Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 21-Dec-2023
Day Change Summary
Previous Current
20-Dec-2023 21-Dec-2023 Change Change % Previous Week
Open 137.35 138.05 0.70 0.5% 134.71
High 138.12 138.21 0.09 0.1% 137.48
Low 137.33 137.63 0.30 0.2% 134.53
Close 137.82 137.95 0.13 0.1% 137.33
Range 0.79 0.58 -0.21 -26.6% 2.95
ATR 0.98 0.96 -0.03 -2.9% 0.00
Volume 653,477 674,615 21,138 3.2% 4,479,654
Daily Pivots for day following 21-Dec-2023
Classic Woodie Camarilla DeMark
R4 139.67 139.39 138.27
R3 139.09 138.81 138.11
R2 138.51 138.51 138.06
R1 138.23 138.23 138.00 138.08
PP 137.93 137.93 137.93 137.86
S1 137.65 137.65 137.90 137.50
S2 137.35 137.35 137.84
S3 136.77 137.07 137.79
S4 136.19 136.49 137.63
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
5 138.21 135.81 2.40 1.7% 0.93 0.7% 89% True False 702,883
10 138.21 134.37 3.84 2.8% 0.98 0.7% 93% True False 793,563
20 138.21 130.47 7.74 5.6% 0.98 0.7% 97% True False 677,897
40 138.21 127.95 10.26 7.4% 0.85 0.6% 97% True False 340,694
60 138.21 126.95 11.26 8.2% 0.77 0.6% 98% True False 227,177
80 138.21 126.95 11.26 8.2% 0.64 0.5% 98% True False 170,386
100 138.21 126.95 11.26 8.2% 0.52 0.4% 98% True False 136,309
120 138.21 126.95 11.26 8.2% 0.44 0.3% 98% True False 113,591
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 140.68
2.618 139.73
1.618 139.15
1.000 138.79
0.618 138.57
HIGH 138.21
0.618 137.99
0.500 137.92
0.382 137.85
LOW 137.63
0.618 137.27
1.000 137.05
1.618 136.69
2.618 136.11
4.250 135.17
Fisher Pivots for day following 21-Dec-2023
Pivot 1 day 3 day
R1 137.94 137.80
PP 137.93 137.64
S1 137.92 137.49

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

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