Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 134.93 134.89 -0.04 0.0% 135.49
High 135.17 135.07 -0.10 -0.1% 136.28
Low 134.56 134.08 -0.48 -0.4% 133.94
Close 135.09 134.13 -0.96 -0.7% 134.58
Range 0.61 0.99 0.38 62.3% 2.34
ATR 0.77 0.78 0.02 2.3% 0.00
Volume 690,667 603,647 -87,020 -12.6% 4,803,496
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 137.40 136.75 134.67
R3 136.41 135.76 134.40
R2 135.42 135.42 134.31
R1 134.77 134.77 134.22 134.60
PP 134.43 134.43 134.43 134.34
S1 133.78 133.78 134.04 133.61
S2 133.44 133.44 133.95
S3 132.45 132.79 133.86
S4 131.46 131.80 133.59
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
5 135.17 134.08 1.09 0.8% 0.63 0.5% 5% False True 583,630
10 136.28 133.94 2.34 1.7% 0.85 0.6% 8% False False 860,650
20 136.28 131.62 4.66 3.5% 0.78 0.6% 54% False False 843,413
40 136.28 130.23 6.05 4.5% 0.71 0.5% 64% False False 856,023
60 136.28 129.37 6.91 5.2% 0.75 0.6% 69% False False 832,246
80 136.28 129.37 6.91 5.2% 0.73 0.5% 69% False False 624,718
100 136.28 129.37 6.91 5.2% 0.68 0.5% 69% False False 499,791
120 136.28 129.37 6.91 5.2% 0.60 0.4% 69% False False 416,494
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 0.22
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 139.28
2.618 137.66
1.618 136.67
1.000 136.06
0.618 135.68
HIGH 135.07
0.618 134.69
0.500 134.58
0.382 134.46
LOW 134.08
0.618 133.47
1.000 133.09
1.618 132.48
2.618 131.49
4.250 129.87
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 134.58 134.63
PP 134.43 134.46
S1 134.28 134.30

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

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