Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 16-Aug-2024
Day Change Summary
Previous Current
15-Aug-2024 16-Aug-2024 Change Change % Previous Week
Open 134.89 134.23 -0.66 -0.5% 134.45
High 135.07 134.65 -0.42 -0.3% 135.17
Low 134.08 134.14 0.06 0.0% 134.08
Close 134.13 134.26 0.13 0.1% 134.26
Range 0.99 0.51 -0.48 -48.5% 1.09
ATR 0.78 0.77 -0.02 -2.4% 0.00
Volume 603,647 542,253 -61,394 -10.2% 2,947,127
Daily Pivots for day following 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 135.88 135.58 134.54
R3 135.37 135.07 134.40
R2 134.86 134.86 134.35
R1 134.56 134.56 134.31 134.71
PP 134.35 134.35 134.35 134.43
S1 134.05 134.05 134.21 134.20
S2 133.84 133.84 134.17
S3 133.33 133.54 134.12
S4 132.82 133.03 133.98
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 137.77 137.11 134.86
R3 136.68 136.02 134.56
R2 135.59 135.59 134.46
R1 134.93 134.93 134.36 134.72
PP 134.50 134.50 134.50 134.40
S1 133.84 133.84 134.16 133.63
S2 133.41 133.41 134.06
S3 132.32 132.75 133.96
S4 131.23 131.66 133.66
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% 17% False False 589,425
10 136.28 133.94 2.34 1.7% 0.79 0.6% 14% False False 775,062
20 136.28 131.62 4.66 3.5% 0.77 0.6% 57% False False 844,398
40 136.28 130.23 6.05 4.5% 0.71 0.5% 67% False False 847,220
60 136.28 129.37 6.91 5.1% 0.76 0.6% 71% False False 841,196
80 136.28 129.37 6.91 5.1% 0.73 0.5% 71% False False 631,489
100 136.28 129.37 6.91 5.1% 0.69 0.5% 71% False False 505,213
120 136.28 129.37 6.91 5.1% 0.60 0.4% 71% False False 421,013
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136.82
2.618 135.99
1.618 135.48
1.000 135.16
0.618 134.97
HIGH 134.65
0.618 134.46
0.500 134.40
0.382 134.33
LOW 134.14
0.618 133.82
1.000 133.63
1.618 133.31
2.618 132.80
4.250 131.97
Fisher Pivots for day following 16-Aug-2024
Pivot 1 day 3 day
R1 134.40 134.63
PP 134.35 134.50
S1 134.31 134.38

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

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