Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 29-Jul-2024
Day Change Summary
Previous Current
26-Jul-2024 29-Jul-2024 Change Change % Previous Week
Open 132.43 132.77 0.34 0.3% 132.12
High 132.88 133.36 0.48 0.4% 132.92
Low 132.08 132.72 0.64 0.5% 131.62
Close 132.72 133.18 0.46 0.3% 132.72
Range 0.80 0.64 -0.16 -20.0% 1.30
ATR 0.74 0.73 -0.01 -1.0% 0.00
Volume 821,210 718,030 -103,180 -12.6% 4,197,170
Daily Pivots for day following 29-Jul-2024
Classic Woodie Camarilla DeMark
R4 135.01 134.73 133.53
R3 134.37 134.09 133.36
R2 133.73 133.73 133.30
R1 133.45 133.45 133.24 133.59
PP 133.09 133.09 133.09 133.16
S1 132.81 132.81 133.12 132.95
S2 132.45 132.45 133.06
S3 131.81 132.17 133.00
S4 131.17 131.53 132.83
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 136.32 135.82 133.44
R3 135.02 134.52 133.08
R2 133.72 133.72 132.96
R1 133.22 133.22 132.84 133.47
PP 132.42 132.42 132.42 132.55
S1 131.92 131.92 132.60 132.17
S2 131.12 131.12 132.48
S3 129.82 130.62 132.36
S4 128.52 129.32 132.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.36 131.71 1.65 1.2% 0.77 0.6% 89% True False 866,366
10 133.36 131.62 1.74 1.3% 0.68 0.5% 90% True False 778,184
20 133.36 130.23 3.13 2.4% 0.69 0.5% 94% True False 818,113
40 133.36 129.37 3.99 3.0% 0.75 0.6% 95% True False 948,759
60 133.36 129.37 3.99 3.0% 0.72 0.5% 95% True False 642,352
80 133.71 129.37 4.34 3.3% 0.69 0.5% 88% False False 481,852
100 134.77 129.37 5.40 4.1% 0.60 0.5% 71% False False 385,488
120 135.38 129.37 6.01 4.5% 0.52 0.4% 63% False False 321,240
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.15
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136.08
2.618 135.04
1.618 134.40
1.000 134.00
0.618 133.76
HIGH 133.36
0.618 133.12
0.500 133.04
0.382 132.96
LOW 132.72
0.618 132.32
1.000 132.08
1.618 131.68
2.618 131.04
4.250 130.00
Fisher Pivots for day following 29-Jul-2024
Pivot 1 day 3 day
R1 133.13 133.01
PP 133.09 132.83
S1 133.04 132.66

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

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