Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 25-Sep-2024
Day Change Summary
Previous Current
24-Sep-2024 25-Sep-2024 Change Change % Previous Week
Open 134.75 134.86 0.11 0.1% 134.80
High 135.01 134.98 -0.03 0.0% 135.39
Low 134.23 134.34 0.11 0.1% 133.92
Close 134.95 134.44 -0.51 -0.4% 133.93
Range 0.78 0.64 -0.14 -17.9% 1.47
ATR 0.68 0.67 0.00 -0.4% 0.00
Volume 1,275,607 1,032,680 -242,927 -19.0% 4,676,404
Daily Pivots for day following 25-Sep-2024
Classic Woodie Camarilla DeMark
R4 136.51 136.11 134.79
R3 135.87 135.47 134.62
R2 135.23 135.23 134.56
R1 134.83 134.83 134.50 134.71
PP 134.59 134.59 134.59 134.53
S1 134.19 134.19 134.38 134.07
S2 133.95 133.95 134.32
S3 133.31 133.55 134.26
S4 132.67 132.91 134.09
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
5 135.01 133.92 1.09 0.8% 0.65 0.5% 48% False False 1,109,410
10 135.39 133.92 1.47 1.1% 0.65 0.5% 35% False False 1,006,376
20 135.49 132.71 2.78 2.1% 0.68 0.5% 62% False False 913,003
40 135.66 132.71 2.95 2.2% 0.67 0.5% 59% False False 458,256
60 135.66 129.80 5.86 4.4% 0.60 0.4% 79% False False 305,583
80 135.66 128.87 6.79 5.1% 0.56 0.4% 82% False False 229,207
100 135.66 128.66 7.00 5.2% 0.51 0.4% 83% False False 183,368
120 135.66 128.66 7.00 5.2% 0.42 0.3% 83% False False 152,806
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.70
2.618 136.66
1.618 136.02
1.000 135.62
0.618 135.38
HIGH 134.98
0.618 134.74
0.500 134.66
0.382 134.58
LOW 134.34
0.618 133.94
1.000 133.70
1.618 133.30
2.618 132.66
4.250 131.62
Fisher Pivots for day following 25-Sep-2024
Pivot 1 day 3 day
R1 134.66 134.52
PP 134.59 134.49
S1 134.51 134.47

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

View Archives - Comment on this page... - Back to Index of Symbols