Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 12-Apr-2024
Day Change Summary
Previous Current
11-Apr-2024 12-Apr-2024 Change Change % Previous Week
Open 131.71 131.52 -0.19 -0.1% 132.12
High 132.05 133.05 1.00 0.8% 133.05
Low 131.31 131.52 0.21 0.2% 131.31
Close 131.34 132.71 1.37 1.0% 132.71
Range 0.74 1.53 0.79 106.8% 1.74
ATR 0.82 0.88 0.06 7.8% 0.00
Volume 1,236,757 1,275,690 38,933 3.1% 5,478,158
Daily Pivots for day following 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 137.02 136.39 133.55
R3 135.49 134.86 133.13
R2 133.96 133.96 132.99
R1 133.33 133.33 132.85 133.65
PP 132.43 132.43 132.43 132.58
S1 131.80 131.80 132.57 132.12
S2 130.90 130.90 132.43
S3 129.37 130.27 132.29
S4 127.84 128.74 131.87
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 137.58 136.88 133.67
R3 135.84 135.14 133.19
R2 134.10 134.10 133.03
R1 133.40 133.40 132.87 133.75
PP 132.36 132.36 132.36 132.53
S1 131.66 131.66 132.55 132.01
S2 130.62 130.62 132.39
S3 128.88 129.92 132.23
S4 127.14 128.18 131.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.05 131.31 1.74 1.3% 0.99 0.7% 80% True False 1,095,631
10 133.43 131.31 2.12 1.6% 0.90 0.7% 66% False False 1,102,623
20 133.48 131.31 2.17 1.6% 0.76 0.6% 65% False False 1,025,483
40 134.15 131.23 2.92 2.2% 0.81 0.6% 51% False False 739,335
60 135.83 131.23 4.60 3.5% 0.78 0.6% 32% False False 493,341
80 138.33 131.23 7.10 5.4% 0.75 0.6% 21% False False 370,016
100 138.33 130.23 8.10 6.1% 0.64 0.5% 31% False False 296,016
120 138.33 127.69 10.64 8.0% 0.54 0.4% 47% False False 246,680
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 0.17
Widest range in 150 trading days
Fibonacci Retracements and Extensions
4.250 139.55
2.618 137.06
1.618 135.53
1.000 134.58
0.618 134.00
HIGH 133.05
0.618 132.47
0.500 132.29
0.382 132.10
LOW 131.52
0.618 130.57
1.000 129.99
1.618 129.04
2.618 127.51
4.250 125.02
Fisher Pivots for day following 12-Apr-2024
Pivot 1 day 3 day
R1 132.57 132.53
PP 132.43 132.36
S1 132.29 132.18

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

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