Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 132.56 131.91 -0.65 -0.5% 132.82
High 132.56 132.19 -0.37 -0.3% 133.07
Low 131.97 131.68 -0.29 -0.2% 132.02
Close 132.02 132.04 0.02 0.0% 132.53
Range 0.59 0.51 -0.08 -13.6% 1.05
ATR 0.79 0.77 -0.02 -2.5% 0.00
Volume 824,420 905,078 80,658 9.8% 3,929,002
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 133.50 133.28 132.32
R3 132.99 132.77 132.18
R2 132.48 132.48 132.13
R1 132.26 132.26 132.09 132.37
PP 131.97 131.97 131.97 132.03
S1 131.75 131.75 131.99 131.86
S2 131.46 131.46 131.95
S3 130.95 131.24 131.90
S4 130.44 130.73 131.76
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
5 133.06 131.68 1.38 1.0% 0.56 0.4% 26% False True 873,248
10 133.21 130.80 2.41 1.8% 0.77 0.6% 51% False False 1,031,039
20 133.21 129.37 3.84 2.9% 0.80 0.6% 70% False False 1,034,560
40 133.21 129.37 3.84 2.9% 0.74 0.6% 70% False False 524,790
60 133.71 129.37 4.34 3.3% 0.69 0.5% 62% False False 349,974
80 134.77 129.37 5.40 4.1% 0.57 0.4% 49% False False 262,487
100 135.38 129.37 6.01 4.6% 0.48 0.4% 44% False False 209,990
120 136.41 129.37 7.04 5.3% 0.41 0.3% 38% False False 174,991
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook True
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.36
2.618 133.53
1.618 133.02
1.000 132.70
0.618 132.51
HIGH 132.19
0.618 132.00
0.500 131.94
0.382 131.87
LOW 131.68
0.618 131.36
1.000 131.17
1.618 130.85
2.618 130.34
4.250 129.51
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 132.01 132.24
PP 131.97 132.17
S1 131.94 132.11

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

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