Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 15-Jul-2024
Day Change Summary
Previous Current
12-Jul-2024 15-Jul-2024 Change Change % Previous Week
Open 131.69 131.56 -0.13 -0.1% 131.12
High 131.86 132.10 0.24 0.2% 132.08
Low 131.36 131.39 0.03 0.0% 130.74
Close 131.73 131.96 0.23 0.2% 131.73
Range 0.50 0.71 0.21 42.0% 1.34
ATR 0.76 0.76 0.00 -0.5% 0.00
Volume 658,502 755,161 96,659 14.7% 3,948,873
Daily Pivots for day following 15-Jul-2024
Classic Woodie Camarilla DeMark
R4 133.95 133.66 132.35
R3 133.24 132.95 132.16
R2 132.53 132.53 132.09
R1 132.24 132.24 132.03 132.39
PP 131.82 131.82 131.82 131.89
S1 131.53 131.53 131.89 131.68
S2 131.11 131.11 131.83
S3 130.40 130.82 131.76
S4 129.69 130.11 131.57
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
5 132.10 130.78 1.32 1.0% 0.67 0.5% 89% True False 786,077
10 132.10 130.23 1.87 1.4% 0.69 0.5% 93% True False 858,043
20 133.21 130.23 2.98 2.3% 0.71 0.5% 58% False False 943,449
40 133.21 129.37 3.84 2.9% 0.75 0.6% 67% False False 768,336
60 133.21 129.37 3.84 2.9% 0.72 0.5% 67% False False 512,759
80 134.20 129.37 4.83 3.7% 0.64 0.5% 54% False False 384,584
100 134.77 129.37 5.40 4.1% 0.54 0.4% 48% False False 307,669
120 136.41 129.37 7.04 5.3% 0.47 0.4% 37% False False 256,391
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.12
2.618 133.96
1.618 133.25
1.000 132.81
0.618 132.54
HIGH 132.10
0.618 131.83
0.500 131.75
0.382 131.66
LOW 131.39
0.618 130.95
1.000 130.68
1.618 130.24
2.618 129.53
4.250 128.37
Fisher Pivots for day following 15-Jul-2024
Pivot 1 day 3 day
R1 131.89 131.83
PP 131.82 131.70
S1 131.75 131.58

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

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