Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 13-Aug-2024
Day Change Summary
Previous Current
12-Aug-2024 13-Aug-2024 Change Change % Previous Week
Open 134.45 134.58 0.13 0.1% 135.49
High 134.69 135.08 0.39 0.3% 136.28
Low 134.27 134.47 0.20 0.1% 133.94
Close 134.41 135.06 0.65 0.5% 134.58
Range 0.42 0.61 0.19 45.2% 2.34
ATR 0.79 0.78 -0.01 -1.1% 0.00
Volume 493,490 617,070 123,580 25.0% 4,803,496
Daily Pivots for day following 13-Aug-2024
Classic Woodie Camarilla DeMark
R4 136.70 136.49 135.40
R3 136.09 135.88 135.23
R2 135.48 135.48 135.17
R1 135.27 135.27 135.12 135.38
PP 134.87 134.87 134.87 134.92
S1 134.66 134.66 135.00 134.77
S2 134.26 134.26 134.95
S3 133.65 134.05 134.89
S4 133.04 133.44 134.72
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 141.95 140.61 135.87
R3 139.61 138.27 135.22
R2 137.27 137.27 135.01
R1 135.93 135.93 134.79 135.43
PP 134.93 134.93 134.93 134.69
S1 133.59 133.59 134.37 133.09
S2 132.59 132.59 134.15
S3 130.25 131.25 133.94
S4 127.91 128.91 133.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.08 133.94 1.14 0.8% 0.64 0.5% 98% True False 674,217
10 136.28 133.36 2.92 2.2% 0.83 0.6% 58% False False 940,534
20 136.28 131.62 4.66 3.5% 0.75 0.6% 74% False False 857,133
40 136.28 130.23 6.05 4.5% 0.71 0.5% 80% False False 874,838
60 136.28 129.37 6.91 5.1% 0.75 0.6% 82% False False 810,790
80 136.28 129.37 6.91 5.1% 0.73 0.5% 82% False False 608,544
100 136.28 129.37 6.91 5.1% 0.67 0.5% 82% False False 486,848
120 136.28 129.37 6.91 5.1% 0.58 0.4% 82% False False 405,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.67
2.618 136.68
1.618 136.07
1.000 135.69
0.618 135.46
HIGH 135.08
0.618 134.85
0.500 134.78
0.382 134.70
LOW 134.47
0.618 134.09
1.000 133.86
1.618 133.48
2.618 132.87
4.250 131.88
Fisher Pivots for day following 13-Aug-2024
Pivot 1 day 3 day
R1 134.97 134.92
PP 134.87 134.77
S1 134.78 134.63

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

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