Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 130.47 130.53 0.06 0.0% 132.62
High 130.76 131.02 0.26 0.2% 132.80
Low 130.28 130.23 -0.05 0.0% 131.45
Close 130.38 130.95 0.57 0.4% 131.62
Range 0.48 0.79 0.31 64.6% 1.35
ATR 0.79 0.79 0.00 0.0% 0.00
Volume 935,068 1,052,259 117,191 12.5% 4,566,044
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 133.10 132.82 131.38
R3 132.31 132.03 131.17
R2 131.52 131.52 131.09
R1 131.24 131.24 131.02 131.38
PP 130.73 130.73 130.73 130.81
S1 130.45 130.45 130.88 130.59
S2 129.94 129.94 130.81
S3 129.15 129.66 130.73
S4 128.36 128.87 130.52
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
5 132.24 130.23 2.01 1.5% 0.70 0.5% 36% False True 1,036,608
10 133.06 130.23 2.83 2.2% 0.64 0.5% 25% False True 953,857
20 133.21 129.52 3.69 2.8% 0.78 0.6% 39% False False 1,060,344
40 133.21 129.37 3.84 2.9% 0.73 0.6% 41% False False 631,687
60 133.71 129.37 4.34 3.3% 0.71 0.5% 36% False False 421,270
80 134.77 129.37 5.40 4.1% 0.61 0.5% 29% False False 315,961
100 134.77 129.37 5.40 4.1% 0.51 0.4% 29% False False 252,769
120 136.41 129.37 7.04 5.4% 0.43 0.3% 22% False False 210,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.38
2.618 133.09
1.618 132.30
1.000 131.81
0.618 131.51
HIGH 131.02
0.618 130.72
0.500 130.63
0.382 130.53
LOW 130.23
0.618 129.74
1.000 129.44
1.618 128.95
2.618 128.16
4.250 126.87
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 130.84 130.88
PP 130.73 130.81
S1 130.63 130.74

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

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