Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 17-Jul-2024
Day Change Summary
Previous Current
16-Jul-2024 17-Jul-2024 Change Change % Previous Week
Open 131.88 132.49 0.61 0.5% 131.12
High 132.57 132.66 0.09 0.1% 132.08
Low 131.88 132.25 0.37 0.3% 130.74
Close 132.38 132.49 0.11 0.1% 131.73
Range 0.69 0.41 -0.28 -40.6% 1.34
ATR 0.76 0.73 -0.02 -3.3% 0.00
Volume 775,393 737,896 -37,497 -4.8% 3,948,873
Daily Pivots for day following 17-Jul-2024
Classic Woodie Camarilla DeMark
R4 133.70 133.50 132.72
R3 133.29 133.09 132.60
R2 132.88 132.88 132.57
R1 132.68 132.68 132.53 132.70
PP 132.47 132.47 132.47 132.47
S1 132.27 132.27 132.45 132.29
S2 132.06 132.06 132.41
S3 131.65 131.86 132.38
S4 131.24 131.45 132.26
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
5 132.66 131.05 1.61 1.2% 0.67 0.5% 89% True False 766,479
10 132.66 130.23 2.43 1.8% 0.66 0.5% 93% True False 805,555
20 133.06 130.23 2.83 2.1% 0.64 0.5% 80% False False 874,782
40 133.21 129.37 3.84 2.9% 0.74 0.6% 81% False False 805,983
60 133.21 129.37 3.84 2.9% 0.72 0.5% 81% False False 537,980
80 134.20 129.37 4.83 3.6% 0.65 0.5% 65% False False 403,500
100 134.77 129.37 5.40 4.1% 0.56 0.4% 58% False False 322,802
120 136.41 129.37 7.04 5.3% 0.48 0.4% 44% False False 269,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 37 trading days
Fibonacci Retracements and Extensions
4.250 134.40
2.618 133.73
1.618 133.32
1.000 133.07
0.618 132.91
HIGH 132.66
0.618 132.50
0.500 132.46
0.382 132.41
LOW 132.25
0.618 132.00
1.000 131.84
1.618 131.59
2.618 131.18
4.250 130.51
Fisher Pivots for day following 17-Jul-2024
Pivot 1 day 3 day
R1 132.48 132.34
PP 132.47 132.18
S1 132.46 132.03

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

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