Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 12-Jul-2024
Day Change Summary
Previous Current
11-Jul-2024 12-Jul-2024 Change Change % Previous Week
Open 131.33 131.69 0.36 0.3% 131.12
High 132.08 131.86 -0.22 -0.2% 132.08
Low 131.05 131.36 0.31 0.2% 130.74
Close 132.06 131.73 -0.33 -0.2% 131.73
Range 1.03 0.50 -0.53 -51.5% 1.34
ATR 0.77 0.76 0.00 -0.6% 0.00
Volume 905,446 658,502 -246,944 -27.3% 3,948,873
Daily Pivots for day following 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 133.15 132.94 132.01
R3 132.65 132.44 131.87
R2 132.15 132.15 131.82
R1 131.94 131.94 131.78 132.05
PP 131.65 131.65 131.65 131.70
S1 131.44 131.44 131.68 131.55
S2 131.15 131.15 131.64
S3 130.65 130.94 131.59
S4 130.15 130.44 131.46
Weekly Pivots for week ending 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 135.54 134.97 132.47
R3 134.20 133.63 132.10
R2 132.86 132.86 131.98
R1 132.29 132.29 131.85 132.58
PP 131.52 131.52 131.52 131.66
S1 130.95 130.95 131.61 131.24
S2 130.18 130.18 131.48
S3 128.84 129.61 131.36
S4 127.50 128.27 130.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.08 130.74 1.34 1.0% 0.66 0.5% 74% False False 789,774
10 132.24 130.23 2.01 1.5% 0.70 0.5% 75% False False 901,280
20 133.21 130.23 2.98 2.3% 0.73 0.6% 50% False False 966,160
40 133.21 129.37 3.84 2.9% 0.76 0.6% 61% False False 749,573
60 133.21 129.37 3.84 2.9% 0.72 0.5% 61% False False 500,173
80 134.20 129.37 4.83 3.7% 0.63 0.5% 49% False False 375,145
100 134.77 129.37 5.40 4.1% 0.54 0.4% 44% False False 300,118
120 136.41 129.37 7.04 5.3% 0.47 0.4% 34% False False 250,098
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.18
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133.99
2.618 133.17
1.618 132.67
1.000 132.36
0.618 132.17
HIGH 131.86
0.618 131.67
0.500 131.61
0.382 131.55
LOW 131.36
0.618 131.05
1.000 130.86
1.618 130.55
2.618 130.05
4.250 129.24
Fisher Pivots for day following 12-Jul-2024
Pivot 1 day 3 day
R1 131.69 131.66
PP 131.65 131.59
S1 131.61 131.52

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

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