Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 05-Jul-2024
Day Change Summary
Previous Current
03-Jul-2024 05-Jul-2024 Change Change % Previous Week
Open 130.53 130.61 0.08 0.1% 131.15
High 131.02 131.14 0.12 0.1% 131.25
Low 130.23 130.44 0.21 0.2% 130.23
Close 130.95 131.09 0.14 0.1% 131.09
Range 0.79 0.70 -0.09 -11.4% 1.02
ATR 0.79 0.78 -0.01 -0.8% 0.00
Volume 1,052,259 785,973 -266,286 -25.3% 3,876,397
Daily Pivots for day following 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 132.99 132.74 131.48
R3 132.29 132.04 131.28
R2 131.59 131.59 131.22
R1 131.34 131.34 131.15 131.47
PP 130.89 130.89 130.89 130.95
S1 130.64 130.64 131.03 130.77
S2 130.19 130.19 130.96
S3 129.49 129.94 130.90
S4 128.79 129.24 130.71
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 133.92 133.52 131.65
R3 132.90 132.50 131.37
R2 131.88 131.88 131.28
R1 131.48 131.48 131.18 131.17
PP 130.86 130.86 130.86 130.70
S1 130.46 130.46 131.00 130.15
S2 129.84 129.84 130.90
S3 128.82 129.44 130.81
S4 127.80 128.42 130.53
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% 0.74 0.6% 43% False False 1,012,787
10 133.06 130.23 2.83 2.2% 0.65 0.5% 30% False False 943,017
20 133.21 129.52 3.69 2.8% 0.79 0.6% 43% False False 1,052,935
40 133.21 129.37 3.84 2.9% 0.74 0.6% 45% False False 651,249
60 133.71 129.37 4.34 3.3% 0.72 0.5% 40% False False 434,369
80 134.77 129.37 5.40 4.1% 0.61 0.5% 32% False False 325,786
100 134.77 129.37 5.40 4.1% 0.51 0.4% 32% False False 260,629
120 136.41 129.37 7.04 5.4% 0.44 0.3% 24% False False 217,191
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.12
2.618 132.97
1.618 132.27
1.000 131.84
0.618 131.57
HIGH 131.14
0.618 130.87
0.500 130.79
0.382 130.71
LOW 130.44
0.618 130.01
1.000 129.74
1.618 129.31
2.618 128.61
4.250 127.47
Fisher Pivots for day following 05-Jul-2024
Pivot 1 day 3 day
R1 130.99 130.96
PP 130.89 130.82
S1 130.79 130.69

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

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