Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 23-Sep-2024
Day Change Summary
Previous Current
20-Sep-2024 23-Sep-2024 Change Change % Previous Week
Open 134.29 134.16 -0.13 -0.1% 134.80
High 134.53 134.82 0.29 0.2% 135.39
Low 133.92 134.02 0.10 0.1% 133.92
Close 133.93 134.50 0.57 0.4% 133.93
Range 0.61 0.80 0.19 31.1% 1.47
ATR 0.65 0.67 0.02 2.6% 0.00
Volume 933,186 1,214,018 280,832 30.1% 4,676,404
Daily Pivots for day following 23-Sep-2024
Classic Woodie Camarilla DeMark
R4 136.85 136.47 134.94
R3 136.05 135.67 134.72
R2 135.25 135.25 134.65
R1 134.87 134.87 134.57 135.06
PP 134.45 134.45 134.45 134.54
S1 134.07 134.07 134.43 134.26
S2 133.65 133.65 134.35
S3 132.85 133.27 134.28
S4 132.05 132.47 134.06
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% 0.65 0.5% 39% False False 1,024,401
10 135.49 133.92 1.57 1.2% 0.66 0.5% 37% False False 995,495
20 135.49 132.71 2.78 2.1% 0.67 0.5% 64% False False 799,142
40 135.66 132.25 3.41 2.5% 0.65 0.5% 66% False False 400,556
60 135.66 129.80 5.86 4.4% 0.60 0.4% 80% False False 267,113
80 135.66 128.87 6.79 5.0% 0.56 0.4% 83% False False 200,354
100 135.66 128.66 7.00 5.2% 0.50 0.4% 83% False False 160,285
120 135.66 128.66 7.00 5.2% 0.41 0.3% 83% False False 133,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 138.22
2.618 136.91
1.618 136.11
1.000 135.62
0.618 135.31
HIGH 134.82
0.618 134.51
0.500 134.42
0.382 134.33
LOW 134.02
0.618 133.53
1.000 133.22
1.618 132.73
2.618 131.93
4.250 130.62
Fisher Pivots for day following 23-Sep-2024
Pivot 1 day 3 day
R1 134.47 134.46
PP 134.45 134.41
S1 134.42 134.37

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

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