Euro Bund Future September 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 134.64 134.64 0.00 0.0% 133.04
High 134.64 134.77 0.13 0.1% 134.64
Low 134.52 134.06 -0.46 -0.3% 133.04
Close 134.52 134.21 -0.31 -0.2% 134.52
Range 0.12 0.71 0.59 491.7% 1.60
ATR 0.46 0.48 0.02 3.8% 0.00
Volume 57 52 -5 -8.8% 118
Daily Pivots for day following 11-Mar-2024
Classic Woodie Camarilla DeMark
R4 136.48 136.05 134.60
R3 135.77 135.34 134.41
R2 135.06 135.06 134.34
R1 134.63 134.63 134.28 134.49
PP 134.35 134.35 134.35 134.28
S1 133.92 133.92 134.14 133.78
S2 133.64 133.64 134.08
S3 132.93 133.21 134.01
S4 132.22 132.50 133.82
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 138.87 138.29 135.40
R3 137.27 136.69 134.96
R2 135.67 135.67 134.81
R1 135.09 135.09 134.67 135.38
PP 134.07 134.07 134.07 134.21
S1 133.49 133.49 134.37 133.78
S2 132.47 132.47 134.23
S3 130.87 131.89 134.08
S4 129.27 130.29 133.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.77 133.76 1.01 0.8% 0.26 0.2% 45% True False 34
10 134.77 132.69 2.08 1.5% 0.13 0.1% 73% True False 17
20 134.77 132.69 2.08 1.5% 0.16 0.1% 73% True False 9
40 136.41 132.69 3.72 2.8% 0.12 0.1% 41% False False 4
60 139.12 132.69 6.43 4.8% 0.11 0.1% 24% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 137.79
2.618 136.63
1.618 135.92
1.000 135.48
0.618 135.21
HIGH 134.77
0.618 134.50
0.500 134.42
0.382 134.33
LOW 134.06
0.618 133.62
1.000 133.35
1.618 132.91
2.618 132.20
4.250 131.04
Fisher Pivots for day following 11-Mar-2024
Pivot 1 day 3 day
R1 134.42 134.27
PP 134.35 134.25
S1 134.28 134.23

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

View Archives - Comment on this page... - Back to Index of Symbols