Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 06-Sep-2024
Day Change Summary
Previous Current
05-Sep-2024 06-Sep-2024 Change Change % Previous Week
Open 134.61 134.67 0.06 0.0% 133.33
High 134.77 135.11 0.34 0.3% 135.11
Low 134.32 134.64 0.32 0.2% 133.21
Close 134.52 135.08 0.56 0.4% 135.08
Range 0.45 0.47 0.02 4.4% 1.90
ATR 0.70 0.69 -0.01 -1.1% 0.00
Volume 150,817 9,324 -141,493 -93.8% 2,875,398
Daily Pivots for day following 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 136.35 136.19 135.34
R3 135.88 135.72 135.21
R2 135.41 135.41 135.17
R1 135.25 135.25 135.12 135.33
PP 134.94 134.94 134.94 134.99
S1 134.78 134.78 135.04 134.86
S2 134.47 134.47 134.99
S3 134.00 134.31 134.95
S4 133.53 133.84 134.82
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 140.17 139.52 136.13
R3 138.27 137.62 135.60
R2 136.37 136.37 135.43
R1 135.72 135.72 135.25 136.05
PP 134.47 134.47 134.47 134.63
S1 133.82 133.82 134.91 134.15
S2 132.57 132.57 134.73
S3 130.67 131.92 134.56
S4 128.77 130.02 134.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.11 133.21 1.90 1.4% 0.64 0.5% 98% True False 796,672
10 135.11 133.21 1.90 1.4% 0.62 0.5% 98% True False 815,224
20 135.17 133.21 1.96 1.5% 0.62 0.5% 95% False False 719,825
40 136.28 131.36 4.92 3.6% 0.69 0.5% 76% False False 802,609
60 136.28 130.21 6.07 4.5% 0.72 0.5% 80% False False 867,549
80 136.28 129.37 6.91 5.1% 0.73 0.5% 83% False False 767,936
100 136.28 129.37 6.91 5.1% 0.71 0.5% 83% False False 614,565
120 136.28 129.37 6.91 5.1% 0.65 0.5% 83% False False 512,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.11
2.618 136.34
1.618 135.87
1.000 135.58
0.618 135.40
HIGH 135.11
0.618 134.93
0.500 134.88
0.382 134.82
LOW 134.64
0.618 134.35
1.000 134.17
1.618 133.88
2.618 133.41
4.250 132.64
Fisher Pivots for day following 06-Sep-2024
Pivot 1 day 3 day
R1 135.01 134.91
PP 134.94 134.74
S1 134.88 134.57

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

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