Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 04-Jan-2024
Day Change Summary
Previous Current
03-Jan-2024 04-Jan-2024 Change Change % Previous Week
Open 136.68 137.42 0.74 0.5% 137.69
High 137.63 137.96 0.33 0.2% 138.84
Low 136.31 135.89 -0.42 -0.3% 137.07
Close 137.19 136.31 -0.88 -0.6% 137.22
Range 1.32 2.07 0.75 56.8% 1.77
ATR 0.98 1.06 0.08 7.9% 0.00
Volume 969,492 1,206,240 236,748 24.4% 1,832,861
Daily Pivots for day following 04-Jan-2024
Classic Woodie Camarilla DeMark
R4 142.93 141.69 137.45
R3 140.86 139.62 136.88
R2 138.79 138.79 136.69
R1 137.55 137.55 136.50 137.14
PP 136.72 136.72 136.72 136.51
S1 135.48 135.48 136.12 135.07
S2 134.65 134.65 135.93
S3 132.58 133.41 135.74
S4 130.51 131.34 135.17
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 143.02 141.89 138.19
R3 141.25 140.12 137.71
R2 139.48 139.48 137.54
R1 138.35 138.35 137.38 138.03
PP 137.71 137.71 137.71 137.55
S1 136.58 136.58 137.06 136.26
S2 135.94 135.94 136.90
S3 134.17 134.81 136.73
S4 132.40 133.04 136.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.72 135.89 2.83 2.1% 1.27 0.9% 15% False True 921,174
10 138.84 135.89 2.95 2.2% 1.01 0.7% 14% False True 732,009
20 138.84 133.91 4.93 3.6% 1.05 0.8% 49% False False 819,456
40 138.84 129.72 9.12 6.7% 0.92 0.7% 72% False False 474,352
60 138.84 127.44 11.40 8.4% 0.82 0.6% 78% False False 316,320
80 138.84 126.95 11.89 8.7% 0.71 0.5% 79% False False 237,253
100 138.84 126.95 11.89 8.7% 0.60 0.4% 79% False False 189,803
120 138.84 126.95 11.89 8.7% 0.50 0.4% 79% False False 158,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 146 trading days
Fibonacci Retracements and Extensions
4.250 146.76
2.618 143.38
1.618 141.31
1.000 140.03
0.618 139.24
HIGH 137.96
0.618 137.17
0.500 136.93
0.382 136.68
LOW 135.89
0.618 134.61
1.000 133.82
1.618 132.54
2.618 130.47
4.250 127.09
Fisher Pivots for day following 04-Jan-2024
Pivot 1 day 3 day
R1 136.93 136.93
PP 136.72 136.72
S1 136.52 136.52

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

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