Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 05-Sep-2024
Day Change Summary
Previous Current
04-Sep-2024 05-Sep-2024 Change Change % Previous Week
Open 134.03 134.61 0.58 0.4% 134.62
High 134.71 134.77 0.06 0.0% 134.70
Low 134.03 134.32 0.29 0.2% 133.50
Close 134.54 134.52 -0.02 0.0% 133.91
Range 0.68 0.45 -0.23 -33.8% 1.20
ATR 0.72 0.70 -0.02 -2.7% 0.00
Volume 993,281 150,817 -842,464 -84.8% 4,633,819
Daily Pivots for day following 05-Sep-2024
Classic Woodie Camarilla DeMark
R4 135.89 135.65 134.77
R3 135.44 135.20 134.64
R2 134.99 134.99 134.60
R1 134.75 134.75 134.56 134.65
PP 134.54 134.54 134.54 134.48
S1 134.30 134.30 134.48 134.20
S2 134.09 134.09 134.44
S3 133.64 133.85 134.40
S4 133.19 133.40 134.27
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
5 134.77 133.21 1.56 1.2% 0.69 0.5% 84% True False 1,048,045
10 135.08 133.21 1.87 1.4% 0.67 0.5% 70% False False 893,155
20 135.17 133.21 1.96 1.5% 0.64 0.5% 67% False False 757,975
40 136.28 131.05 5.23 3.9% 0.71 0.5% 66% False False 825,012
60 136.28 129.60 6.68 5.0% 0.72 0.5% 74% False False 894,784
80 136.28 129.37 6.91 5.1% 0.73 0.5% 75% False False 767,851
100 136.28 129.37 6.91 5.1% 0.71 0.5% 75% False False 614,473
120 136.28 129.37 6.91 5.1% 0.65 0.5% 75% False False 512,068
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 136.68
2.618 135.95
1.618 135.50
1.000 135.22
0.618 135.05
HIGH 134.77
0.618 134.60
0.500 134.55
0.382 134.49
LOW 134.32
0.618 134.04
1.000 133.87
1.618 133.59
2.618 133.14
4.250 132.41
Fisher Pivots for day following 05-Sep-2024
Pivot 1 day 3 day
R1 134.55 134.34
PP 134.54 134.17
S1 134.53 133.99

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

View Archives - Comment on this page... - Back to Index of Symbols