Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 19-Sep-2024
Day Change Summary
Previous Current
18-Sep-2024 19-Sep-2024 Change Change % Previous Week
Open 134.75 134.13 -0.62 -0.5% 134.10
High 134.86 134.40 -0.46 -0.3% 135.49
Low 134.12 133.99 -0.13 -0.1% 133.79
Close 134.32 134.32 0.00 0.0% 134.72
Range 0.74 0.41 -0.33 -44.6% 1.70
ATR 0.67 0.66 -0.02 -2.8% 0.00
Volume 941,302 1,091,561 150,259 16.0% 4,907,839
Daily Pivots for day following 19-Sep-2024
Classic Woodie Camarilla DeMark
R4 135.47 135.30 134.55
R3 135.06 134.89 134.43
R2 134.65 134.65 134.40
R1 134.48 134.48 134.36 134.57
PP 134.24 134.24 134.24 134.28
S1 134.07 134.07 134.28 134.16
S2 133.83 133.83 134.24
S3 133.42 133.66 134.21
S4 133.01 133.25 134.09
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
5 135.39 133.99 1.40 1.0% 0.58 0.4% 24% False True 899,483
10 135.49 133.79 1.70 1.3% 0.68 0.5% 31% False False 991,469
20 135.49 132.71 2.78 2.1% 0.67 0.5% 58% False False 692,258
40 135.66 131.66 4.00 3.0% 0.65 0.5% 67% False False 346,955
60 135.66 129.80 5.86 4.4% 0.58 0.4% 77% False False 231,326
80 135.66 128.66 7.00 5.2% 0.55 0.4% 81% False False 173,516
100 135.66 128.66 7.00 5.2% 0.48 0.4% 81% False False 138,813
120 135.66 128.66 7.00 5.2% 0.40 0.3% 81% False False 115,677
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.21
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 136.14
2.618 135.47
1.618 135.06
1.000 134.81
0.618 134.65
HIGH 134.40
0.618 134.24
0.500 134.20
0.382 134.15
LOW 133.99
0.618 133.74
1.000 133.58
1.618 133.33
2.618 132.92
4.250 132.25
Fisher Pivots for day following 19-Sep-2024
Pivot 1 day 3 day
R1 134.28 134.69
PP 134.24 134.57
S1 134.20 134.44

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

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