Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 134.62 134.26 -0.36 -0.3% 134.14
High 134.70 134.28 -0.42 -0.3% 135.08
Low 134.04 133.66 -0.38 -0.3% 134.07
Close 134.32 133.87 -0.45 -0.3% 134.55
Range 0.66 0.62 -0.04 -6.1% 1.01
ATR 0.72 0.72 0.00 -0.6% 0.00
Volume 600,525 885,263 284,738 47.4% 3,426,893
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 135.80 135.45 134.21
R3 135.18 134.83 134.04
R2 134.56 134.56 133.98
R1 134.21 134.21 133.93 134.08
PP 133.94 133.94 133.94 133.87
S1 133.59 133.59 133.81 133.46
S2 133.32 133.32 133.76
S3 132.70 132.97 133.70
S4 132.08 132.35 133.53
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
5 135.08 133.66 1.42 1.1% 0.66 0.5% 15% False True 741,040
10 135.17 133.66 1.51 1.1% 0.65 0.5% 14% False True 674,924
20 136.28 133.36 2.92 2.2% 0.74 0.6% 17% False False 807,729
40 136.28 130.23 6.05 4.5% 0.70 0.5% 60% False False 803,615
60 136.28 129.52 6.76 5.0% 0.74 0.6% 64% False False 902,037
80 136.28 129.37 6.91 5.2% 0.72 0.5% 65% False False 692,818
100 136.28 129.37 6.91 5.2% 0.70 0.5% 65% False False 554,336
120 136.28 129.37 6.91 5.2% 0.63 0.5% 65% False False 461,952
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 False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.92
2.618 135.90
1.618 135.28
1.000 134.90
0.618 134.66
HIGH 134.28
0.618 134.04
0.500 133.97
0.382 133.90
LOW 133.66
0.618 133.28
1.000 133.04
1.618 132.66
2.618 132.04
4.250 131.03
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 133.97 134.18
PP 133.94 134.08
S1 133.90 133.97

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

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