Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 12-Feb-2024
Day Change Summary
Previous Current
09-Feb-2024 12-Feb-2024 Change Change % Previous Week
Open 133.40 133.42 0.02 0.0% 134.90
High 133.92 133.82 -0.10 -0.1% 134.98
Low 133.20 133.36 0.16 0.1% 133.20
Close 133.30 133.45 0.15 0.1% 133.30
Range 0.72 0.46 -0.26 -36.1% 1.78
ATR 0.96 0.92 -0.03 -3.3% 0.00
Volume 905,341 652,107 -253,234 -28.0% 4,880,048
Daily Pivots for day following 12-Feb-2024
Classic Woodie Camarilla DeMark
R4 134.92 134.65 133.70
R3 134.46 134.19 133.58
R2 134.00 134.00 133.53
R1 133.73 133.73 133.49 133.87
PP 133.54 133.54 133.54 133.61
S1 133.27 133.27 133.41 133.41
S2 133.08 133.08 133.37
S3 132.62 132.81 133.32
S4 132.16 132.35 133.20
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 139.17 138.01 134.28
R3 137.39 136.23 133.79
R2 135.61 135.61 133.63
R1 134.45 134.45 133.46 134.14
PP 133.83 133.83 133.83 133.67
S1 132.67 132.67 133.14 132.36
S2 132.05 132.05 132.97
S3 130.27 130.89 132.81
S4 128.49 129.11 132.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.60 133.20 1.40 1.0% 0.71 0.5% 18% False False 909,495
10 136.29 133.20 3.09 2.3% 0.90 0.7% 8% False False 1,052,090
20 136.29 133.20 3.09 2.3% 0.85 0.6% 8% False False 1,001,597
40 138.84 133.20 5.64 4.2% 0.94 0.7% 4% False False 930,859
60 138.84 130.00 8.84 6.6% 0.92 0.7% 39% False False 753,253
80 138.84 127.44 11.40 8.5% 0.85 0.6% 53% False False 565,080
100 138.84 126.95 11.89 8.9% 0.77 0.6% 55% False False 452,085
120 138.84 126.95 11.89 8.9% 0.69 0.5% 55% False False 376,738
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 135.78
2.618 135.02
1.618 134.56
1.000 134.28
0.618 134.10
HIGH 133.82
0.618 133.64
0.500 133.59
0.382 133.54
LOW 133.36
0.618 133.08
1.000 132.90
1.618 132.62
2.618 132.16
4.250 131.41
Fisher Pivots for day following 12-Feb-2024
Pivot 1 day 3 day
R1 133.59 133.74
PP 133.54 133.64
S1 133.50 133.55

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

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