Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 14-Mar-2024
Day Change Summary
Previous Current
13-Mar-2024 14-Mar-2024 Change Change % Previous Week
Open 133.18 132.57 -0.61 -0.5% 132.36
High 133.47 132.78 -0.69 -0.5% 134.15
Low 132.58 131.86 -0.72 -0.5% 132.08
Close 132.73 132.01 -0.72 -0.5% 133.76
Range 0.89 0.92 0.03 3.4% 2.07
ATR 0.85 0.85 0.01 0.6% 0.00
Volume 944,543 1,135,404 190,861 20.2% 5,363,164
Daily Pivots for day following 14-Mar-2024
Classic Woodie Camarilla DeMark
R4 134.98 134.41 132.52
R3 134.06 133.49 132.26
R2 133.14 133.14 132.18
R1 132.57 132.57 132.09 132.40
PP 132.22 132.22 132.22 132.13
S1 131.65 131.65 131.93 131.48
S2 131.30 131.30 131.84
S3 130.38 130.73 131.76
S4 129.46 129.81 131.50
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
5 134.15 131.86 2.29 1.7% 0.84 0.6% 7% False True 939,281
10 134.15 131.60 2.55 1.9% 0.84 0.6% 16% False False 979,602
20 134.15 131.23 2.92 2.2% 0.85 0.6% 27% False False 509,837
40 135.83 131.23 4.60 3.5% 0.80 0.6% 17% False False 255,630
60 138.33 131.23 7.10 5.4% 0.75 0.6% 11% False False 170,450
80 138.33 130.23 8.10 6.1% 0.62 0.5% 22% False False 127,842
100 138.33 127.81 10.52 8.0% 0.51 0.4% 40% False False 102,274
120 138.33 126.95 11.38 8.6% 0.43 0.3% 44% False False 85,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 136.69
2.618 135.19
1.618 134.27
1.000 133.70
0.618 133.35
HIGH 132.78
0.618 132.43
0.500 132.32
0.382 132.21
LOW 131.86
0.618 131.29
1.000 130.94
1.618 130.37
2.618 129.45
4.250 127.95
Fisher Pivots for day following 14-Mar-2024
Pivot 1 day 3 day
R1 132.32 132.78
PP 132.22 132.52
S1 132.11 132.27

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

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