Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 22-Jan-2024
Day Change Summary
Previous Current
19-Jan-2024 22-Jan-2024 Change Change % Previous Week
Open 133.75 134.17 0.42 0.3% 135.17
High 134.31 134.66 0.35 0.3% 135.50
Low 133.71 134.16 0.45 0.3% 133.71
Close 134.00 134.47 0.47 0.4% 134.00
Range 0.60 0.50 -0.10 -16.7% 1.79
ATR 0.96 0.93 -0.02 -2.2% 0.00
Volume 790,198 657,675 -132,523 -16.8% 4,219,155
Daily Pivots for day following 22-Jan-2024
Classic Woodie Camarilla DeMark
R4 135.93 135.70 134.75
R3 135.43 135.20 134.61
R2 134.93 134.93 134.56
R1 134.70 134.70 134.52 134.82
PP 134.43 134.43 134.43 134.49
S1 134.20 134.20 134.42 134.32
S2 133.93 133.93 134.38
S3 133.43 133.70 134.33
S4 132.93 133.20 134.20
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 139.77 138.68 134.98
R3 137.98 136.89 134.49
R2 136.19 136.19 134.33
R1 135.10 135.10 134.16 134.75
PP 134.40 134.40 134.40 134.23
S1 133.31 133.31 133.84 132.96
S2 132.61 132.61 133.67
S3 130.82 131.52 133.51
S4 129.03 129.73 133.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.50 133.71 1.79 1.3% 0.71 0.5% 42% False False 975,366
10 136.16 133.71 2.45 1.8% 0.76 0.6% 31% False False 1,006,909
20 138.84 133.71 5.13 3.8% 0.91 0.7% 15% False False 887,534
40 138.84 130.47 8.37 6.2% 0.94 0.7% 48% False False 750,590
60 138.84 127.95 10.89 8.1% 0.86 0.6% 60% False False 500,841
80 138.84 126.95 11.89 8.8% 0.79 0.6% 63% False False 375,667
100 138.84 126.95 11.89 8.8% 0.68 0.5% 63% False False 300,535
120 138.84 126.95 11.89 8.8% 0.57 0.4% 63% False False 250,446
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 26 trading days
Fibonacci Retracements and Extensions
4.250 136.79
2.618 135.97
1.618 135.47
1.000 135.16
0.618 134.97
HIGH 134.66
0.618 134.47
0.500 134.41
0.382 134.35
LOW 134.16
0.618 133.85
1.000 133.66
1.618 133.35
2.618 132.85
4.250 132.04
Fisher Pivots for day following 22-Jan-2024
Pivot 1 day 3 day
R1 134.45 134.38
PP 134.43 134.28
S1 134.41 134.19

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

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