Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 20-Sep-2024
Day Change Summary
Previous Current
19-Sep-2024 20-Sep-2024 Change Change % Previous Week
Open 134.13 134.29 0.16 0.1% 134.80
High 134.40 134.53 0.13 0.1% 135.39
Low 133.99 133.92 -0.07 -0.1% 133.92
Close 134.32 133.93 -0.39 -0.3% 133.93
Range 0.41 0.61 0.20 48.8% 1.47
ATR 0.66 0.65 0.00 -0.5% 0.00
Volume 1,091,561 933,186 -158,375 -14.5% 4,676,404
Daily Pivots for day following 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 135.96 135.55 134.27
R3 135.35 134.94 134.10
R2 134.74 134.74 134.04
R1 134.33 134.33 133.99 134.23
PP 134.13 134.13 134.13 134.08
S1 133.72 133.72 133.87 133.62
S2 133.52 133.52 133.82
S3 132.91 133.11 133.76
S4 132.30 132.50 133.59
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 138.82 137.85 134.74
R3 137.35 136.38 134.33
R2 135.88 135.88 134.20
R1 134.91 134.91 134.06 134.66
PP 134.41 134.41 134.41 134.29
S1 133.44 133.44 133.80 133.19
S2 132.94 132.94 133.66
S3 131.47 131.97 133.53
S4 130.00 130.50 133.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.39 133.92 1.47 1.1% 0.58 0.4% 1% False True 935,280
10 135.49 133.79 1.70 1.3% 0.66 0.5% 8% False False 958,424
20 135.49 132.71 2.78 2.1% 0.65 0.5% 44% False False 738,734
40 135.66 131.66 4.00 3.0% 0.65 0.5% 57% False False 370,206
60 135.66 129.80 5.86 4.4% 0.58 0.4% 70% False False 246,879
80 135.66 128.87 6.79 5.1% 0.55 0.4% 75% False False 185,179
100 135.66 128.66 7.00 5.2% 0.49 0.4% 75% False False 148,145
120 135.66 128.66 7.00 5.2% 0.41 0.3% 75% False False 123,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.12
2.618 136.13
1.618 135.52
1.000 135.14
0.618 134.91
HIGH 134.53
0.618 134.30
0.500 134.23
0.382 134.15
LOW 133.92
0.618 133.54
1.000 133.31
1.618 132.93
2.618 132.32
4.250 131.33
Fisher Pivots for day following 20-Sep-2024
Pivot 1 day 3 day
R1 134.23 134.39
PP 134.13 134.24
S1 134.03 134.08

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

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