Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 22-Jul-2024
Day Change Summary
Previous Current
19-Jul-2024 22-Jul-2024 Change Change % Previous Week
Open 132.32 132.12 -0.20 -0.2% 131.56
High 132.54 132.29 -0.25 -0.2% 132.73
Low 131.93 131.62 -0.31 -0.2% 131.39
Close 132.10 131.93 -0.17 -0.1% 132.10
Range 0.61 0.67 0.06 9.8% 1.34
ATR 0.72 0.72 0.00 -0.5% 0.00
Volume 522,547 583,367 60,820 11.6% 3,621,805
Daily Pivots for day following 22-Jul-2024
Classic Woodie Camarilla DeMark
R4 133.96 133.61 132.30
R3 133.29 132.94 132.11
R2 132.62 132.62 132.05
R1 132.27 132.27 131.99 132.11
PP 131.95 131.95 131.95 131.87
S1 131.60 131.60 131.87 131.44
S2 131.28 131.28 131.81
S3 130.61 130.93 131.75
S4 129.94 130.26 131.56
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 136.09 135.44 132.84
R3 134.75 134.10 132.47
R2 133.41 133.41 132.35
R1 132.76 132.76 132.22 133.09
PP 132.07 132.07 132.07 132.24
S1 131.42 131.42 131.98 131.75
S2 130.73 130.73 131.85
S3 129.39 130.08 131.73
S4 128.05 128.74 131.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.73 131.62 1.11 0.8% 0.59 0.4% 28% False True 690,002
10 132.73 130.78 1.95 1.5% 0.63 0.5% 59% False False 738,039
20 132.80 130.23 2.57 1.9% 0.64 0.5% 66% False False 829,824
40 133.21 129.37 3.84 2.9% 0.75 0.6% 67% False False 853,573
60 133.21 129.37 3.84 2.9% 0.71 0.5% 67% False False 570,235
80 134.20 129.37 4.83 3.7% 0.68 0.5% 53% False False 427,709
100 134.77 129.37 5.40 4.1% 0.57 0.4% 47% False False 342,170
120 136.41 129.37 7.04 5.3% 0.49 0.4% 36% False False 285,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135.14
2.618 134.04
1.618 133.37
1.000 132.96
0.618 132.70
HIGH 132.29
0.618 132.03
0.500 131.96
0.382 131.88
LOW 131.62
0.618 131.21
1.000 130.95
1.618 130.54
2.618 129.87
4.250 128.77
Fisher Pivots for day following 22-Jul-2024
Pivot 1 day 3 day
R1 131.96 132.18
PP 131.95 132.09
S1 131.94 132.01

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

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