Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 23-Jul-2024
Day Change Summary
Previous Current
22-Jul-2024 23-Jul-2024 Change Change % Previous Week
Open 132.12 131.81 -0.31 -0.2% 131.56
High 132.29 132.39 0.10 0.1% 132.73
Low 131.62 131.71 0.09 0.1% 131.39
Close 131.93 132.30 0.37 0.3% 132.10
Range 0.67 0.68 0.01 1.5% 1.34
ATR 0.72 0.71 0.00 -0.4% 0.00
Volume 583,367 727,180 143,813 24.7% 3,621,805
Daily Pivots for day following 23-Jul-2024
Classic Woodie Camarilla DeMark
R4 134.17 133.92 132.67
R3 133.49 133.24 132.49
R2 132.81 132.81 132.42
R1 132.56 132.56 132.36 132.69
PP 132.13 132.13 132.13 132.20
S1 131.88 131.88 132.24 132.01
S2 131.45 131.45 132.18
S3 130.77 131.20 132.11
S4 130.09 130.52 131.93
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% 61% False False 680,359
10 132.73 130.95 1.78 1.3% 0.65 0.5% 76% False False 725,582
20 132.80 130.23 2.57 1.9% 0.64 0.5% 81% False False 822,466
40 133.21 129.37 3.84 2.9% 0.74 0.6% 76% False False 871,299
60 133.21 129.37 3.84 2.9% 0.71 0.5% 76% False False 582,341
80 134.20 129.37 4.83 3.7% 0.68 0.5% 61% False False 436,795
100 134.77 129.37 5.40 4.1% 0.57 0.4% 54% False False 349,441
120 136.41 129.37 7.04 5.3% 0.50 0.4% 42% False False 291,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135.28
2.618 134.17
1.618 133.49
1.000 133.07
0.618 132.81
HIGH 132.39
0.618 132.13
0.500 132.05
0.382 131.97
LOW 131.71
0.618 131.29
1.000 131.03
1.618 130.61
2.618 129.93
4.250 128.82
Fisher Pivots for day following 23-Jul-2024
Pivot 1 day 3 day
R1 132.22 132.23
PP 132.13 132.15
S1 132.05 132.08

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

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