Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 04-Sep-2024
Day Change Summary
Previous Current
03-Sep-2024 04-Sep-2024 Change Change % Previous Week
Open 132.84 133.51 0.67 0.5% 134.13
High 133.63 134.23 0.60 0.4% 134.16
Low 132.71 133.51 0.80 0.6% 132.99
Close 133.43 134.06 0.63 0.5% 133.40
Range 0.92 0.72 -0.20 -21.7% 1.17
ATR 0.65 0.66 0.01 1.6% 0.00
Volume 1,177,867 812,204 -365,663 -31.0% 787,533
Daily Pivots for day following 04-Sep-2024
Classic Woodie Camarilla DeMark
R4 136.09 135.80 134.46
R3 135.37 135.08 134.26
R2 134.65 134.65 134.19
R1 134.36 134.36 134.13 134.51
PP 133.93 133.93 133.93 134.01
S1 133.64 133.64 133.99 133.79
S2 133.21 133.21 133.93
S3 132.49 132.92 133.86
S4 131.77 132.20 133.66
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 137.03 136.38 134.04
R3 135.86 135.21 133.72
R2 134.69 134.69 133.61
R1 134.04 134.04 133.51 133.78
PP 133.52 133.52 133.52 133.39
S1 132.87 132.87 133.29 132.61
S2 132.35 132.35 133.19
S3 131.18 131.70 133.08
S4 130.01 130.53 132.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.23 132.71 1.52 1.1% 0.70 0.5% 89% True False 549,305
10 134.50 132.71 1.79 1.3% 0.66 0.5% 75% False False 278,891
20 134.61 132.71 1.90 1.4% 0.61 0.5% 71% False False 140,277
40 135.66 130.54 5.12 3.8% 0.60 0.4% 69% False False 70,533
60 135.66 129.80 5.86 4.4% 0.56 0.4% 73% False False 47,050
80 135.66 128.66 7.00 5.2% 0.51 0.4% 77% False False 35,291
100 135.66 128.66 7.00 5.2% 0.41 0.3% 77% False False 28,232
120 135.66 128.66 7.00 5.2% 0.34 0.3% 77% False False 23,527
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.29
2.618 136.11
1.618 135.39
1.000 134.95
0.618 134.67
HIGH 134.23
0.618 133.95
0.500 133.87
0.382 133.79
LOW 133.51
0.618 133.07
1.000 132.79
1.618 132.35
2.618 131.63
4.250 130.45
Fisher Pivots for day following 04-Sep-2024
Pivot 1 day 3 day
R1 134.00 133.86
PP 133.93 133.67
S1 133.87 133.47

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

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