Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 12-Sep-2024
Day Change Summary
Previous Current
11-Sep-2024 12-Sep-2024 Change Change % Previous Week
Open 134.89 135.12 0.23 0.2% 132.84
High 135.49 135.35 -0.14 -0.1% 134.81
Low 134.67 134.57 -0.10 -0.1% 132.71
Close 135.36 134.73 -0.63 -0.5% 134.55
Range 0.82 0.78 -0.04 -4.9% 2.10
ATR 0.68 0.69 0.01 1.1% 0.00
Volume 1,201,095 1,110,852 -90,243 -7.5% 4,397,056
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 137.22 136.76 135.16
R3 136.44 135.98 134.94
R2 135.66 135.66 134.87
R1 135.20 135.20 134.80 135.04
PP 134.88 134.88 134.88 134.81
S1 134.42 134.42 134.66 134.26
S2 134.10 134.10 134.59
S3 133.32 133.64 134.52
S4 132.54 132.86 134.30
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
5 135.49 133.79 1.70 1.3% 0.78 0.6% 55% False False 1,083,455
10 135.49 132.71 2.78 2.1% 0.74 0.5% 73% False False 926,953
20 135.49 132.71 2.78 2.1% 0.66 0.5% 73% False False 467,848
40 135.66 131.20 4.46 3.3% 0.64 0.5% 79% False False 234,532
60 135.66 129.80 5.86 4.3% 0.57 0.4% 84% False False 156,392
80 135.66 128.66 7.00 5.2% 0.57 0.4% 87% False False 117,298
100 135.66 128.66 7.00 5.2% 0.45 0.3% 87% False False 93,839
120 135.66 128.66 7.00 5.2% 0.38 0.3% 87% False False 78,199
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.67
2.618 137.39
1.618 136.61
1.000 136.13
0.618 135.83
HIGH 135.35
0.618 135.05
0.500 134.96
0.382 134.87
LOW 134.57
0.618 134.09
1.000 133.79
1.618 133.31
2.618 132.53
4.250 131.26
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 134.96 134.93
PP 134.88 134.86
S1 134.81 134.80

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

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