Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 134.13 135.21 1.08 0.8% 132.25
High 134.93 135.66 0.73 0.5% 134.93
Low 133.93 134.40 0.47 0.4% 132.25
Close 134.71 134.68 -0.03 0.0% 134.71
Range 1.00 1.26 0.26 26.0% 2.68
ATR 0.60 0.65 0.05 7.8% 0.00
Volume 4,727 5,412 685 14.5% 5,296
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 138.69 137.95 135.37
R3 137.43 136.69 135.03
R2 136.17 136.17 134.91
R1 135.43 135.43 134.80 135.17
PP 134.91 134.91 134.91 134.79
S1 134.17 134.17 134.56 133.91
S2 133.65 133.65 134.45
S3 132.39 132.91 134.33
S4 131.13 131.65 133.99
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 142.00 141.04 136.18
R3 139.32 138.36 135.45
R2 136.64 136.64 135.20
R1 135.68 135.68 134.96 136.16
PP 133.96 133.96 133.96 134.21
S1 133.00 133.00 134.46 133.48
S2 131.28 131.28 134.22
S3 128.60 130.32 133.97
S4 125.92 127.64 133.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.66 132.60 3.06 2.3% 0.76 0.6% 68% True False 2,115
10 135.66 131.28 4.38 3.3% 0.67 0.5% 78% True False 1,428
20 135.66 130.34 5.32 4.0% 0.56 0.4% 82% True False 756
40 135.66 129.20 6.46 4.8% 0.52 0.4% 85% True False 418
60 135.66 128.66 7.00 5.2% 0.46 0.3% 86% True False 283
80 135.66 128.66 7.00 5.2% 0.35 0.3% 86% True False 212
100 135.66 128.66 7.00 5.2% 0.28 0.2% 86% True False 170
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 0.13
Widest range in 104 trading days
Fibonacci Retracements and Extensions
4.250 141.02
2.618 138.96
1.618 137.70
1.000 136.92
0.618 136.44
HIGH 135.66
0.618 135.18
0.500 135.03
0.382 134.88
LOW 134.40
0.618 133.62
1.000 133.14
1.618 132.36
2.618 131.10
4.250 129.05
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 135.03 134.63
PP 134.91 134.58
S1 134.80 134.53

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

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