Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 04-Sep-2024
Day Change Summary
Previous Current
03-Sep-2024 04-Sep-2024 Change Change % Previous Week
Open 133.33 134.03 0.70 0.5% 134.62
High 134.13 134.71 0.58 0.4% 134.70
Low 133.21 134.03 0.82 0.6% 133.50
Close 133.93 134.54 0.61 0.5% 133.91
Range 0.92 0.68 -0.24 -26.1% 1.20
ATR 0.72 0.72 0.00 0.6% 0.00
Volume 1,721,976 993,281 -728,695 -42.3% 4,633,819
Daily Pivots for day following 04-Sep-2024
Classic Woodie Camarilla DeMark
R4 136.47 136.18 134.91
R3 135.79 135.50 134.73
R2 135.11 135.11 134.66
R1 134.82 134.82 134.60 134.97
PP 134.43 134.43 134.43 134.50
S1 134.14 134.14 134.48 134.29
S2 133.75 133.75 134.42
S3 133.07 133.46 134.35
S4 132.39 132.78 134.17
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
5 134.71 133.21 1.50 1.1% 0.70 0.5% 89% True False 1,172,657
10 135.08 133.21 1.87 1.4% 0.68 0.5% 71% False False 956,849
20 135.17 133.21 1.96 1.5% 0.66 0.5% 68% False False 799,181
40 136.28 130.95 5.33 4.0% 0.71 0.5% 67% False False 840,230
60 136.28 129.52 6.76 5.0% 0.73 0.5% 74% False False 909,280
80 136.28 129.37 6.91 5.1% 0.73 0.5% 75% False False 765,986
100 136.28 129.37 6.91 5.1% 0.71 0.5% 75% False False 612,967
120 136.28 129.37 6.91 5.1% 0.65 0.5% 75% False False 510,811
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 137.60
2.618 136.49
1.618 135.81
1.000 135.39
0.618 135.13
HIGH 134.71
0.618 134.45
0.500 134.37
0.382 134.29
LOW 134.03
0.618 133.61
1.000 133.35
1.618 132.93
2.618 132.25
4.250 131.14
Fisher Pivots for day following 04-Sep-2024
Pivot 1 day 3 day
R1 134.48 134.35
PP 134.43 134.15
S1 134.37 133.96

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

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