Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 15-Feb-2024
Day Change Summary
Previous Current
14-Feb-2024 15-Feb-2024 Change Change % Previous Week
Open 132.45 133.62 1.17 0.9% 134.35
High 133.44 133.74 0.30 0.2% 134.48
Low 132.45 132.98 0.53 0.4% 132.81
Close 133.18 133.22 0.04 0.0% 132.90
Range 0.99 0.76 -0.23 -23.2% 1.67
ATR 0.83 0.82 0.00 -0.6% 0.00
Volume 2,414 1,600 -814 -33.7% 8,902
Daily Pivots for day following 15-Feb-2024
Classic Woodie Camarilla DeMark
R4 135.59 135.17 133.64
R3 134.83 134.41 133.43
R2 134.07 134.07 133.36
R1 133.65 133.65 133.29 133.48
PP 133.31 133.31 133.31 133.23
S1 132.89 132.89 133.15 132.72
S2 132.55 132.55 133.08
S3 131.79 132.13 133.01
S4 131.03 131.37 132.80
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 138.41 137.32 133.82
R3 136.74 135.65 133.36
R2 135.07 135.07 133.21
R1 133.98 133.98 133.05 133.69
PP 133.40 133.40 133.40 133.25
S1 132.31 132.31 132.75 132.02
S2 131.73 131.73 132.59
S3 130.06 130.64 132.44
S4 128.39 128.97 131.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.74 132.44 1.30 1.0% 0.74 0.6% 60% True False 2,106
10 135.44 132.44 3.00 2.3% 0.79 0.6% 26% False False 2,045
20 135.83 132.44 3.39 2.5% 0.75 0.6% 23% False False 1,457
40 138.33 132.44 5.89 4.4% 0.69 0.5% 13% False False 796
60 138.33 130.23 8.10 6.1% 0.56 0.4% 37% False False 537
80 138.33 127.81 10.52 7.9% 0.43 0.3% 51% False False 403
100 138.33 126.95 11.38 8.5% 0.35 0.3% 55% False False 322
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136.97
2.618 135.73
1.618 134.97
1.000 134.50
0.618 134.21
HIGH 133.74
0.618 133.45
0.500 133.36
0.382 133.27
LOW 132.98
0.618 132.51
1.000 132.22
1.618 131.75
2.618 130.99
4.250 129.75
Fisher Pivots for day following 15-Feb-2024
Pivot 1 day 3 day
R1 133.36 133.18
PP 133.31 133.13
S1 133.27 133.09

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

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