Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 137.78 137.69 -0.09 -0.1% 137.20
High 138.11 138.84 0.73 0.5% 138.21
Low 137.58 137.67 0.09 0.1% 136.59
Close 137.90 138.64 0.74 0.5% 137.90
Range 0.53 1.17 0.64 120.8% 1.62
ATR 0.93 0.94 0.02 1.9% 0.00
Volume 389,203 354,368 -34,835 -9.0% 2,951,056
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 141.89 141.44 139.28
R3 140.72 140.27 138.96
R2 139.55 139.55 138.85
R1 139.10 139.10 138.75 139.33
PP 138.38 138.38 138.38 138.50
S1 137.93 137.93 138.53 138.16
S2 137.21 137.21 138.43
S3 136.04 136.76 138.32
S4 134.87 135.59 138.00
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 142.43 141.78 138.79
R3 140.81 140.16 138.35
R2 139.19 139.19 138.20
R1 138.54 138.54 138.05 138.87
PP 137.57 137.57 137.57 137.73
S1 136.92 136.92 137.75 137.25
S2 135.95 135.95 137.60
S3 134.33 135.30 137.45
S4 132.71 133.68 137.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.84 136.77 2.07 1.5% 0.75 0.5% 90% True False 542,844
10 138.84 134.80 4.04 2.9% 1.00 0.7% 95% True False 720,112
20 138.84 131.45 7.39 5.3% 0.98 0.7% 97% True False 713,588
40 138.84 128.69 10.15 7.3% 0.86 0.6% 98% True False 359,280
60 138.84 126.95 11.89 8.6% 0.76 0.5% 98% True False 239,568
80 138.84 126.95 11.89 8.6% 0.65 0.5% 98% True False 179,681
100 138.84 126.95 11.89 8.6% 0.54 0.4% 98% True False 143,744
120 138.84 126.95 11.89 8.6% 0.45 0.3% 98% True False 119,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 143.81
2.618 141.90
1.618 140.73
1.000 140.01
0.618 139.56
HIGH 138.84
0.618 138.39
0.500 138.26
0.382 138.12
LOW 137.67
0.618 136.95
1.000 136.50
1.618 135.78
2.618 134.61
4.250 132.70
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 138.51 138.50
PP 138.38 138.35
S1 138.26 138.21

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

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