Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 11-Jul-2024
Day Change Summary
Previous Current
10-Jul-2024 11-Jul-2024 Change Change % Previous Week
Open 130.98 131.33 0.35 0.3% 131.15
High 131.55 132.08 0.53 0.4% 131.25
Low 130.95 131.05 0.10 0.1% 130.23
Close 131.30 132.06 0.76 0.6% 131.09
Range 0.60 1.03 0.43 71.7% 1.02
ATR 0.75 0.77 0.02 2.7% 0.00
Volume 759,528 905,446 145,918 19.2% 3,876,397
Daily Pivots for day following 11-Jul-2024
Classic Woodie Camarilla DeMark
R4 134.82 134.47 132.63
R3 133.79 133.44 132.34
R2 132.76 132.76 132.25
R1 132.41 132.41 132.15 132.59
PP 131.73 131.73 131.73 131.82
S1 131.38 131.38 131.97 131.56
S2 130.70 130.70 131.87
S3 129.67 130.35 131.78
S4 128.64 129.32 131.49
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
5 132.08 130.44 1.64 1.2% 0.70 0.5% 99% True False 815,268
10 132.24 130.23 2.01 1.5% 0.70 0.5% 91% False False 925,938
20 133.21 130.21 3.00 2.3% 0.76 0.6% 62% False False 997,427
40 133.21 129.37 3.84 2.9% 0.77 0.6% 70% False False 733,263
60 133.21 129.37 3.84 2.9% 0.71 0.5% 70% False False 489,203
80 134.20 129.37 4.83 3.7% 0.64 0.5% 56% False False 366,914
100 134.77 129.37 5.40 4.1% 0.53 0.4% 50% False False 293,533
120 136.41 129.37 7.04 5.3% 0.46 0.4% 38% False False 244,611
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 136.46
2.618 134.78
1.618 133.75
1.000 133.11
0.618 132.72
HIGH 132.08
0.618 131.69
0.500 131.57
0.382 131.44
LOW 131.05
0.618 130.41
1.000 130.02
1.618 129.38
2.618 128.35
4.250 126.67
Fisher Pivots for day following 11-Jul-2024
Pivot 1 day 3 day
R1 131.90 131.85
PP 131.73 131.64
S1 131.57 131.43

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

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