Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 07-May-2024
Day Change Summary
Previous Current
06-May-2024 07-May-2024 Change Change % Previous Week
Open 130.99 131.43 0.44 0.3% 130.32
High 131.63 131.86 0.23 0.2% 131.57
Low 130.98 131.39 0.41 0.3% 129.83
Close 131.24 131.83 0.59 0.4% 130.89
Range 0.65 0.47 -0.18 -27.7% 1.74
ATR 0.91 0.89 -0.02 -2.3% 0.00
Volume 481,729 791,727 309,998 64.4% 4,331,031
Daily Pivots for day following 07-May-2024
Classic Woodie Camarilla DeMark
R4 133.10 132.94 132.09
R3 132.63 132.47 131.96
R2 132.16 132.16 131.92
R1 132.00 132.00 131.87 132.08
PP 131.69 131.69 131.69 131.74
S1 131.53 131.53 131.79 131.61
S2 131.22 131.22 131.74
S3 130.75 131.06 131.70
S4 130.28 130.59 131.57
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
5 131.86 129.83 2.03 1.5% 0.79 0.6% 99% True False 927,319
10 131.86 129.53 2.33 1.8% 0.81 0.6% 99% True False 1,006,641
20 133.05 129.53 3.52 2.7% 0.92 0.7% 65% False False 1,058,363
40 134.15 129.53 4.62 3.5% 0.81 0.6% 50% False False 1,014,162
60 134.15 129.53 4.62 3.5% 0.82 0.6% 50% False False 767,947
80 135.83 129.53 6.30 4.8% 0.79 0.6% 37% False False 576,206
100 138.33 129.53 8.80 6.7% 0.76 0.6% 26% False False 460,973
120 138.33 129.53 8.80 6.7% 0.65 0.5% 26% False False 384,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 133.86
2.618 133.09
1.618 132.62
1.000 132.33
0.618 132.15
HIGH 131.86
0.618 131.68
0.500 131.63
0.382 131.57
LOW 131.39
0.618 131.10
1.000 130.92
1.618 130.63
2.618 130.16
4.250 129.39
Fisher Pivots for day following 07-May-2024
Pivot 1 day 3 day
R1 131.76 131.61
PP 131.69 131.40
S1 131.63 131.18

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

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