Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 134.39 135.49 1.10 0.8% 132.77
High 135.50 136.28 0.78 0.6% 135.50
Low 134.39 134.88 0.49 0.4% 132.72
Close 135.22 135.19 -0.03 0.0% 135.22
Range 1.11 1.40 0.29 26.1% 2.78
ATR 0.75 0.80 0.05 6.2% 0.00
Volume 1,398,136 1,435,400 37,264 2.7% 4,940,186
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 139.65 138.82 135.96
R3 138.25 137.42 135.58
R2 136.85 136.85 135.45
R1 136.02 136.02 135.32 135.74
PP 135.45 135.45 135.45 135.31
S1 134.62 134.62 135.06 134.34
S2 134.05 134.05 134.93
S3 132.65 133.22 134.81
S4 131.25 131.82 134.42
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 142.82 141.80 136.75
R3 140.04 139.02 135.98
R2 137.26 137.26 135.73
R1 136.24 136.24 135.47 136.75
PP 134.48 134.48 134.48 134.74
S1 133.46 133.46 134.97 133.97
S2 131.70 131.70 134.71
S3 128.92 130.68 134.46
S4 126.14 127.90 133.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.28 133.06 3.22 2.4% 0.90 0.7% 66% True False 1,131,511
10 136.28 131.71 4.57 3.4% 0.84 0.6% 76% True False 998,938
20 136.28 130.78 5.50 4.1% 0.73 0.5% 80% True False 868,489
40 136.28 129.52 6.76 5.0% 0.76 0.6% 84% True False 956,307
60 136.28 129.37 6.91 5.1% 0.74 0.5% 84% True False 736,507
80 136.28 129.37 6.91 5.1% 0.72 0.5% 84% True False 552,570
100 136.28 129.37 6.91 5.1% 0.64 0.5% 84% True False 442,062
120 136.28 129.37 6.91 5.1% 0.55 0.4% 84% True False 368,386
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 False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 142.23
2.618 139.95
1.618 138.55
1.000 137.68
0.618 137.15
HIGH 136.28
0.618 135.75
0.500 135.58
0.382 135.41
LOW 134.88
0.618 134.01
1.000 133.48
1.618 132.61
2.618 131.21
4.250 128.93
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 135.58 135.14
PP 135.45 135.08
S1 135.32 135.03

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

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