Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 01-Dec-2023
Day Change Summary
Previous Current
30-Nov-2023 01-Dec-2023 Change Change % Previous Week
Open 133.15 132.77 -0.38 -0.3% 130.93
High 133.34 133.92 0.58 0.4% 133.92
Low 132.29 132.59 0.30 0.2% 130.51
Close 132.65 133.60 0.95 0.7% 133.60
Range 1.05 1.33 0.28 26.7% 3.41
ATR 0.86 0.89 0.03 4.0% 0.00
Volume 331,829 830,300 498,471 150.2% 1,353,361
Daily Pivots for day following 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 137.36 136.81 134.33
R3 136.03 135.48 133.97
R2 134.70 134.70 133.84
R1 134.15 134.15 133.72 134.43
PP 133.37 133.37 133.37 133.51
S1 132.82 132.82 133.48 133.10
S2 132.04 132.04 133.36
S3 130.71 131.49 133.23
S4 129.38 130.16 132.87
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 142.91 141.66 135.48
R3 139.50 138.25 134.54
R2 136.09 136.09 134.23
R1 134.84 134.84 133.91 135.47
PP 132.68 132.68 132.68 132.99
S1 131.43 131.43 133.29 132.06
S2 129.27 129.27 132.97
S3 125.86 128.02 132.66
S4 122.45 124.61 131.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.92 130.51 3.41 2.6% 1.08 0.8% 91% True False 270,672
10 133.92 130.47 3.45 2.6% 0.85 0.6% 91% True False 141,229
20 133.92 129.72 4.20 3.1% 0.80 0.6% 92% True False 71,510
40 133.92 127.44 6.48 4.9% 0.70 0.5% 95% True False 35,857
60 133.92 126.95 6.97 5.2% 0.59 0.4% 95% True False 23,920
80 133.92 126.95 6.97 5.2% 0.48 0.4% 95% True False 17,941
100 133.92 126.95 6.97 5.2% 0.39 0.3% 95% True False 14,353
120 134.24 126.95 7.29 5.5% 0.32 0.2% 91% False False 11,960
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 0.15
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 139.57
2.618 137.40
1.618 136.07
1.000 135.25
0.618 134.74
HIGH 133.92
0.618 133.41
0.500 133.26
0.382 133.10
LOW 132.59
0.618 131.77
1.000 131.26
1.618 130.44
2.618 129.11
4.250 126.94
Fisher Pivots for day following 01-Dec-2023
Pivot 1 day 3 day
R1 133.49 133.44
PP 133.37 133.27
S1 133.26 133.11

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

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