Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 13-Sep-2024
Day Change Summary
Previous Current
12-Sep-2024 13-Sep-2024 Change Change % Previous Week
Open 135.12 134.85 -0.27 -0.2% 134.10
High 135.35 135.19 -0.16 -0.1% 135.49
Low 134.57 134.62 0.05 0.0% 133.79
Close 134.73 134.72 -0.01 0.0% 134.72
Range 0.78 0.57 -0.21 -26.9% 1.70
ATR 0.69 0.68 -0.01 -1.3% 0.00
Volume 1,110,852 754,199 -356,653 -32.1% 4,907,839
Daily Pivots for day following 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 136.55 136.21 135.03
R3 135.98 135.64 134.88
R2 135.41 135.41 134.82
R1 135.07 135.07 134.77 134.96
PP 134.84 134.84 134.84 134.79
S1 134.50 134.50 134.67 134.39
S2 134.27 134.27 134.62
S3 133.70 133.93 134.56
S4 133.13 133.36 134.41
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 139.77 138.94 135.66
R3 138.07 137.24 135.19
R2 136.37 136.37 135.03
R1 135.54 135.54 134.88 135.96
PP 134.67 134.67 134.67 134.87
S1 133.84 133.84 134.56 134.26
S2 132.97 132.97 134.41
S3 131.27 132.14 134.25
S4 129.57 130.44 133.79
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% 0.73 0.5% 55% False False 981,567
10 135.49 132.71 2.78 2.1% 0.73 0.5% 72% False False 969,577
20 135.49 132.71 2.78 2.1% 0.65 0.5% 72% False False 505,539
40 135.66 131.20 4.46 3.3% 0.65 0.5% 79% False False 253,385
60 135.66 129.80 5.86 4.3% 0.57 0.4% 84% False False 168,962
80 135.66 128.66 7.00 5.2% 0.56 0.4% 87% False False 126,726
100 135.66 128.66 7.00 5.2% 0.46 0.3% 87% False False 101,381
120 135.66 128.66 7.00 5.2% 0.38 0.3% 87% False False 84,484
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 137.61
2.618 136.68
1.618 136.11
1.000 135.76
0.618 135.54
HIGH 135.19
0.618 134.97
0.500 134.91
0.382 134.84
LOW 134.62
0.618 134.27
1.000 134.05
1.618 133.70
2.618 133.13
4.250 132.20
Fisher Pivots for day following 13-Sep-2024
Pivot 1 day 3 day
R1 134.91 135.03
PP 134.84 134.93
S1 134.78 134.82

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

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