Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 27-Sep-2024
Day Change Summary
Previous Current
26-Sep-2024 27-Sep-2024 Change Change % Previous Week
Open 134.48 134.54 0.06 0.0% 134.16
High 135.03 135.19 0.16 0.1% 135.19
Low 134.39 134.31 -0.08 -0.1% 134.02
Close 134.49 134.81 0.32 0.2% 134.81
Range 0.64 0.88 0.24 37.5% 1.17
ATR 0.67 0.69 0.01 2.2% 0.00
Volume 1,209,299 1,189,391 -19,908 -1.6% 5,920,995
Daily Pivots for day following 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 137.41 136.99 135.29
R3 136.53 136.11 135.05
R2 135.65 135.65 134.97
R1 135.23 135.23 134.89 135.44
PP 134.77 134.77 134.77 134.88
S1 134.35 134.35 134.73 134.56
S2 133.89 133.89 134.65
S3 133.01 133.47 134.57
S4 132.13 132.59 134.33
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 138.18 137.67 135.45
R3 137.01 136.50 135.13
R2 135.84 135.84 135.02
R1 135.33 135.33 134.92 135.59
PP 134.67 134.67 134.67 134.80
S1 134.16 134.16 134.70 134.42
S2 133.50 133.50 134.60
S3 132.33 132.99 134.49
S4 131.16 131.82 134.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.19 134.02 1.17 0.9% 0.75 0.6% 68% True False 1,184,199
10 135.39 133.92 1.47 1.1% 0.67 0.5% 61% False False 1,059,739
20 135.49 132.71 2.78 2.1% 0.70 0.5% 76% False False 1,014,658
40 135.66 132.71 2.95 2.2% 0.67 0.5% 71% False False 518,216
60 135.66 130.05 5.61 4.2% 0.61 0.5% 85% False False 345,561
80 135.66 128.87 6.79 5.0% 0.58 0.4% 87% False False 259,191
100 135.66 128.66 7.00 5.2% 0.52 0.4% 88% False False 207,355
120 135.66 128.66 7.00 5.2% 0.44 0.3% 88% False False 172,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 138.93
2.618 137.49
1.618 136.61
1.000 136.07
0.618 135.73
HIGH 135.19
0.618 134.85
0.500 134.75
0.382 134.65
LOW 134.31
0.618 133.77
1.000 133.43
1.618 132.89
2.618 132.01
4.250 130.57
Fisher Pivots for day following 27-Sep-2024
Pivot 1 day 3 day
R1 134.79 134.79
PP 134.77 134.77
S1 134.75 134.75

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

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