Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 03-Sep-2024
Day Change Summary
Previous Current
30-Aug-2024 03-Sep-2024 Change Change % Previous Week
Open 133.94 133.33 -0.61 -0.5% 134.62
High 134.19 134.13 -0.06 0.0% 134.70
Low 133.50 133.21 -0.29 -0.2% 133.50
Close 133.91 133.93 0.02 0.0% 133.91
Range 0.69 0.92 0.23 33.3% 1.20
ATR 0.70 0.72 0.02 2.2% 0.00
Volume 1,107,966 1,721,976 614,010 55.4% 4,633,819
Daily Pivots for day following 03-Sep-2024
Classic Woodie Camarilla DeMark
R4 136.52 136.14 134.44
R3 135.60 135.22 134.18
R2 134.68 134.68 134.10
R1 134.30 134.30 134.01 134.49
PP 133.76 133.76 133.76 133.85
S1 133.38 133.38 133.85 133.57
S2 132.84 132.84 133.76
S3 131.92 132.46 133.68
S4 131.00 131.54 133.42
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 137.64 136.97 134.57
R3 136.44 135.77 134.24
R2 135.24 135.24 134.13
R1 134.57 134.57 134.02 134.31
PP 134.04 134.04 134.04 133.90
S1 133.37 133.37 133.80 133.11
S2 132.84 132.84 133.69
S3 131.64 132.17 133.58
S4 130.44 130.97 133.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.49 133.21 1.28 1.0% 0.69 0.5% 56% False True 1,151,054
10 135.08 133.21 1.87 1.4% 0.67 0.5% 39% False True 927,682
20 135.59 133.21 2.38 1.8% 0.68 0.5% 30% False True 804,895
40 136.28 130.78 5.50 4.1% 0.71 0.5% 57% False False 836,692
60 136.28 129.52 6.76 5.0% 0.73 0.5% 65% False False 905,837
80 136.28 129.37 6.91 5.2% 0.73 0.5% 66% False False 753,604
100 136.28 129.37 6.91 5.2% 0.71 0.5% 66% False False 603,035
120 136.28 129.37 6.91 5.2% 0.65 0.5% 66% False False 502,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 138.04
2.618 136.54
1.618 135.62
1.000 135.05
0.618 134.70
HIGH 134.13
0.618 133.78
0.500 133.67
0.382 133.56
LOW 133.21
0.618 132.64
1.000 132.29
1.618 131.72
2.618 130.80
4.250 129.30
Fisher Pivots for day following 03-Sep-2024
Pivot 1 day 3 day
R1 133.84 133.90
PP 133.76 133.88
S1 133.67 133.85

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

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