Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 08-Aug-2024
Day Change Summary
Previous Current
07-Aug-2024 08-Aug-2024 Change Change % Previous Week
Open 134.71 134.36 -0.35 -0.3% 132.77
High 134.84 134.72 -0.12 -0.1% 135.50
Low 133.94 133.97 0.03 0.0% 132.72
Close 134.12 134.12 0.00 0.0% 135.22
Range 0.90 0.75 -0.15 -16.7% 2.78
ATR 0.84 0.83 -0.01 -0.8% 0.00
Volume 974,925 772,324 -202,601 -20.8% 4,940,186
Daily Pivots for day following 08-Aug-2024
Classic Woodie Camarilla DeMark
R4 136.52 136.07 134.53
R3 135.77 135.32 134.33
R2 135.02 135.02 134.26
R1 134.57 134.57 134.19 134.42
PP 134.27 134.27 134.27 134.20
S1 133.82 133.82 134.05 133.67
S2 133.52 133.52 133.98
S3 132.77 133.07 133.91
S4 132.02 132.32 133.71
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
5 136.28 133.94 2.34 1.7% 1.06 0.8% 8% False False 1,137,670
10 136.28 132.08 4.20 3.1% 0.87 0.7% 49% False False 1,005,161
20 136.28 131.36 4.92 3.7% 0.77 0.6% 56% False False 885,394
40 136.28 130.21 6.07 4.5% 0.76 0.6% 64% False False 941,411
60 136.28 129.37 6.91 5.2% 0.77 0.6% 69% False False 783,973
80 136.28 129.37 6.91 5.2% 0.73 0.5% 69% False False 588,251
100 136.28 129.37 6.91 5.2% 0.66 0.5% 69% False False 470,610
120 136.28 129.37 6.91 5.2% 0.57 0.4% 69% False False 392,176
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 137.91
2.618 136.68
1.618 135.93
1.000 135.47
0.618 135.18
HIGH 134.72
0.618 134.43
0.500 134.35
0.382 134.26
LOW 133.97
0.618 133.51
1.000 133.22
1.618 132.76
2.618 132.01
4.250 130.78
Fisher Pivots for day following 08-Aug-2024
Pivot 1 day 3 day
R1 134.35 134.77
PP 134.27 134.55
S1 134.20 134.34

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

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