Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 06-Dec-2023
Day Change Summary
Previous Current
05-Dec-2023 06-Dec-2023 Change Change % Previous Week
Open 133.94 134.93 0.99 0.7% 130.93
High 135.04 135.55 0.51 0.4% 133.92
Low 133.91 134.55 0.64 0.5% 130.51
Close 134.98 135.36 0.38 0.3% 133.60
Range 1.13 1.00 -0.13 -11.5% 3.41
ATR 0.91 0.91 0.01 0.7% 0.00
Volume 1,005,391 1,110,931 105,540 10.5% 1,353,361
Daily Pivots for day following 06-Dec-2023
Classic Woodie Camarilla DeMark
R4 138.15 137.76 135.91
R3 137.15 136.76 135.64
R2 136.15 136.15 135.54
R1 135.76 135.76 135.45 135.96
PP 135.15 135.15 135.15 135.25
S1 134.76 134.76 135.27 134.96
S2 134.15 134.15 135.18
S3 133.15 133.76 135.09
S4 132.15 132.76 134.81
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
5 135.55 132.29 3.26 2.4% 1.07 0.8% 94% True False 886,874
10 135.55 130.47 5.08 3.8% 0.96 0.7% 96% True False 465,895
20 135.55 129.72 5.83 4.3% 0.83 0.6% 97% True False 234,975
40 135.55 127.44 8.11 6.0% 0.72 0.5% 98% True False 117,645
60 135.55 126.95 8.60 6.4% 0.63 0.5% 98% True False 78,458
80 135.55 126.95 8.60 6.4% 0.52 0.4% 98% True False 58,844
100 135.55 126.95 8.60 6.4% 0.42 0.3% 98% True False 47,075
120 135.55 126.95 8.60 6.4% 0.35 0.3% 98% True False 39,229
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.80
2.618 138.17
1.618 137.17
1.000 136.55
0.618 136.17
HIGH 135.55
0.618 135.17
0.500 135.05
0.382 134.93
LOW 134.55
0.618 133.93
1.000 133.55
1.618 132.93
2.618 131.93
4.250 130.30
Fisher Pivots for day following 06-Dec-2023
Pivot 1 day 3 day
R1 135.26 135.07
PP 135.15 134.78
S1 135.05 134.49

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

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