Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 05-Sep-2024
Day Change Summary
Previous Current
04-Sep-2024 05-Sep-2024 Change Change % Previous Week
Open 133.51 134.19 0.68 0.5% 134.13
High 134.23 134.29 0.06 0.0% 134.16
Low 133.51 133.82 0.31 0.2% 132.99
Close 134.06 134.05 -0.01 0.0% 133.40
Range 0.72 0.47 -0.25 -34.7% 1.17
ATR 0.66 0.65 -0.01 -2.1% 0.00
Volume 812,204 1,143,350 331,146 40.8% 787,533
Daily Pivots for day following 05-Sep-2024
Classic Woodie Camarilla DeMark
R4 135.46 135.23 134.31
R3 134.99 134.76 134.18
R2 134.52 134.52 134.14
R1 134.29 134.29 134.09 134.17
PP 134.05 134.05 134.05 134.00
S1 133.82 133.82 134.01 133.70
S2 133.58 133.58 133.96
S3 133.11 133.35 133.92
S4 132.64 132.88 133.79
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
5 134.29 132.71 1.58 1.2% 0.70 0.5% 85% True False 770,452
10 134.50 132.71 1.79 1.3% 0.66 0.5% 75% False False 393,047
20 134.61 132.71 1.90 1.4% 0.60 0.4% 71% False False 197,369
40 135.66 130.62 5.04 3.8% 0.60 0.4% 68% False False 99,116
60 135.66 129.80 5.86 4.4% 0.55 0.4% 73% False False 66,106
80 135.66 128.66 7.00 5.2% 0.52 0.4% 77% False False 49,583
100 135.66 128.66 7.00 5.2% 0.41 0.3% 77% False False 39,666
120 135.66 128.66 7.00 5.2% 0.34 0.3% 77% False False 33,055
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 136.29
2.618 135.52
1.618 135.05
1.000 134.76
0.618 134.58
HIGH 134.29
0.618 134.11
0.500 134.06
0.382 134.00
LOW 133.82
0.618 133.53
1.000 133.35
1.618 133.06
2.618 132.59
4.250 131.82
Fisher Pivots for day following 05-Sep-2024
Pivot 1 day 3 day
R1 134.06 133.87
PP 134.05 133.68
S1 134.05 133.50

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

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