Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 14-Feb-2024
Day Change Summary
Previous Current
13-Feb-2024 14-Feb-2024 Change Change % Previous Week
Open 133.57 132.89 -0.68 -0.5% 134.90
High 134.00 133.93 -0.07 -0.1% 134.98
Low 132.81 132.77 -0.04 0.0% 133.20
Close 133.11 133.57 0.46 0.3% 133.30
Range 1.19 1.16 -0.03 -2.5% 1.78
ATR 0.94 0.96 0.02 1.6% 0.00
Volume 1,090,678 949,224 -141,454 -13.0% 4,880,048
Daily Pivots for day following 14-Feb-2024
Classic Woodie Camarilla DeMark
R4 136.90 136.40 134.21
R3 135.74 135.24 133.89
R2 134.58 134.58 133.78
R1 134.08 134.08 133.68 134.33
PP 133.42 133.42 133.42 133.55
S1 132.92 132.92 133.46 133.17
S2 132.26 132.26 133.36
S3 131.10 131.76 133.25
S4 129.94 130.60 132.93
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
5 134.28 132.77 1.51 1.1% 0.89 0.7% 53% False True 897,440
10 136.29 132.77 3.52 2.6% 0.92 0.7% 23% False True 994,261
20 136.29 132.77 3.52 2.6% 0.88 0.7% 23% False True 981,032
40 138.84 132.77 6.07 4.5% 0.93 0.7% 13% False True 928,300
60 138.84 130.47 8.37 6.3% 0.92 0.7% 37% False False 787,139
80 138.84 127.44 11.40 8.5% 0.86 0.6% 54% False False 590,572
100 138.84 126.95 11.89 8.9% 0.80 0.6% 56% False False 472,484
120 138.84 126.95 11.89 8.9% 0.71 0.5% 56% False False 393,737
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.86
2.618 136.97
1.618 135.81
1.000 135.09
0.618 134.65
HIGH 133.93
0.618 133.49
0.500 133.35
0.382 133.21
LOW 132.77
0.618 132.05
1.000 131.61
1.618 130.89
2.618 129.73
4.250 127.84
Fisher Pivots for day following 14-Feb-2024
Pivot 1 day 3 day
R1 133.50 133.51
PP 133.42 133.45
S1 133.35 133.39

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

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