Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 136.84 137.35 0.51 0.4% 134.71
High 137.47 138.12 0.65 0.5% 137.48
Low 136.77 137.33 0.56 0.4% 134.53
Close 137.40 137.82 0.42 0.3% 137.33
Range 0.70 0.79 0.09 12.9% 2.95
ATR 1.00 0.98 -0.01 -1.5% 0.00
Volume 642,557 653,477 10,920 1.7% 4,479,654
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 140.13 139.76 138.25
R3 139.34 138.97 138.04
R2 138.55 138.55 137.96
R1 138.18 138.18 137.89 138.37
PP 137.76 137.76 137.76 137.85
S1 137.39 137.39 137.75 137.58
S2 136.97 136.97 137.68
S3 136.18 136.60 137.60
S4 135.39 135.81 137.39
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 145.30 144.26 138.95
R3 142.35 141.31 138.14
R2 139.40 139.40 137.87
R1 138.36 138.36 137.60 138.88
PP 136.45 136.45 136.45 136.71
S1 135.41 135.41 137.06 135.93
S2 133.50 133.50 136.79
S3 130.55 132.46 136.52
S4 127.60 129.51 135.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.12 135.81 2.31 1.7% 1.10 0.8% 87% True False 833,236
10 138.12 134.37 3.75 2.7% 1.01 0.7% 92% True False 824,875
20 138.12 130.47 7.65 5.6% 0.99 0.7% 96% True False 645,385
40 138.12 127.95 10.17 7.4% 0.85 0.6% 97% True False 323,829
60 138.12 126.95 11.17 8.1% 0.77 0.6% 97% True False 215,936
80 138.12 126.95 11.17 8.1% 0.63 0.5% 97% True False 161,953
100 138.12 126.95 11.17 8.1% 0.52 0.4% 97% True False 129,563
120 138.12 126.95 11.17 8.1% 0.43 0.3% 97% True False 107,969
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.48
2.618 140.19
1.618 139.40
1.000 138.91
0.618 138.61
HIGH 138.12
0.618 137.82
0.500 137.73
0.382 137.63
LOW 137.33
0.618 136.84
1.000 136.54
1.618 136.05
2.618 135.26
4.250 133.97
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 137.79 137.67
PP 137.76 137.51
S1 137.73 137.36

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

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