Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 134.54 134.99 0.45 0.3% 134.16
High 135.19 135.13 -0.06 0.0% 135.19
Low 134.31 134.45 0.14 0.1% 134.02
Close 134.81 134.92 0.11 0.1% 134.81
Range 0.88 0.68 -0.20 -22.7% 1.17
ATR 0.69 0.69 0.00 -0.1% 0.00
Volume 1,189,391 1,271,054 81,663 6.9% 5,920,995
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 136.87 136.58 135.29
R3 136.19 135.90 135.11
R2 135.51 135.51 135.04
R1 135.22 135.22 134.98 135.03
PP 134.83 134.83 134.83 134.74
S1 134.54 134.54 134.86 134.35
S2 134.15 134.15 134.80
S3 133.47 133.86 134.73
S4 132.79 133.18 134.55
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
5 135.19 134.23 0.96 0.7% 0.72 0.5% 72% False False 1,195,606
10 135.39 133.92 1.47 1.1% 0.69 0.5% 68% False False 1,110,003
20 135.49 132.71 2.78 2.1% 0.70 0.5% 79% False False 1,058,667
40 135.66 132.71 2.95 2.2% 0.67 0.5% 75% False False 549,874
60 135.66 130.34 5.32 3.9% 0.61 0.5% 86% False False 366,744
80 135.66 128.87 6.79 5.0% 0.58 0.4% 89% False False 275,078
100 135.66 128.66 7.00 5.2% 0.53 0.4% 89% False False 220,065
120 135.66 128.66 7.00 5.2% 0.44 0.3% 89% False False 183,388
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.02
2.618 136.91
1.618 136.23
1.000 135.81
0.618 135.55
HIGH 135.13
0.618 134.87
0.500 134.79
0.382 134.71
LOW 134.45
0.618 134.03
1.000 133.77
1.618 133.35
2.618 132.67
4.250 131.56
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 134.88 134.86
PP 134.83 134.81
S1 134.79 134.75

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

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