Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 11-Jan-2024
Day Change Summary
Previous Current
10-Jan-2024 11-Jan-2024 Change Change % Previous Week
Open 135.46 134.96 -0.50 -0.4% 137.14
High 135.71 135.78 0.07 0.1% 137.96
Low 134.87 134.92 0.05 0.0% 135.06
Close 135.16 135.14 -0.02 0.0% 136.03
Range 0.84 0.86 0.02 2.4% 2.90
ATR 1.03 1.02 -0.01 -1.2% 0.00
Volume 1,051,833 1,116,168 64,335 6.1% 4,131,438
Daily Pivots for day following 11-Jan-2024
Classic Woodie Camarilla DeMark
R4 137.86 137.36 135.61
R3 137.00 136.50 135.38
R2 136.14 136.14 135.30
R1 135.64 135.64 135.22 135.89
PP 135.28 135.28 135.28 135.41
S1 134.78 134.78 135.06 135.03
S2 134.42 134.42 134.98
S3 133.56 133.92 134.90
S4 132.70 133.06 134.67
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
5 136.16 134.87 1.29 1.0% 0.89 0.7% 21% False False 1,046,244
10 138.72 134.87 3.85 2.8% 1.08 0.8% 7% False False 983,709
20 138.84 134.80 4.04 3.0% 1.04 0.8% 8% False False 851,910
40 138.84 129.72 9.12 6.7% 0.94 0.7% 59% False False 604,995
60 138.84 127.44 11.40 8.4% 0.84 0.6% 68% False False 403,490
80 138.84 126.95 11.89 8.8% 0.75 0.6% 69% False False 302,643
100 138.84 126.95 11.89 8.8% 0.65 0.5% 69% False False 242,115
120 138.84 126.95 11.89 8.8% 0.54 0.4% 69% False False 201,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139.44
2.618 138.03
1.618 137.17
1.000 136.64
0.618 136.31
HIGH 135.78
0.618 135.45
0.500 135.35
0.382 135.25
LOW 134.92
0.618 134.39
1.000 134.06
1.618 133.53
2.618 132.67
4.250 131.27
Fisher Pivots for day following 11-Jan-2024
Pivot 1 day 3 day
R1 135.35 135.38
PP 135.28 135.30
S1 135.21 135.22

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

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