Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 01-Oct-2024
Day Change Summary
Previous Current
30-Sep-2024 01-Oct-2024 Change Change % Previous Week
Open 134.99 134.98 -0.01 0.0% 134.16
High 135.13 136.20 1.07 0.8% 135.19
Low 134.45 134.91 0.46 0.3% 134.02
Close 134.92 135.88 0.96 0.7% 134.81
Range 0.68 1.29 0.61 89.7% 1.17
ATR 0.69 0.73 0.04 6.3% 0.00
Volume 1,271,054 1,476,306 205,252 16.1% 5,920,995
Daily Pivots for day following 01-Oct-2024
Classic Woodie Camarilla DeMark
R4 139.53 139.00 136.59
R3 138.24 137.71 136.23
R2 136.95 136.95 136.12
R1 136.42 136.42 136.00 136.69
PP 135.66 135.66 135.66 135.80
S1 135.13 135.13 135.76 135.40
S2 134.37 134.37 135.64
S3 133.08 133.84 135.53
S4 131.79 132.55 135.17
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
5 136.20 134.31 1.89 1.4% 0.83 0.6% 83% True False 1,235,746
10 136.20 133.92 2.28 1.7% 0.75 0.5% 86% True False 1,163,440
20 136.20 133.51 2.69 2.0% 0.71 0.5% 88% True False 1,073,589
40 136.20 132.71 3.49 2.6% 0.67 0.5% 91% True False 586,646
60 136.20 130.34 5.86 4.3% 0.63 0.5% 95% True False 391,349
80 136.20 129.20 7.00 5.2% 0.59 0.4% 95% True False 293,532
100 136.20 128.66 7.54 5.5% 0.54 0.4% 96% True False 234,828
120 136.20 128.66 7.54 5.5% 0.45 0.3% 96% True False 195,690
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 0.15
Widest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 141.68
2.618 139.58
1.618 138.29
1.000 137.49
0.618 137.00
HIGH 136.20
0.618 135.71
0.500 135.56
0.382 135.40
LOW 134.91
0.618 134.11
1.000 133.62
1.618 132.82
2.618 131.53
4.250 129.43
Fisher Pivots for day following 01-Oct-2024
Pivot 1 day 3 day
R1 135.77 135.67
PP 135.66 135.46
S1 135.56 135.26

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

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