Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 19-Mar-2024
Day Change Summary
Previous Current
18-Mar-2024 19-Mar-2024 Change Change % Previous Week
Open 131.86 131.66 -0.20 -0.2% 133.80
High 132.10 132.02 -0.08 -0.1% 134.06
Low 131.54 131.59 0.05 0.0% 131.71
Close 131.66 131.88 0.22 0.2% 131.83
Range 0.56 0.43 -0.13 -23.2% 2.35
ATR 0.80 0.77 -0.03 -3.3% 0.00
Volume 853,398 1,056,286 202,888 23.8% 4,626,131
Daily Pivots for day following 19-Mar-2024
Classic Woodie Camarilla DeMark
R4 133.12 132.93 132.12
R3 132.69 132.50 132.00
R2 132.26 132.26 131.96
R1 132.07 132.07 131.92 132.17
PP 131.83 131.83 131.83 131.88
S1 131.64 131.64 131.84 131.74
S2 131.40 131.40 131.80
S3 130.97 131.21 131.76
S4 130.54 130.78 131.64
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 139.58 138.06 133.12
R3 137.23 135.71 132.48
R2 134.88 134.88 132.26
R1 133.36 133.36 132.05 132.95
PP 132.53 132.53 132.53 132.33
S1 131.01 131.01 131.61 130.60
S2 130.18 130.18 131.40
S3 127.83 128.66 131.18
S4 125.48 126.31 130.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.47 131.54 1.93 1.5% 0.63 0.5% 18% False False 962,902
10 134.15 131.54 2.61 2.0% 0.72 0.5% 13% False False 988,173
20 134.15 131.23 2.92 2.2% 0.83 0.6% 22% False False 646,073
40 135.83 131.23 4.60 3.5% 0.80 0.6% 14% False False 323,961
60 138.33 131.23 7.10 5.4% 0.74 0.6% 9% False False 216,025
80 138.33 130.23 8.10 6.1% 0.64 0.5% 20% False False 162,024
100 138.33 128.34 9.99 7.6% 0.52 0.4% 35% False False 129,619
120 138.33 126.95 11.38 8.6% 0.44 0.3% 43% False False 108,016
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.85
2.618 133.15
1.618 132.72
1.000 132.45
0.618 132.29
HIGH 132.02
0.618 131.86
0.500 131.81
0.382 131.75
LOW 131.59
0.618 131.32
1.000 131.16
1.618 130.89
2.618 130.46
4.250 129.76
Fisher Pivots for day following 19-Mar-2024
Pivot 1 day 3 day
R1 131.86 131.86
PP 131.83 131.84
S1 131.81 131.82

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

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