Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 11-Mar-2024
Day Change Summary
Previous Current
08-Mar-2024 11-Mar-2024 Change Change % Previous Week
Open 133.50 133.80 0.30 0.2% 132.36
High 134.15 134.06 -0.09 -0.1% 134.15
Low 133.33 133.21 -0.12 -0.1% 132.08
Close 133.76 133.39 -0.37 -0.3% 133.76
Range 0.82 0.85 0.03 3.7% 2.07
ATR 0.86 0.86 0.00 0.0% 0.00
Volume 895,157 758,792 -136,365 -15.2% 5,363,164
Daily Pivots for day following 11-Mar-2024
Classic Woodie Camarilla DeMark
R4 136.10 135.60 133.86
R3 135.25 134.75 133.62
R2 134.40 134.40 133.55
R1 133.90 133.90 133.47 133.73
PP 133.55 133.55 133.55 133.47
S1 133.05 133.05 133.31 132.88
S2 132.70 132.70 133.23
S3 131.85 132.20 133.16
S4 131.00 131.35 132.92
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 139.54 138.72 134.90
R3 137.47 136.65 134.33
R2 135.40 135.40 134.14
R1 134.58 134.58 133.95 134.99
PP 133.33 133.33 133.33 133.54
S1 132.51 132.51 133.57 132.92
S2 131.26 131.26 133.38
S3 129.19 130.44 133.19
S4 127.12 128.37 132.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.15 132.36 1.79 1.3% 0.90 0.7% 58% False False 1,032,294
10 134.15 131.23 2.92 2.2% 0.81 0.6% 74% False False 709,209
20 134.15 131.23 2.92 2.2% 0.84 0.6% 74% False False 358,052
40 135.83 131.23 4.60 3.4% 0.78 0.6% 47% False False 179,595
60 138.33 131.23 7.10 5.3% 0.74 0.6% 30% False False 119,744
80 138.33 130.23 8.10 6.1% 0.59 0.4% 39% False False 89,812
100 138.33 127.36 10.97 8.2% 0.49 0.4% 55% False False 71,849
120 138.33 126.95 11.38 8.5% 0.40 0.3% 57% False False 59,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.67
2.618 136.29
1.618 135.44
1.000 134.91
0.618 134.59
HIGH 134.06
0.618 133.74
0.500 133.64
0.382 133.53
LOW 133.21
0.618 132.68
1.000 132.36
1.618 131.83
2.618 130.98
4.250 129.60
Fisher Pivots for day following 11-Mar-2024
Pivot 1 day 3 day
R1 133.64 133.51
PP 133.55 133.47
S1 133.47 133.43

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

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