Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 30-Jul-2024
Day Change Summary
Previous Current
29-Jul-2024 30-Jul-2024 Change Change % Previous Week
Open 132.77 133.19 0.42 0.3% 132.12
High 133.36 133.60 0.24 0.2% 132.92
Low 132.72 133.06 0.34 0.3% 131.62
Close 133.18 133.38 0.20 0.2% 132.72
Range 0.64 0.54 -0.10 -15.6% 1.30
ATR 0.73 0.72 -0.01 -1.9% 0.00
Volume 718,030 730,865 12,835 1.8% 4,197,170
Daily Pivots for day following 30-Jul-2024
Classic Woodie Camarilla DeMark
R4 134.97 134.71 133.68
R3 134.43 134.17 133.53
R2 133.89 133.89 133.48
R1 133.63 133.63 133.43 133.76
PP 133.35 133.35 133.35 133.41
S1 133.09 133.09 133.33 133.22
S2 132.81 132.81 133.28
S3 132.27 132.55 133.23
S4 131.73 132.01 133.08
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
5 133.60 131.91 1.69 1.3% 0.74 0.6% 87% True False 867,103
10 133.60 131.62 1.98 1.5% 0.67 0.5% 89% True False 773,731
20 133.60 130.23 3.37 2.5% 0.67 0.5% 93% True False 799,502
40 133.60 129.52 4.08 3.1% 0.74 0.6% 95% True False 949,192
60 133.60 129.37 4.23 3.2% 0.72 0.5% 95% True False 654,514
80 133.71 129.37 4.34 3.3% 0.69 0.5% 92% False False 490,988
100 134.77 129.37 5.40 4.0% 0.61 0.5% 74% False False 392,796
120 135.38 129.37 6.01 4.5% 0.53 0.4% 67% False False 327,330
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 0.17
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135.90
2.618 135.01
1.618 134.47
1.000 134.14
0.618 133.93
HIGH 133.60
0.618 133.39
0.500 133.33
0.382 133.27
LOW 133.06
0.618 132.73
1.000 132.52
1.618 132.19
2.618 131.65
4.250 130.77
Fisher Pivots for day following 30-Jul-2024
Pivot 1 day 3 day
R1 133.36 133.20
PP 133.35 133.02
S1 133.33 132.84

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

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