Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 26-Jun-2024
Day Change Summary
Previous Current
25-Jun-2024 26-Jun-2024 Change Change % Previous Week
Open 132.55 132.56 0.01 0.0% 132.82
High 132.80 132.56 -0.24 -0.2% 133.07
Low 132.37 131.97 -0.40 -0.3% 132.02
Close 132.51 132.02 -0.49 -0.4% 132.53
Range 0.43 0.59 0.16 37.2% 1.05
ATR 0.81 0.79 -0.02 -1.9% 0.00
Volume 774,663 824,420 49,757 6.4% 3,929,002
Daily Pivots for day following 26-Jun-2024
Classic Woodie Camarilla DeMark
R4 133.95 133.58 132.34
R3 133.36 132.99 132.18
R2 132.77 132.77 132.13
R1 132.40 132.40 132.07 132.29
PP 132.18 132.18 132.18 132.13
S1 131.81 131.81 131.97 131.70
S2 131.59 131.59 131.91
S3 131.00 131.22 131.86
S4 130.41 130.63 131.70
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
5 133.06 131.97 1.09 0.8% 0.57 0.4% 5% False True 871,107
10 133.21 130.21 3.00 2.3% 0.82 0.6% 60% False False 1,068,917
20 133.21 129.37 3.84 2.9% 0.83 0.6% 69% False False 997,017
40 133.21 129.37 3.84 2.9% 0.74 0.6% 69% False False 502,223
60 134.15 129.37 4.78 3.6% 0.69 0.5% 55% False False 334,889
80 134.77 129.37 5.40 4.1% 0.56 0.4% 49% False False 251,174
100 136.41 129.37 7.04 5.3% 0.48 0.4% 38% False False 200,939
120 136.53 129.37 7.16 5.4% 0.41 0.3% 37% False False 167,449
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
4.250 135.07
2.618 134.10
1.618 133.51
1.000 133.15
0.618 132.92
HIGH 132.56
0.618 132.33
0.500 132.27
0.382 132.20
LOW 131.97
0.618 131.61
1.000 131.38
1.618 131.02
2.618 130.43
4.250 129.46
Fisher Pivots for day following 26-Jun-2024
Pivot 1 day 3 day
R1 132.27 132.39
PP 132.18 132.26
S1 132.10 132.14

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

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