Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 28-Jun-2024
Day Change Summary
Previous Current
27-Jun-2024 28-Jun-2024 Change Change % Previous Week
Open 131.91 132.04 0.13 0.1% 132.62
High 132.19 132.24 0.05 0.0% 132.80
Low 131.68 131.45 -0.23 -0.2% 131.45
Close 132.04 131.62 -0.42 -0.3% 131.62
Range 0.51 0.79 0.28 54.9% 1.35
ATR 0.77 0.77 0.00 0.2% 0.00
Volume 905,078 1,187,538 282,460 31.2% 4,566,044
Daily Pivots for day following 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 134.14 133.67 132.05
R3 133.35 132.88 131.84
R2 132.56 132.56 131.76
R1 132.09 132.09 131.69 131.93
PP 131.77 131.77 131.77 131.69
S1 131.30 131.30 131.55 131.14
S2 130.98 130.98 131.48
S3 130.19 130.51 131.40
S4 129.40 129.72 131.19
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 136.01 135.16 132.36
R3 134.66 133.81 131.99
R2 133.31 133.31 131.87
R1 132.46 132.46 131.74 132.21
PP 131.96 131.96 131.96 131.83
S1 131.11 131.11 131.50 130.86
S2 130.61 130.61 131.37
S3 129.26 129.76 131.25
S4 127.91 128.41 130.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.80 131.45 1.35 1.0% 0.56 0.4% 13% False True 913,208
10 133.21 131.45 1.76 1.3% 0.73 0.6% 10% False True 1,028,854
20 133.21 129.37 3.84 2.9% 0.81 0.6% 59% False False 1,079,405
40 133.21 129.37 3.84 2.9% 0.73 0.6% 59% False False 554,471
60 133.71 129.37 4.34 3.3% 0.69 0.5% 52% False False 369,766
80 134.77 129.37 5.40 4.1% 0.58 0.4% 42% False False 277,331
100 135.38 129.37 6.01 4.6% 0.49 0.4% 37% False False 221,865
120 136.41 129.37 7.04 5.3% 0.42 0.3% 32% False False 184,888
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 135.60
2.618 134.31
1.618 133.52
1.000 133.03
0.618 132.73
HIGH 132.24
0.618 131.94
0.500 131.85
0.382 131.75
LOW 131.45
0.618 130.96
1.000 130.66
1.618 130.17
2.618 129.38
4.250 128.09
Fisher Pivots for day following 28-Jun-2024
Pivot 1 day 3 day
R1 131.85 132.01
PP 131.77 131.88
S1 131.70 131.75

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

View Archives - Comment on this page... - Back to Index of Symbols