Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 28-Aug-2024
Day Change Summary
Previous Current
27-Aug-2024 28-Aug-2024 Change Change % Previous Week
Open 133.77 133.49 -0.28 -0.2% 133.66
High 133.78 133.88 0.10 0.1% 134.50
Low 133.16 133.39 0.23 0.2% 133.59
Close 133.37 133.59 0.22 0.2% 134.06
Range 0.62 0.49 -0.13 -21.0% 0.91
ATR 0.63 0.62 -0.01 -1.4% 0.00
Volume 22,417 37,614 15,197 67.8% 13,964
Daily Pivots for day following 28-Aug-2024
Classic Woodie Camarilla DeMark
R4 135.09 134.83 133.86
R3 134.60 134.34 133.72
R2 134.11 134.11 133.68
R1 133.85 133.85 133.63 133.98
PP 133.62 133.62 133.62 133.69
S1 133.36 133.36 133.55 133.49
S2 133.13 133.13 133.50
S3 132.64 132.87 133.46
S4 132.15 132.38 133.32
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 136.78 136.33 134.56
R3 135.87 135.42 134.31
R2 134.96 134.96 134.23
R1 134.51 134.51 134.14 134.74
PP 134.05 134.05 134.05 134.16
S1 133.60 133.60 133.98 133.83
S2 133.14 133.14 133.89
S3 132.23 132.69 133.81
S4 131.32 131.78 133.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.50 133.16 1.34 1.0% 0.62 0.5% 32% False False 15,642
10 134.50 133.16 1.34 1.0% 0.59 0.4% 32% False False 8,742
20 135.66 133.16 2.50 1.9% 0.65 0.5% 17% False False 5,386
40 135.66 130.05 5.61 4.2% 0.55 0.4% 63% False False 2,813
60 135.66 128.87 6.79 5.1% 0.53 0.4% 70% False False 1,903
80 135.66 128.66 7.00 5.2% 0.47 0.4% 70% False False 1,429
100 135.66 128.66 7.00 5.2% 0.38 0.3% 70% False False 1,143
120 135.66 128.66 7.00 5.2% 0.32 0.2% 70% False False 953
Crabel Price Patterns
NR True
NR4 False
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 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.96
2.618 135.16
1.618 134.67
1.000 134.37
0.618 134.18
HIGH 133.88
0.618 133.69
0.500 133.64
0.382 133.58
LOW 133.39
0.618 133.09
1.000 132.90
1.618 132.60
2.618 132.11
4.250 131.31
Fisher Pivots for day following 28-Aug-2024
Pivot 1 day 3 day
R1 133.64 133.66
PP 133.62 133.64
S1 133.61 133.61

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

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