Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 28-Dec-2023
Day Change Summary
Previous Current
27-Dec-2023 28-Dec-2023 Change Change % Previous Week
Open 137.69 138.72 1.03 0.7% 137.20
High 138.84 138.72 -0.12 -0.1% 138.21
Low 137.67 138.01 0.34 0.2% 136.59
Close 138.64 138.31 -0.33 -0.2% 137.90
Range 1.17 0.71 -0.46 -39.3% 1.62
ATR 0.94 0.93 -0.02 -1.8% 0.00
Volume 354,368 1,004,058 649,690 183.3% 2,951,056
Daily Pivots for day following 28-Dec-2023
Classic Woodie Camarilla DeMark
R4 140.48 140.10 138.70
R3 139.77 139.39 138.51
R2 139.06 139.06 138.44
R1 138.68 138.68 138.38 138.52
PP 138.35 138.35 138.35 138.26
S1 137.97 137.97 138.24 137.81
S2 137.64 137.64 138.18
S3 136.93 137.26 138.11
S4 136.22 136.55 137.92
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
5 138.84 137.33 1.51 1.1% 0.76 0.5% 65% False False 615,144
10 138.84 135.07 3.77 2.7% 0.99 0.7% 86% False False 740,431
20 138.84 132.29 6.55 4.7% 0.97 0.7% 92% False False 761,527
40 138.84 128.69 10.15 7.3% 0.86 0.6% 95% False False 384,381
60 138.84 126.95 11.89 8.6% 0.77 0.6% 96% False False 256,302
80 138.84 126.95 11.89 8.6% 0.66 0.5% 96% False False 192,231
100 138.84 126.95 11.89 8.6% 0.55 0.4% 96% False False 153,785
120 138.84 126.95 11.89 8.6% 0.46 0.3% 96% False False 128,154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.74
2.618 140.58
1.618 139.87
1.000 139.43
0.618 139.16
HIGH 138.72
0.618 138.45
0.500 138.37
0.382 138.28
LOW 138.01
0.618 137.57
1.000 137.30
1.618 136.86
2.618 136.15
4.250 134.99
Fisher Pivots for day following 28-Dec-2023
Pivot 1 day 3 day
R1 138.37 138.28
PP 138.35 138.24
S1 138.33 138.21

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

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