Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 17-Sep-2024
Day Change Summary
Previous Current
16-Sep-2024 17-Sep-2024 Change Change % Previous Week
Open 134.80 134.99 0.19 0.1% 134.10
High 135.09 135.39 0.30 0.2% 135.49
Low 134.63 134.69 0.06 0.0% 133.79
Close 135.04 134.81 -0.23 -0.2% 134.72
Range 0.46 0.70 0.24 52.2% 1.70
ATR 0.67 0.67 0.00 0.4% 0.00
Volume 768,417 941,938 173,521 22.6% 4,907,839
Daily Pivots for day following 17-Sep-2024
Classic Woodie Camarilla DeMark
R4 137.06 136.64 135.20
R3 136.36 135.94 135.00
R2 135.66 135.66 134.94
R1 135.24 135.24 134.87 135.10
PP 134.96 134.96 134.96 134.90
S1 134.54 134.54 134.75 134.40
S2 134.26 134.26 134.68
S3 133.56 133.84 134.62
S4 132.86 133.14 134.43
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
5 135.49 134.57 0.92 0.7% 0.67 0.5% 26% False False 955,300
10 135.49 133.51 1.98 1.5% 0.68 0.5% 66% False False 983,738
20 135.49 132.71 2.78 2.1% 0.66 0.5% 76% False False 590,806
40 135.66 131.28 4.38 3.2% 0.65 0.5% 81% False False 296,143
60 135.66 129.80 5.86 4.3% 0.57 0.4% 85% False False 197,468
80 135.66 128.66 7.00 5.2% 0.57 0.4% 88% False False 148,105
100 135.66 128.66 7.00 5.2% 0.47 0.3% 88% False False 118,484
120 135.66 128.66 7.00 5.2% 0.39 0.3% 88% False False 98,737
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 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.37
2.618 137.22
1.618 136.52
1.000 136.09
0.618 135.82
HIGH 135.39
0.618 135.12
0.500 135.04
0.382 134.96
LOW 134.69
0.618 134.26
1.000 133.99
1.618 133.56
2.618 132.86
4.250 131.72
Fisher Pivots for day following 17-Sep-2024
Pivot 1 day 3 day
R1 135.04 135.01
PP 134.96 134.94
S1 134.89 134.88

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

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