Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 09-Jul-2024
Day Change Summary
Previous Current
08-Jul-2024 09-Jul-2024 Change Change % Previous Week
Open 131.12 131.26 0.14 0.1% 131.15
High 131.39 131.31 -0.08 -0.1% 131.25
Low 130.74 130.78 0.04 0.0% 130.23
Close 131.28 130.86 -0.42 -0.3% 131.09
Range 0.65 0.53 -0.12 -18.5% 1.02
ATR 0.77 0.75 -0.02 -2.2% 0.00
Volume 773,647 851,750 78,103 10.1% 3,876,397
Daily Pivots for day following 09-Jul-2024
Classic Woodie Camarilla DeMark
R4 132.57 132.25 131.15
R3 132.04 131.72 131.01
R2 131.51 131.51 130.96
R1 131.19 131.19 130.91 131.09
PP 130.98 130.98 130.98 130.93
S1 130.66 130.66 130.81 130.56
S2 130.45 130.45 130.76
S3 129.92 130.13 130.71
S4 129.39 129.60 130.57
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% 0.63 0.5% 54% False False 879,739
10 132.80 130.23 2.57 2.0% 0.64 0.5% 25% False False 919,349
20 133.21 129.52 3.69 2.8% 0.75 0.6% 36% False False 1,047,379
40 133.21 129.37 3.84 2.9% 0.76 0.6% 39% False False 691,741
60 133.71 129.37 4.34 3.3% 0.71 0.5% 34% False False 461,459
80 134.20 129.37 4.83 3.7% 0.61 0.5% 31% False False 346,102
100 134.77 129.37 5.40 4.1% 0.52 0.4% 28% False False 276,883
120 136.41 129.37 7.04 5.4% 0.45 0.3% 21% False False 230,736
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133.56
2.618 132.70
1.618 132.17
1.000 131.84
0.618 131.64
HIGH 131.31
0.618 131.11
0.500 131.05
0.382 130.98
LOW 130.78
0.618 130.45
1.000 130.25
1.618 129.92
2.618 129.39
4.250 128.53
Fisher Pivots for day following 09-Jul-2024
Pivot 1 day 3 day
R1 131.05 130.92
PP 130.98 130.90
S1 130.92 130.88

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

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