Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 08-Jul-2024
Day Change Summary
Previous Current
05-Jul-2024 08-Jul-2024 Change Change % Previous Week
Open 130.61 131.12 0.51 0.4% 131.15
High 131.14 131.39 0.25 0.2% 131.25
Low 130.44 130.74 0.30 0.2% 130.23
Close 131.09 131.28 0.19 0.1% 131.09
Range 0.70 0.65 -0.05 -7.1% 1.02
ATR 0.78 0.77 -0.01 -1.2% 0.00
Volume 785,973 773,647 -12,326 -1.6% 3,876,397
Daily Pivots for day following 08-Jul-2024
Classic Woodie Camarilla DeMark
R4 133.09 132.83 131.64
R3 132.44 132.18 131.46
R2 131.79 131.79 131.40
R1 131.53 131.53 131.34 131.66
PP 131.14 131.14 131.14 131.20
S1 130.88 130.88 131.22 131.01
S2 130.49 130.49 131.16
S3 129.84 130.23 131.10
S4 129.19 129.58 130.92
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
5 131.39 130.23 1.16 0.9% 0.71 0.5% 91% True False 930,008
10 132.80 130.23 2.57 2.0% 0.64 0.5% 41% False False 921,608
20 133.21 129.52 3.69 2.8% 0.78 0.6% 48% False False 1,044,126
40 133.21 129.37 3.84 2.9% 0.75 0.6% 50% False False 670,516
60 133.71 129.37 4.34 3.3% 0.72 0.5% 44% False False 447,263
80 134.77 129.37 5.40 4.1% 0.62 0.5% 35% False False 335,455
100 134.77 129.37 5.40 4.1% 0.52 0.4% 35% False False 268,366
120 136.41 129.37 7.04 5.4% 0.45 0.3% 27% False False 223,638
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 False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.15
2.618 133.09
1.618 132.44
1.000 132.04
0.618 131.79
HIGH 131.39
0.618 131.14
0.500 131.07
0.382 130.99
LOW 130.74
0.618 130.34
1.000 130.09
1.618 129.69
2.618 129.04
4.250 127.98
Fisher Pivots for day following 08-Jul-2024
Pivot 1 day 3 day
R1 131.21 131.12
PP 131.14 130.97
S1 131.07 130.81

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

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