Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 12-Dec-2023
Day Change Summary
Previous Current
11-Dec-2023 12-Dec-2023 Change Change % Previous Week
Open 134.71 134.80 0.09 0.1% 133.72
High 134.89 135.60 0.71 0.5% 135.81
Low 134.53 134.80 0.27 0.2% 133.42
Close 134.63 135.08 0.45 0.3% 134.68
Range 0.36 0.80 0.44 122.2% 2.39
ATR 0.89 0.89 0.01 0.7% 0.00
Volume 583,958 800,859 216,901 37.1% 5,154,111
Daily Pivots for day following 12-Dec-2023
Classic Woodie Camarilla DeMark
R4 137.56 137.12 135.52
R3 136.76 136.32 135.30
R2 135.96 135.96 135.23
R1 135.52 135.52 135.15 135.74
PP 135.16 135.16 135.16 135.27
S1 134.72 134.72 135.01 134.94
S2 134.36 134.36 134.93
S3 133.56 133.92 134.86
S4 132.76 133.12 134.64
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 141.81 140.63 135.99
R3 139.42 138.24 135.34
R2 137.03 137.03 135.12
R1 135.85 135.85 134.90 136.44
PP 134.64 134.64 134.64 134.93
S1 133.46 133.46 134.46 134.05
S2 132.25 132.25 134.24
S3 129.86 131.07 134.02
S4 127.47 128.68 133.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.81 134.37 1.44 1.1% 0.84 0.6% 49% False False 875,522
10 135.81 132.29 3.52 2.6% 0.94 0.7% 79% False False 782,623
20 135.81 130.00 5.81 4.3% 0.87 0.6% 87% False False 398,041
40 135.81 127.44 8.37 6.2% 0.75 0.6% 91% False False 199,300
60 135.81 126.95 8.86 6.6% 0.66 0.5% 92% False False 132,902
80 135.81 126.95 8.86 6.6% 0.56 0.4% 92% False False 99,677
100 135.81 126.95 8.86 6.6% 0.45 0.3% 92% False False 79,742
120 135.81 126.95 8.86 6.6% 0.37 0.3% 92% False False 66,451
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.00
2.618 137.69
1.618 136.89
1.000 136.40
0.618 136.09
HIGH 135.60
0.618 135.29
0.500 135.20
0.382 135.11
LOW 134.80
0.618 134.31
1.000 134.00
1.618 133.51
2.618 132.71
4.250 131.40
Fisher Pivots for day following 12-Dec-2023
Pivot 1 day 3 day
R1 135.20 135.05
PP 135.16 135.02
S1 135.12 134.99

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

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