Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 14-Jun-2024
Day Change Summary
Previous Current
13-Jun-2024 14-Jun-2024 Change Change % Previous Week
Open 130.97 131.78 0.81 0.6% 130.11
High 131.97 133.21 1.24 0.9% 133.21
Low 130.80 131.61 0.81 0.6% 129.52
Close 131.33 133.07 1.74 1.3% 133.07
Range 1.17 1.60 0.43 36.8% 3.69
ATR 0.83 0.91 0.07 8.9% 0.00
Volume 1,209,383 1,793,503 584,120 48.3% 6,950,745
Daily Pivots for day following 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 137.43 136.85 133.95
R3 135.83 135.25 133.51
R2 134.23 134.23 133.36
R1 133.65 133.65 133.22 133.94
PP 132.63 132.63 132.63 132.78
S1 132.05 132.05 132.92 132.34
S2 131.03 131.03 132.78
S3 129.43 130.45 132.63
S4 127.83 128.85 132.19
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 143.00 141.73 135.10
R3 139.31 138.04 134.08
R2 135.62 135.62 133.75
R1 134.35 134.35 133.41 134.99
PP 131.93 131.93 131.93 132.25
S1 130.66 130.66 132.73 131.30
S2 128.24 128.24 132.39
S3 124.55 126.97 132.06
S4 120.86 123.28 131.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.21 129.52 3.69 2.8% 1.07 0.8% 96% True False 1,390,149
10 133.21 129.52 3.69 2.8% 0.99 0.7% 96% True False 1,237,949
20 133.21 129.37 3.84 2.9% 0.83 0.6% 96% True False 682,693
40 133.21 129.37 3.84 2.9% 0.75 0.6% 96% True False 342,251
60 134.20 129.37 4.83 3.6% 0.65 0.5% 77% False False 228,187
80 134.77 129.37 5.40 4.1% 0.52 0.4% 69% False False 171,143
100 136.41 129.37 7.04 5.3% 0.44 0.3% 53% False False 136,915
120 139.12 129.37 9.75 7.3% 0.39 0.3% 38% False False 114,096
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 0.11
Widest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 140.01
2.618 137.40
1.618 135.80
1.000 134.81
0.618 134.20
HIGH 133.21
0.618 132.60
0.500 132.41
0.382 132.22
LOW 131.61
0.618 130.62
1.000 130.01
1.618 129.02
2.618 127.42
4.250 124.81
Fisher Pivots for day following 14-Jun-2024
Pivot 1 day 3 day
R1 132.85 132.62
PP 132.63 132.16
S1 132.41 131.71

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

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