Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 05-Jan-2024
Day Change Summary
Previous Current
04-Jan-2024 05-Jan-2024 Change Change % Previous Week
Open 137.42 136.01 -1.41 -1.0% 137.14
High 137.96 136.16 -1.80 -1.3% 137.96
Low 135.89 135.06 -0.83 -0.6% 135.06
Close 136.31 136.03 -0.28 -0.2% 136.03
Range 2.07 1.10 -0.97 -46.9% 2.90
ATR 1.06 1.07 0.01 1.3% 0.00
Volume 1,206,240 1,004,058 -202,182 -16.8% 4,131,438
Daily Pivots for day following 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 139.05 138.64 136.64
R3 137.95 137.54 136.33
R2 136.85 136.85 136.23
R1 136.44 136.44 136.13 136.65
PP 135.75 135.75 135.75 135.85
S1 135.34 135.34 135.93 135.55
S2 134.65 134.65 135.83
S3 133.55 134.24 135.73
S4 132.45 133.14 135.43
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 145.05 143.44 137.63
R3 142.15 140.54 136.83
R2 139.25 139.25 136.56
R1 137.64 137.64 136.30 137.00
PP 136.35 136.35 136.35 136.03
S1 134.74 134.74 135.76 134.10
S2 133.45 133.45 135.50
S3 130.55 131.84 135.23
S4 127.65 128.94 134.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.37 135.06 3.31 2.4% 1.35 1.0% 29% False True 921,174
10 138.84 135.06 3.78 2.8% 1.05 0.8% 26% False True 768,159
20 138.84 134.37 4.47 3.3% 1.04 0.8% 37% False False 819,390
40 138.84 129.72 9.12 6.7% 0.92 0.7% 69% False False 499,442
60 138.84 127.44 11.40 8.4% 0.82 0.6% 75% False False 333,047
80 138.84 126.95 11.89 8.7% 0.72 0.5% 76% False False 249,804
100 138.84 126.95 11.89 8.7% 0.61 0.5% 76% False False 199,844
120 138.84 126.95 11.89 8.7% 0.51 0.4% 76% False False 166,536
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140.84
2.618 139.04
1.618 137.94
1.000 137.26
0.618 136.84
HIGH 136.16
0.618 135.74
0.500 135.61
0.382 135.48
LOW 135.06
0.618 134.38
1.000 133.96
1.618 133.28
2.618 132.18
4.250 130.39
Fisher Pivots for day following 05-Jan-2024
Pivot 1 day 3 day
R1 135.89 136.51
PP 135.75 136.35
S1 135.61 136.19

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

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