Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 21-Aug-2024
Day Change Summary
Previous Current
20-Aug-2024 21-Aug-2024 Change Change % Previous Week
Open 134.19 134.75 0.56 0.4% 134.45
High 134.68 134.99 0.31 0.2% 135.17
Low 134.09 134.47 0.38 0.3% 134.08
Close 134.63 134.79 0.16 0.1% 134.26
Range 0.59 0.52 -0.07 -11.9% 1.09
ATR 0.74 0.72 -0.02 -2.1% 0.00
Volume 701,611 787,757 86,146 12.3% 2,947,127
Daily Pivots for day following 21-Aug-2024
Classic Woodie Camarilla DeMark
R4 136.31 136.07 135.08
R3 135.79 135.55 134.93
R2 135.27 135.27 134.89
R1 135.03 135.03 134.84 135.15
PP 134.75 134.75 134.75 134.81
S1 134.51 134.51 134.74 134.63
S2 134.23 134.23 134.69
S3 133.71 133.99 134.65
S4 133.19 133.47 134.50
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
5 135.07 134.08 0.99 0.7% 0.63 0.5% 72% False False 628,226
10 135.17 133.97 1.20 0.9% 0.61 0.4% 68% False False 622,796
20 136.28 131.95 4.33 3.2% 0.75 0.6% 66% False False 830,479
40 136.28 130.23 6.05 4.5% 0.71 0.5% 75% False False 831,183
60 136.28 129.37 6.91 5.1% 0.75 0.6% 78% False False 873,537
80 136.28 129.37 6.91 5.1% 0.72 0.5% 78% False False 656,403
100 136.28 129.37 6.91 5.1% 0.70 0.5% 78% False False 525,163
120 136.28 129.37 6.91 5.1% 0.61 0.4% 78% False False 437,640
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.20
2.618 136.35
1.618 135.83
1.000 135.51
0.618 135.31
HIGH 134.99
0.618 134.79
0.500 134.73
0.382 134.67
LOW 134.47
0.618 134.15
1.000 133.95
1.618 133.63
2.618 133.11
4.250 132.26
Fisher Pivots for day following 21-Aug-2024
Pivot 1 day 3 day
R1 134.77 134.71
PP 134.75 134.62
S1 134.73 134.54

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

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