Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 09-Sep-2024
Day Change Summary
Previous Current
06-Sep-2024 09-Sep-2024 Change Change % Previous Week
Open 134.17 134.10 -0.07 -0.1% 132.84
High 134.81 134.62 -0.19 -0.1% 134.81
Low 134.01 133.79 -0.22 -0.2% 132.71
Close 134.55 134.56 0.01 0.0% 134.55
Range 0.80 0.83 0.03 3.8% 2.10
ATR 0.66 0.67 0.01 1.8% 0.00
Volume 1,263,635 843,304 -420,331 -33.3% 4,397,056
Daily Pivots for day following 09-Sep-2024
Classic Woodie Camarilla DeMark
R4 136.81 136.52 135.02
R3 135.98 135.69 134.79
R2 135.15 135.15 134.71
R1 134.86 134.86 134.64 135.01
PP 134.32 134.32 134.32 134.40
S1 134.03 134.03 134.48 134.18
S2 133.49 133.49 134.41
S3 132.66 133.20 134.33
S4 131.83 132.37 134.10
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% 0.75 0.6% 88% False False 1,048,072
10 134.81 132.71 2.10 1.6% 0.69 0.5% 88% False False 602,789
20 134.81 132.71 2.10 1.6% 0.62 0.5% 88% False False 302,665
40 135.66 131.20 4.46 3.3% 0.60 0.4% 75% False False 151,787
60 135.66 129.80 5.86 4.4% 0.55 0.4% 81% False False 101,220
80 135.66 128.66 7.00 5.2% 0.54 0.4% 84% False False 75,919
100 135.66 128.66 7.00 5.2% 0.43 0.3% 84% False False 60,735
120 135.66 128.66 7.00 5.2% 0.36 0.3% 84% False False 50,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138.15
2.618 136.79
1.618 135.96
1.000 135.45
0.618 135.13
HIGH 134.62
0.618 134.30
0.500 134.21
0.382 134.11
LOW 133.79
0.618 133.28
1.000 132.96
1.618 132.45
2.618 131.62
4.250 130.26
Fisher Pivots for day following 09-Sep-2024
Pivot 1 day 3 day
R1 134.44 134.47
PP 134.32 134.39
S1 134.21 134.30

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

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