Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 17-May-2024
Day Change Summary
Previous Current
16-May-2024 17-May-2024 Change Change % Previous Week
Open 131.87 131.35 -0.52 -0.4% 130.90
High 132.11 131.45 -0.66 -0.5% 132.11
Low 131.28 130.65 -0.63 -0.5% 130.24
Close 131.58 130.82 -0.76 -0.6% 130.82
Range 0.83 0.80 -0.03 -3.6% 1.87
ATR 0.85 0.85 0.01 0.7% 0.00
Volume 850,257 698,564 -151,693 -17.8% 4,285,631
Daily Pivots for day following 17-May-2024
Classic Woodie Camarilla DeMark
R4 133.37 132.90 131.26
R3 132.57 132.10 131.04
R2 131.77 131.77 130.97
R1 131.30 131.30 130.89 131.14
PP 130.97 130.97 130.97 130.89
S1 130.50 130.50 130.75 130.34
S2 130.17 130.17 130.67
S3 129.37 129.70 130.60
S4 128.57 128.90 130.38
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 136.67 135.61 131.85
R3 134.80 133.74 131.33
R2 132.93 132.93 131.16
R1 131.87 131.87 130.99 131.47
PP 131.06 131.06 131.06 130.85
S1 130.00 130.00 130.65 129.60
S2 129.19 129.19 130.48
S3 127.32 128.13 130.31
S4 125.45 126.26 129.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.11 130.24 1.87 1.4% 0.85 0.7% 31% False False 857,126
10 132.11 130.24 1.87 1.4% 0.70 0.5% 31% False False 751,168
20 132.24 129.53 2.71 2.1% 0.81 0.6% 48% False False 908,787
40 133.48 129.53 3.95 3.0% 0.82 0.6% 33% False False 984,343
60 134.15 129.53 4.62 3.5% 0.82 0.6% 28% False False 871,586
80 135.83 129.53 6.30 4.8% 0.81 0.6% 20% False False 654,152
100 138.33 129.53 8.80 6.7% 0.77 0.6% 15% False False 523,352
120 138.33 129.53 8.80 6.7% 0.70 0.5% 15% False False 436,131
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134.85
2.618 133.54
1.618 132.74
1.000 132.25
0.618 131.94
HIGH 131.45
0.618 131.14
0.500 131.05
0.382 130.96
LOW 130.65
0.618 130.16
1.000 129.85
1.618 129.36
2.618 128.56
4.250 127.25
Fisher Pivots for day following 17-May-2024
Pivot 1 day 3 day
R1 131.05 131.36
PP 130.97 131.18
S1 130.90 131.00

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

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