Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 10-Jul-2024
Day Change Summary
Previous Current
09-Jul-2024 10-Jul-2024 Change Change % Previous Week
Open 131.26 130.98 -0.28 -0.2% 131.15
High 131.31 131.55 0.24 0.2% 131.25
Low 130.78 130.95 0.17 0.1% 130.23
Close 130.86 131.30 0.44 0.3% 131.09
Range 0.53 0.60 0.07 13.2% 1.02
ATR 0.75 0.75 0.00 -0.6% 0.00
Volume 851,750 759,528 -92,222 -10.8% 3,876,397
Daily Pivots for day following 10-Jul-2024
Classic Woodie Camarilla DeMark
R4 133.07 132.78 131.63
R3 132.47 132.18 131.47
R2 131.87 131.87 131.41
R1 131.58 131.58 131.36 131.73
PP 131.27 131.27 131.27 131.34
S1 130.98 130.98 131.25 131.13
S2 130.67 130.67 131.19
S3 130.07 130.38 131.14
S4 129.47 129.78 130.97
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
5 131.55 130.23 1.32 1.0% 0.65 0.5% 81% True False 844,631
10 132.56 130.23 2.33 1.8% 0.66 0.5% 46% False False 917,835
20 133.21 129.60 3.61 2.7% 0.75 0.6% 47% False False 1,034,327
40 133.21 129.37 3.84 2.9% 0.75 0.6% 50% False False 710,689
60 133.71 129.37 4.34 3.3% 0.71 0.5% 44% False False 474,113
80 134.20 129.37 4.83 3.7% 0.62 0.5% 40% False False 355,596
100 134.77 129.37 5.40 4.1% 0.53 0.4% 36% False False 284,478
120 136.41 129.37 7.04 5.4% 0.46 0.3% 27% False False 237,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.10
2.618 133.12
1.618 132.52
1.000 132.15
0.618 131.92
HIGH 131.55
0.618 131.32
0.500 131.25
0.382 131.18
LOW 130.95
0.618 130.58
1.000 130.35
1.618 129.98
2.618 129.38
4.250 128.40
Fisher Pivots for day following 10-Jul-2024
Pivot 1 day 3 day
R1 131.28 131.25
PP 131.27 131.20
S1 131.25 131.15

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

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