Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 14-May-2024
Day Change Summary
Previous Current
13-May-2024 14-May-2024 Change Change % Previous Week
Open 130.90 130.89 -0.01 0.0% 130.99
High 131.13 131.13 0.00 0.0% 131.86
Low 130.71 130.24 -0.47 -0.4% 130.70
Close 130.90 130.51 -0.39 -0.3% 130.75
Range 0.42 0.89 0.47 111.9% 1.16
ATR 0.80 0.80 0.01 0.8% 0.00
Volume 585,432 1,033,836 448,404 76.6% 3,226,050
Daily Pivots for day following 14-May-2024
Classic Woodie Camarilla DeMark
R4 133.30 132.79 131.00
R3 132.41 131.90 130.75
R2 131.52 131.52 130.67
R1 131.01 131.01 130.59 130.82
PP 130.63 130.63 130.63 130.53
S1 130.12 130.12 130.43 129.93
S2 129.74 129.74 130.35
S3 128.85 129.23 130.27
S4 127.96 128.34 130.02
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 134.58 133.83 131.39
R3 133.42 132.67 131.07
R2 132.26 132.26 130.96
R1 131.51 131.51 130.86 131.31
PP 131.10 131.10 131.10 131.00
S1 130.35 130.35 130.64 130.15
S2 129.94 129.94 130.54
S3 128.78 129.19 130.43
S4 127.62 128.03 130.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.71 130.24 1.47 1.1% 0.59 0.4% 18% False True 714,372
10 131.86 129.83 2.03 1.6% 0.69 0.5% 33% False False 820,845
20 132.24 129.53 2.71 2.1% 0.80 0.6% 36% False False 944,571
40 133.48 129.53 3.95 3.0% 0.78 0.6% 25% False False 986,048
60 134.15 129.53 4.62 3.5% 0.80 0.6% 21% False False 827,311
80 135.83 129.53 6.30 4.8% 0.79 0.6% 16% False False 620,839
100 138.33 129.53 8.80 6.7% 0.76 0.6% 11% False False 496,689
120 138.33 129.53 8.80 6.7% 0.68 0.5% 11% False False 413,911
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 0.10
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 134.91
2.618 133.46
1.618 132.57
1.000 132.02
0.618 131.68
HIGH 131.13
0.618 130.79
0.500 130.69
0.382 130.58
LOW 130.24
0.618 129.69
1.000 129.35
1.618 128.80
2.618 127.91
4.250 126.46
Fisher Pivots for day following 14-May-2024
Pivot 1 day 3 day
R1 130.69 130.82
PP 130.63 130.72
S1 130.57 130.61

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

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