Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 20-Aug-2024
Day Change Summary
Previous Current
19-Aug-2024 20-Aug-2024 Change Change % Previous Week
Open 134.14 134.19 0.05 0.0% 134.45
High 134.62 134.68 0.06 0.0% 135.17
Low 134.09 134.09 0.00 0.0% 134.08
Close 134.15 134.63 0.48 0.4% 134.26
Range 0.53 0.59 0.06 11.3% 1.09
ATR 0.75 0.74 -0.01 -1.5% 0.00
Volume 505,866 701,611 195,745 38.7% 2,947,127
Daily Pivots for day following 20-Aug-2024
Classic Woodie Camarilla DeMark
R4 136.24 136.02 134.95
R3 135.65 135.43 134.79
R2 135.06 135.06 134.74
R1 134.84 134.84 134.68 134.95
PP 134.47 134.47 134.47 134.52
S1 134.25 134.25 134.58 134.36
S2 133.88 133.88 134.52
S3 133.29 133.66 134.47
S4 132.70 133.07 134.31
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% 0.65 0.5% 50% False False 608,808
10 135.17 133.94 1.23 0.9% 0.64 0.5% 56% False False 641,513
20 136.28 131.91 4.37 3.2% 0.76 0.6% 62% False False 839,245
40 136.28 130.23 6.05 4.5% 0.70 0.5% 73% False False 830,855
60 136.28 129.37 6.91 5.1% 0.75 0.6% 76% False False 860,615
80 136.28 129.37 6.91 5.1% 0.72 0.5% 76% False False 646,567
100 136.28 129.37 6.91 5.1% 0.69 0.5% 76% False False 517,285
120 136.28 129.37 6.91 5.1% 0.60 0.4% 76% False False 431,075
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.19
2.618 136.22
1.618 135.63
1.000 135.27
0.618 135.04
HIGH 134.68
0.618 134.45
0.500 134.39
0.382 134.32
LOW 134.09
0.618 133.73
1.000 133.50
1.618 133.14
2.618 132.55
4.250 131.58
Fisher Pivots for day following 20-Aug-2024
Pivot 1 day 3 day
R1 134.55 134.55
PP 134.47 134.47
S1 134.39 134.39

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

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