Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 07-Aug-2024
Day Change Summary
Previous Current
06-Aug-2024 07-Aug-2024 Change Change % Previous Week
Open 134.25 134.10 -0.15 -0.1% 132.25
High 134.89 134.23 -0.66 -0.5% 134.93
Low 134.00 133.45 -0.55 -0.4% 132.25
Close 134.53 133.62 -0.91 -0.7% 134.71
Range 0.89 0.78 -0.11 -12.4% 2.68
ATR 0.67 0.70 0.03 4.4% 0.00
Volume 731 1,527 796 108.9% 5,296
Daily Pivots for day following 07-Aug-2024
Classic Woodie Camarilla DeMark
R4 136.11 135.64 134.05
R3 135.33 134.86 133.83
R2 134.55 134.55 133.76
R1 134.08 134.08 133.69 133.93
PP 133.77 133.77 133.77 133.69
S1 133.30 133.30 133.55 133.15
S2 132.99 132.99 133.48
S3 132.21 132.52 133.41
S4 131.43 131.74 133.19
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
5 135.66 133.40 2.26 1.7% 0.90 0.7% 10% False False 2,522
10 135.66 131.66 4.00 3.0% 0.73 0.5% 49% False False 1,615
20 135.66 130.62 5.04 3.8% 0.60 0.4% 60% False False 863
40 135.66 129.80 5.86 4.4% 0.53 0.4% 65% False False 474
60 135.66 128.66 7.00 5.2% 0.49 0.4% 71% False False 321
80 135.66 128.66 7.00 5.2% 0.37 0.3% 71% False False 240
100 135.66 128.66 7.00 5.2% 0.29 0.2% 71% False False 192
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 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 137.55
2.618 136.27
1.618 135.49
1.000 135.01
0.618 134.71
HIGH 134.23
0.618 133.93
0.500 133.84
0.382 133.75
LOW 133.45
0.618 132.97
1.000 132.67
1.618 132.19
2.618 131.41
4.250 130.14
Fisher Pivots for day following 07-Aug-2024
Pivot 1 day 3 day
R1 133.84 134.56
PP 133.77 134.24
S1 133.69 133.93

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

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