Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 127.70 127.80 0.10 0.1% 128.27
High 128.35 128.24 -0.11 -0.1% 128.35
Low 127.70 127.74 0.04 0.0% 126.95
Close 128.30 128.16 -0.14 -0.1% 128.16
Range 0.65 0.50 -0.15 -23.1% 1.40
ATR 0.68 0.67 -0.01 -1.3% 0.00
Volume 459 167 -292 -63.6% 787
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 129.55 129.35 128.44
R3 129.05 128.85 128.30
R2 128.55 128.55 128.25
R1 128.35 128.35 128.21 128.45
PP 128.05 128.05 128.05 128.10
S1 127.85 127.85 128.11 127.95
S2 127.55 127.55 128.07
S3 127.05 127.35 128.02
S4 126.55 126.85 127.89
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 132.02 131.49 128.93
R3 130.62 130.09 128.55
R2 129.22 129.22 128.42
R1 128.69 128.69 128.29 128.26
PP 127.82 127.82 127.82 127.60
S1 127.29 127.29 128.03 126.86
S2 126.42 126.42 127.90
S3 125.02 125.89 127.78
S4 123.62 124.49 127.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.35 126.95 1.40 1.1% 0.56 0.4% 86% False False 157
10 129.28 126.95 2.33 1.8% 0.58 0.5% 52% False False 107
20 131.42 126.95 4.47 3.5% 0.38 0.3% 27% False False 55
40 132.88 126.95 5.93 4.6% 0.28 0.2% 20% False False 29
60 133.74 126.95 6.79 5.3% 0.19 0.1% 18% False False 19
80 134.24 126.95 7.29 5.7% 0.14 0.1% 17% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130.37
2.618 129.55
1.618 129.05
1.000 128.74
0.618 128.55
HIGH 128.24
0.618 128.05
0.500 127.99
0.382 127.93
LOW 127.74
0.618 127.43
1.000 127.24
1.618 126.93
2.618 126.43
4.250 125.62
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 128.10 127.99
PP 128.05 127.82
S1 127.99 127.65

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

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