Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 24-Jan-2024
Day Change Summary
Previous Current
23-Jan-2024 24-Jan-2024 Change Change % Previous Week
Open 134.52 133.87 -0.65 -0.5% 135.17
High 134.55 134.42 -0.13 -0.1% 135.50
Low 133.72 133.64 -0.08 -0.1% 133.71
Close 133.92 133.91 -0.01 0.0% 134.00
Range 0.83 0.78 -0.05 -6.0% 1.79
ATR 0.93 0.92 -0.01 -1.1% 0.00
Volume 896,208 1,039,063 142,855 15.9% 4,219,155
Daily Pivots for day following 24-Jan-2024
Classic Woodie Camarilla DeMark
R4 136.33 135.90 134.34
R3 135.55 135.12 134.12
R2 134.77 134.77 134.05
R1 134.34 134.34 133.98 134.56
PP 133.99 133.99 133.99 134.10
S1 133.56 133.56 133.84 133.78
S2 133.21 133.21 133.77
S3 132.43 132.78 133.70
S4 131.65 132.00 133.48
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
5 134.66 133.64 1.02 0.8% 0.69 0.5% 26% False True 872,181
10 135.99 133.64 2.35 1.8% 0.76 0.6% 11% False True 994,520
20 138.84 133.64 5.20 3.9% 0.92 0.7% 5% False True 917,893
40 138.84 130.47 8.37 6.3% 0.95 0.7% 41% False False 797,895
60 138.84 127.95 10.89 8.1% 0.88 0.7% 55% False False 533,094
80 138.84 126.95 11.89 8.9% 0.81 0.6% 59% False False 399,856
100 138.84 126.95 11.89 8.9% 0.69 0.5% 59% False False 319,887
120 138.84 126.95 11.89 8.9% 0.59 0.4% 59% False False 266,573
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.74
2.618 136.46
1.618 135.68
1.000 135.20
0.618 134.90
HIGH 134.42
0.618 134.12
0.500 134.03
0.382 133.94
LOW 133.64
0.618 133.16
1.000 132.86
1.618 132.38
2.618 131.60
4.250 130.33
Fisher Pivots for day following 24-Jan-2024
Pivot 1 day 3 day
R1 134.03 134.15
PP 133.99 134.07
S1 133.95 133.99

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

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