Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 26-Aug-2024
Day Change Summary
Previous Current
23-Aug-2024 26-Aug-2024 Change Change % Previous Week
Open 134.26 134.62 0.36 0.3% 134.14
High 134.59 134.70 0.11 0.1% 135.08
Low 134.07 134.04 -0.03 0.0% 134.07
Close 134.55 134.32 -0.23 -0.2% 134.55
Range 0.52 0.66 0.14 26.9% 1.01
ATR 0.72 0.72 0.00 -0.6% 0.00
Volume 643,023 600,525 -42,498 -6.6% 3,426,893
Daily Pivots for day following 26-Aug-2024
Classic Woodie Camarilla DeMark
R4 136.33 135.99 134.68
R3 135.67 135.33 134.50
R2 135.01 135.01 134.44
R1 134.67 134.67 134.38 134.51
PP 134.35 134.35 134.35 134.28
S1 134.01 134.01 134.26 133.85
S2 133.69 133.69 134.20
S3 133.03 133.35 134.14
S4 132.37 132.69 133.96
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 137.60 137.08 135.11
R3 136.59 136.07 134.83
R2 135.58 135.58 134.74
R1 135.06 135.06 134.64 135.32
PP 134.57 134.57 134.57 134.70
S1 134.05 134.05 134.46 134.31
S2 133.56 133.56 134.36
S3 132.55 133.04 134.27
S4 131.54 132.03 133.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.08 134.04 1.04 0.8% 0.65 0.5% 27% False True 704,310
10 135.17 134.04 1.13 0.8% 0.65 0.5% 25% False True 648,105
20 136.28 133.06 3.22 2.4% 0.74 0.5% 39% False False 800,009
40 136.28 130.23 6.05 4.5% 0.71 0.5% 68% False False 809,061
60 136.28 129.37 6.91 5.1% 0.75 0.6% 72% False False 899,176
80 136.28 129.37 6.91 5.1% 0.72 0.5% 72% False False 681,766
100 136.28 129.37 6.91 5.1% 0.70 0.5% 72% False False 545,484
120 136.28 129.37 6.91 5.1% 0.62 0.5% 72% False False 454,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 137.51
2.618 136.43
1.618 135.77
1.000 135.36
0.618 135.11
HIGH 134.70
0.618 134.45
0.500 134.37
0.382 134.29
LOW 134.04
0.618 133.63
1.000 133.38
1.618 132.97
2.618 132.31
4.250 131.24
Fisher Pivots for day following 26-Aug-2024
Pivot 1 day 3 day
R1 134.37 134.56
PP 134.35 134.48
S1 134.34 134.40

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

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