Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 02-Jul-2024
Day Change Summary
Previous Current
01-Jul-2024 02-Jul-2024 Change Change % Previous Week
Open 131.15 130.47 -0.68 -0.5% 132.62
High 131.25 130.76 -0.49 -0.4% 132.80
Low 130.32 130.28 -0.04 0.0% 131.45
Close 130.41 130.38 -0.03 0.0% 131.62
Range 0.93 0.48 -0.45 -48.4% 1.35
ATR 0.81 0.79 -0.02 -2.9% 0.00
Volume 1,103,097 935,068 -168,029 -15.2% 4,566,044
Daily Pivots for day following 02-Jul-2024
Classic Woodie Camarilla DeMark
R4 131.91 131.63 130.64
R3 131.43 131.15 130.51
R2 130.95 130.95 130.47
R1 130.67 130.67 130.42 130.57
PP 130.47 130.47 130.47 130.43
S1 130.19 130.19 130.34 130.09
S2 129.99 129.99 130.29
S3 129.51 129.71 130.25
S4 129.03 129.23 130.12
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
5 132.56 130.28 2.28 1.7% 0.66 0.5% 4% False True 991,040
10 133.06 130.28 2.78 2.1% 0.62 0.5% 4% False True 944,010
20 133.21 129.52 3.69 2.8% 0.80 0.6% 23% False False 1,070,685
40 133.21 129.37 3.84 2.9% 0.73 0.6% 26% False False 605,385
60 133.71 129.37 4.34 3.3% 0.70 0.5% 23% False False 403,735
80 134.77 129.37 5.40 4.1% 0.60 0.5% 19% False False 302,808
100 134.77 129.37 5.40 4.1% 0.50 0.4% 19% False False 242,247
120 136.41 129.37 7.04 5.4% 0.43 0.3% 14% False False 201,872
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132.80
2.618 132.02
1.618 131.54
1.000 131.24
0.618 131.06
HIGH 130.76
0.618 130.58
0.500 130.52
0.382 130.46
LOW 130.28
0.618 129.98
1.000 129.80
1.618 129.50
2.618 129.02
4.250 128.24
Fisher Pivots for day following 02-Jul-2024
Pivot 1 day 3 day
R1 130.52 131.26
PP 130.47 130.97
S1 130.43 130.67

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

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