1,175,409
20 133.21 129.37 3.84 2.9% 0.84 0.6% 78% False False 920,133
40 133.21 129.37 3.84 2.9% 0.74 0.6% 78% False False 462,278
60 134.20 129.37 4.83 3.6% 0.69 0.5% 62% False False 308,238
80 134.77 129.37 5.40 4.1% 0.55 0.4% 56% False False 231,185
100 136.41 129.37 7.04 5.3% 0.47 0.4% 43% False False 184,948
120 137.90 129.37 8.53 6.4% 0.41 0.3% 35% False False 154,124
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 134.85
2.618 134.03
1.618 133.53
1.000 133.22
0.618 133.03
HIGH 132.72
0.618 132.53
0.500 132.47
0.382 132.41
LOW 132.22
0.618 131.91
1.000 131.72
1.618 131.41
2.618 130.91
4.250 130.10
Fisher Pivots for day following 24-Jun-2024
Pivot 1 day 3 day
R1 132.47 132.54
PP 132.44 132.48
S1 132.40 132.43

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

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