Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 29-Sep-2023
Day Change Summary
Previous Current
28-Sep-2023 29-Sep-2023 Change Change % Previous Week
Open 128.80 128.30 -0.50 -0.4% 129.16
High 128.80 128.92 0.12 0.1% 129.28
Low 127.33 128.30 0.97 0.8% 127.33
Close 127.33 128.85 1.52 1.2% 128.85
Range 1.47 0.62 -0.85 -57.8% 1.95
ATR 0.59 0.66 0.07 12.3% 0.00
Volume 71 30 -41 -57.7% 292
Daily Pivots for day following 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 130.55 130.32 129.19
R3 129.93 129.70 129.02
R2 129.31 129.31 128.96
R1 129.08 129.08 128.91 129.20
PP 128.69 128.69 128.69 128.75
S1 128.46 128.46 128.79 128.58
S2 128.07 128.07 128.74
S3 127.45 127.84 128.68
S4 126.83 127.22 128.51
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 134.34 133.54 129.92
R3 132.39 131.59 129.39
R2 130.44 130.44 129.21
R1 129.64 129.64 129.03 129.07
PP 128.49 128.49 128.49 128.20
S1 127.69 127.69 128.67 127.12
S2 126.54 126.54 128.49
S3 124.59 125.74 128.31
S4 122.64 123.79 127.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.28 127.33 1.95 1.5% 0.59 0.5% 78% False False 58
10 130.50 127.33 3.17 2.5% 0.37 0.3% 48% False False 29
20 131.78 127.33 4.45 3.5% 0.31 0.2% 34% False False 18
40 132.88 127.33 5.55 4.3% 0.21 0.2% 27% False False 9
60 133.74 127.33 6.41 5.0% 0.14 0.1% 24% False False 6
80 134.24 127.33 6.91 5.4% 0.10 0.1% 22% False False 4
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 0.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131.56
2.618 130.54
1.618 129.92
1.000 129.54
0.618 129.30
HIGH 128.92
0.618 128.68
0.500 128.61
0.382 128.54
LOW 128.30
0.618 127.92
1.000 127.68
1.618 127.30
2.618 126.68
4.250 125.67
Fisher Pivots for day following 29-Sep-2023
Pivot 1 day 3 day
R1 128.77 128.64
PP 128.69 128.43
S1 128.61 128.22

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

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