Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 03-May-2024
Day Change Summary
Previous Current
02-May-2024 03-May-2024 Change Change % Previous Week
Open 130.24 130.50 0.26 0.2% 130.32
High 130.72 131.57 0.85 0.7% 131.57
Low 130.12 130.50 0.38 0.3% 129.83
Close 130.39 130.89 0.50 0.4% 130.89
Range 0.60 1.07 0.47 78.3% 1.74
ATR 0.90 0.92 0.02 2.2% 0.00
Volume 981,552 1,016,392 34,840 3.5% 4,331,031
Daily Pivots for day following 03-May-2024
Classic Woodie Camarilla DeMark
R4 134.20 133.61 131.48
R3 133.13 132.54 131.18
R2 132.06 132.06 131.09
R1 131.47 131.47 130.99 131.77
PP 130.99 130.99 130.99 131.13
S1 130.40 130.40 130.79 130.70
S2 129.92 129.92 130.69
S3 128.85 129.33 130.60
S4 127.78 128.26 130.30
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 135.98 135.18 131.85
R3 134.24 133.44 131.37
R2 132.50 132.50 131.21
R1 131.70 131.70 131.05 132.10
PP 130.76 130.76 130.76 130.97
S1 129.96 129.96 130.73 130.36
S2 129.02 129.02 130.57
S3 127.28 128.22 130.41
S4 125.54 126.48 129.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.57 129.58 1.99 1.5% 0.91 0.7% 66% True False 1,066,493
10 132.24 129.53 2.71 2.1% 0.92 0.7% 50% False False 1,066,406
20 133.05 129.53 3.52 2.7% 0.93 0.7% 39% False False 1,078,274
40 134.15 129.53 4.62 3.5% 0.83 0.6% 29% False False 1,043,594
60 134.18 129.53 4.65 3.6% 0.82 0.6% 29% False False 746,802
80 135.83 129.53 6.30 4.8% 0.79 0.6% 22% False False 560,288
100 138.33 129.53 8.80 6.7% 0.76 0.6% 15% False False 448,239
120 138.33 129.53 8.80 6.7% 0.64 0.5% 15% False False 373,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.12
2.618 134.37
1.618 133.30
1.000 132.64
0.618 132.23
HIGH 131.57
0.618 131.16
0.500 131.04
0.382 130.91
LOW 130.50
0.618 129.84
1.000 129.43
1.618 128.77
2.618 127.70
4.250 125.95
Fisher Pivots for day following 03-May-2024
Pivot 1 day 3 day
R1 131.04 130.83
PP 130.99 130.76
S1 130.94 130.70

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

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