Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 29-Aug-2024
Day Change Summary
Previous Current
28-Aug-2024 29-Aug-2024 Change Change % Previous Week
Open 133.99 134.01 0.02 0.0% 134.14
High 134.39 134.49 0.10 0.1% 135.08
Low 133.89 133.79 -0.10 -0.1% 134.07
Close 134.09 133.88 -0.21 -0.2% 134.55
Range 0.50 0.70 0.20 40.0% 1.01
ATR 0.70 0.70 0.00 0.0% 0.00
Volume 773,877 1,266,188 492,311 63.6% 3,426,893
Daily Pivots for day following 29-Aug-2024
Classic Woodie Camarilla DeMark
R4 136.15 135.72 134.27
R3 135.45 135.02 134.07
R2 134.75 134.75 134.01
R1 134.32 134.32 133.94 134.19
PP 134.05 134.05 134.05 133.99
S1 133.62 133.62 133.82 133.49
S2 133.35 133.35 133.75
S3 132.65 132.92 133.69
S4 131.95 132.22 133.50
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
5 134.70 133.66 1.04 0.8% 0.60 0.4% 21% False False 833,775
10 135.08 133.66 1.42 1.1% 0.61 0.5% 15% False False 749,499
20 136.28 133.66 2.62 2.0% 0.73 0.5% 8% False False 805,075
40 136.28 130.44 5.84 4.4% 0.70 0.5% 59% False False 804,934
60 136.28 129.52 6.76 5.0% 0.73 0.5% 64% False False 890,071
80 136.28 129.37 6.91 5.2% 0.72 0.5% 65% False False 718,310
100 136.28 129.37 6.91 5.2% 0.71 0.5% 65% False False 574,736
120 136.28 129.37 6.91 5.2% 0.64 0.5% 65% False False 478,952
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 False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 137.47
2.618 136.32
1.618 135.62
1.000 135.19
0.618 134.92
HIGH 134.49
0.618 134.22
0.500 134.14
0.382 134.06
LOW 133.79
0.618 133.36
1.000 133.09
1.618 132.66
2.618 131.96
4.250 130.82
Fisher Pivots for day following 29-Aug-2024
Pivot 1 day 3 day
R1 134.14 134.08
PP 134.05 134.01
S1 133.97 133.95

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

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