Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 06-Sep-2024
Day Change Summary
Previous Current
05-Sep-2024 06-Sep-2024 Change Change % Previous Week
Open 134.19 134.17 -0.02 0.0% 132.84
High 134.29 134.81 0.52 0.4% 134.81
Low 133.82 134.01 0.19 0.1% 132.71
Close 134.05 134.55 0.50 0.4% 134.55
Range 0.47 0.80 0.33 70.2% 2.10
ATR 0.65 0.66 0.01 1.6% 0.00
Volume 1,143,350 1,263,635 120,285 10.5% 4,397,056
Daily Pivots for day following 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 136.86 136.50 134.99
R3 136.06 135.70 134.77
R2 135.26 135.26 134.70
R1 134.90 134.90 134.62 135.08
PP 134.46 134.46 134.46 134.55
S1 134.10 134.10 134.48 134.28
S2 133.66 133.66 134.40
S3 132.86 133.30 134.33
S4 132.06 132.50 134.11
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 140.32 139.54 135.71
R3 138.22 137.44 135.13
R2 136.12 136.12 134.94
R1 135.34 135.34 134.74 135.73
PP 134.02 134.02 134.02 134.22
S1 133.24 133.24 134.36 133.63
S2 131.92 131.92 134.17
S3 129.82 131.14 133.97
S4 127.72 129.04 133.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.81 132.71 2.10 1.6% 0.72 0.5% 88% True False 957,587
10 134.81 132.71 2.10 1.6% 0.65 0.5% 88% True False 519,043
20 134.81 132.71 2.10 1.6% 0.60 0.4% 88% True False 260,531
40 135.66 130.95 4.71 3.5% 0.59 0.4% 76% False False 130,705
60 135.66 129.80 5.86 4.4% 0.55 0.4% 81% False False 87,166
80 135.66 128.66 7.00 5.2% 0.53 0.4% 84% False False 65,378
100 135.66 128.66 7.00 5.2% 0.42 0.3% 84% False False 52,302
120 135.66 128.66 7.00 5.2% 0.35 0.3% 84% False False 43,585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.21
2.618 136.90
1.618 136.10
1.000 135.61
0.618 135.30
HIGH 134.81
0.618 134.50
0.500 134.41
0.382 134.32
LOW 134.01
0.618 133.52
1.000 133.21
1.618 132.72
2.618 131.92
4.250 130.61
Fisher Pivots for day following 06-Sep-2024
Pivot 1 day 3 day
R1 134.50 134.42
PP 134.46 134.29
S1 134.41 134.16

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

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