Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 22-Aug-2024
Day Change Summary
Previous Current
21-Aug-2024 22-Aug-2024 Change Change % Previous Week
Open 134.75 134.76 0.01 0.0% 134.45
High 134.99 135.08 0.09 0.1% 135.17
Low 134.47 134.11 -0.36 -0.3% 134.08
Close 134.79 134.25 -0.54 -0.4% 134.26
Range 0.52 0.97 0.45 86.5% 1.09
ATR 0.72 0.74 0.02 2.5% 0.00
Volume 787,757 788,636 879 0.1% 2,947,127
Daily Pivots for day following 22-Aug-2024
Classic Woodie Camarilla DeMark
R4 137.39 136.79 134.78
R3 136.42 135.82 134.52
R2 135.45 135.45 134.43
R1 134.85 134.85 134.34 134.67
PP 134.48 134.48 134.48 134.39
S1 133.88 133.88 134.16 133.70
S2 133.51 133.51 134.07
S3 132.54 132.91 133.98
S4 131.57 131.94 133.72
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
5 135.08 134.09 0.99 0.7% 0.62 0.5% 16% True False 665,224
10 135.17 134.08 1.09 0.8% 0.63 0.5% 16% False False 624,427
20 136.28 132.08 4.20 3.1% 0.75 0.6% 52% False False 814,794
40 136.28 130.23 6.05 4.5% 0.71 0.5% 66% False False 830,288
60 136.28 129.37 6.91 5.1% 0.75 0.6% 71% False False 885,864
80 136.28 129.37 6.91 5.1% 0.73 0.5% 71% False False 666,255
100 136.28 129.37 6.91 5.1% 0.70 0.5% 71% False False 533,049
120 136.28 129.37 6.91 5.1% 0.61 0.5% 71% False False 444,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 139.20
2.618 137.62
1.618 136.65
1.000 136.05
0.618 135.68
HIGH 135.08
0.618 134.71
0.500 134.60
0.382 134.48
LOW 134.11
0.618 133.51
1.000 133.14
1.618 132.54
2.618 131.57
4.250 129.99
Fisher Pivots for day following 22-Aug-2024
Pivot 1 day 3 day
R1 134.60 134.59
PP 134.48 134.47
S1 134.37 134.36

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

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