Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 24-Jul-2024
Day Change Summary
Previous Current
23-Jul-2024 24-Jul-2024 Change Change % Previous Week
Open 131.81 132.13 0.32 0.2% 131.56
High 132.39 132.66 0.27 0.2% 132.73
Low 131.71 131.91 0.20 0.2% 131.39
Close 132.30 132.34 0.04 0.0% 132.10
Range 0.68 0.75 0.07 10.3% 1.34
ATR 0.71 0.72 0.00 0.4% 0.00
Volume 727,180 963,072 235,892 32.4% 3,621,805
Daily Pivots for day following 24-Jul-2024
Classic Woodie Camarilla DeMark
R4 134.55 134.20 132.75
R3 133.80 133.45 132.55
R2 133.05 133.05 132.48
R1 132.70 132.70 132.41 132.88
PP 132.30 132.30 132.30 132.39
S1 131.95 131.95 132.27 132.13
S2 131.55 131.55 132.20
S3 130.80 131.20 132.13
S4 130.05 130.45 131.93
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% 0.66 0.5% 65% False False 725,394
10 132.73 131.05 1.68 1.3% 0.66 0.5% 77% False False 745,937
20 132.73 130.23 2.50 1.9% 0.66 0.5% 84% False False 831,886
40 133.21 129.37 3.84 2.9% 0.75 0.6% 77% False False 895,066
60 133.21 129.37 3.84 2.9% 0.71 0.5% 77% False False 598,378
80 134.20 129.37 4.83 3.6% 0.68 0.5% 61% False False 448,833
100 134.77 129.37 5.40 4.1% 0.58 0.4% 55% False False 359,072
120 136.41 129.37 7.04 5.3% 0.50 0.4% 42% False False 299,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135.85
2.618 134.62
1.618 133.87
1.000 133.41
0.618 133.12
HIGH 132.66
0.618 132.37
0.500 132.29
0.382 132.20
LOW 131.91
0.618 131.45
1.000 131.16
1.618 130.70
2.618 129.95
4.250 128.72
Fisher Pivots for day following 24-Jul-2024
Pivot 1 day 3 day
R1 132.32 132.27
PP 132.30 132.21
S1 132.29 132.14

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

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