Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 16-Jul-2024
Day Change Summary
Previous Current
15-Jul-2024 16-Jul-2024 Change Change % Previous Week
Open 131.56 131.88 0.32 0.2% 131.12
High 132.10 132.57 0.47 0.4% 132.08
Low 131.39 131.88 0.49 0.4% 130.74
Close 131.96 132.38 0.42 0.3% 131.73
Range 0.71 0.69 -0.02 -2.8% 1.34
ATR 0.76 0.76 -0.01 -0.7% 0.00
Volume 755,161 775,393 20,232 2.7% 3,948,873
Daily Pivots for day following 16-Jul-2024
Classic Woodie Camarilla DeMark
R4 134.35 134.05 132.76
R3 133.66 133.36 132.57
R2 132.97 132.97 132.51
R1 132.67 132.67 132.44 132.82
PP 132.28 132.28 132.28 132.35
S1 131.98 131.98 132.32 132.13
S2 131.59 131.59 132.25
S3 130.90 131.29 132.19
S4 130.21 130.60 132.00
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
5 132.57 130.95 1.62 1.2% 0.71 0.5% 88% True False 770,806
10 132.57 130.23 2.34 1.8% 0.67 0.5% 92% True False 825,272
20 133.07 130.23 2.84 2.1% 0.66 0.5% 76% False False 892,543
40 133.21 129.37 3.84 2.9% 0.74 0.6% 78% False False 787,618
60 133.21 129.37 3.84 2.9% 0.72 0.5% 78% False False 525,682
80 134.20 129.37 4.83 3.6% 0.65 0.5% 62% False False 394,276
100 134.77 129.37 5.40 4.1% 0.55 0.4% 56% False False 315,423
120 136.41 129.37 7.04 5.3% 0.47 0.4% 43% False False 262,853
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.50
2.618 134.38
1.618 133.69
1.000 133.26
0.618 133.00
HIGH 132.57
0.618 132.31
0.500 132.23
0.382 132.14
LOW 131.88
0.618 131.45
1.000 131.19
1.618 130.76
2.618 130.07
4.250 128.95
Fisher Pivots for day following 16-Jul-2024
Pivot 1 day 3 day
R1 132.33 132.24
PP 132.28 132.10
S1 132.23 131.97

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

View Archives - Comment on this page... - Back to Index of Symbols