Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 21-Feb-2024
Day Change Summary
Previous Current
20-Feb-2024 21-Feb-2024 Change Change % Previous Week
Open 132.78 133.04 0.26 0.2% 133.42
High 133.40 133.30 -0.10 -0.1% 134.18
Low 132.77 132.26 -0.51 -0.4% 132.71
Close 133.26 132.59 -0.67 -0.5% 132.96
Range 0.63 1.04 0.41 65.1% 1.47
ATR 0.92 0.93 0.01 0.9% 0.00
Volume 834,112 946,030 111,918 13.4% 4,618,429
Daily Pivots for day following 21-Feb-2024
Classic Woodie Camarilla DeMark
R4 135.84 135.25 133.16
R3 134.80 134.21 132.88
R2 133.76 133.76 132.78
R1 133.17 133.17 132.69 132.95
PP 132.72 132.72 132.72 132.60
S1 132.13 132.13 132.49 131.91
S2 131.68 131.68 132.40
S3 130.64 131.09 132.30
S4 129.60 130.05 132.02
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 137.69 136.80 133.77
R3 136.22 135.33 133.36
R2 134.75 134.75 133.23
R1 133.86 133.86 133.09 133.57
PP 133.28 133.28 133.28 133.14
S1 132.39 132.39 132.83 132.10
S2 131.81 131.81 132.69
S3 130.34 130.92 132.56
S4 128.87 129.45 132.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.18 132.26 1.92 1.4% 0.90 0.7% 17% False True 931,157
10 134.60 132.26 2.34 1.8% 0.84 0.6% 14% False True 912,685
20 136.29 132.26 4.03 3.0% 0.91 0.7% 8% False True 1,000,268
40 138.84 132.26 6.58 5.0% 0.91 0.7% 5% False True 949,969
60 138.84 130.47 8.37 6.3% 0.94 0.7% 25% False False 848,441
80 138.84 127.95 10.89 8.2% 0.88 0.7% 43% False False 636,899
100 138.84 126.95 11.89 9.0% 0.83 0.6% 47% False False 509,549
120 138.84 126.95 11.89 9.0% 0.72 0.5% 47% False False 424,625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 137.72
2.618 136.02
1.618 134.98
1.000 134.34
0.618 133.94
HIGH 133.30
0.618 132.90
0.500 132.78
0.382 132.66
LOW 132.26
0.618 131.62
1.000 131.22
1.618 130.58
2.618 129.54
4.250 127.84
Fisher Pivots for day following 21-Feb-2024
Pivot 1 day 3 day
R1 132.78 132.90
PP 132.72 132.80
S1 132.65 132.69

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

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