Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 06-Aug-2024
Day Change Summary
Previous Current
05-Aug-2024 06-Aug-2024 Change Change % Previous Week
Open 135.49 134.74 -0.75 -0.6% 132.77
High 136.28 135.59 -0.69 -0.5% 135.50
Low 134.88 134.45 -0.43 -0.3% 132.72
Close 135.19 135.03 -0.16 -0.1% 135.22
Range 1.40 1.14 -0.26 -18.6% 2.78
ATR 0.80 0.82 0.02 3.1% 0.00
Volume 1,435,400 1,107,569 -327,831 -22.8% 4,940,186
Daily Pivots for day following 06-Aug-2024
Classic Woodie Camarilla DeMark
R4 138.44 137.88 135.66
R3 137.30 136.74 135.34
R2 136.16 136.16 135.24
R1 135.60 135.60 135.13 135.88
PP 135.02 135.02 135.02 135.17
S1 134.46 134.46 134.93 134.74
S2 133.88 133.88 134.82
S3 132.74 133.32 134.72
S4 131.60 132.18 134.40
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
5 136.28 133.36 2.92 2.2% 1.02 0.8% 57% False False 1,206,852
10 136.28 131.91 4.37 3.2% 0.88 0.7% 71% False False 1,036,977
20 136.28 130.95 5.33 3.9% 0.76 0.6% 77% False False 881,280
40 136.28 129.52 6.76 5.0% 0.76 0.6% 82% False False 964,329
60 136.28 129.37 6.91 5.1% 0.76 0.6% 82% False False 754,921
80 136.28 129.37 6.91 5.1% 0.72 0.5% 82% False False 566,414
100 136.28 129.37 6.91 5.1% 0.64 0.5% 82% False False 453,137
120 136.28 129.37 6.91 5.1% 0.56 0.4% 82% False False 377,616
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.44
2.618 138.57
1.618 137.43
1.000 136.73
0.618 136.29
HIGH 135.59
0.618 135.15
0.500 135.02
0.382 134.89
LOW 134.45
0.618 133.75
1.000 133.31
1.618 132.61
2.618 131.47
4.250 129.61
Fisher Pivots for day following 06-Aug-2024
Pivot 1 day 3 day
R1 135.03 135.34
PP 135.02 135.23
S1 135.02 135.13

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

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