Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 128.40 129.53 1.13 0.9% 128.27
High 129.63 129.53 -0.10 -0.1% 128.35
Low 128.40 129.03 0.63 0.5% 126.95
Close 129.46 129.39 -0.07 -0.1% 128.16
Range 1.23 0.50 -0.73 -59.3% 1.40
ATR 0.73 0.71 -0.02 -2.3% 0.00
Volume 409 166 -243 -59.4% 787
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 130.82 130.60 129.67
R3 130.32 130.10 129.53
R2 129.82 129.82 129.48
R1 129.60 129.60 129.44 129.46
PP 129.32 129.32 129.32 129.25
S1 129.10 129.10 129.34 128.96
S2 128.82 128.82 129.30
S3 128.32 128.60 129.25
S4 127.82 128.10 129.12
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
5 129.63 126.95 2.68 2.1% 0.73 0.6% 91% False False 267
10 129.63 126.95 2.68 2.1% 0.73 0.6% 91% False False 163
20 131.42 126.95 4.47 3.5% 0.46 0.4% 55% False False 84
40 132.88 126.95 5.93 4.6% 0.32 0.2% 41% False False 43
60 133.20 126.95 6.25 4.8% 0.21 0.2% 39% False False 29
80 134.24 126.95 7.29 5.6% 0.16 0.1% 33% False False 21
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.66
2.618 130.84
1.618 130.34
1.000 130.03
0.618 129.84
HIGH 129.53
0.618 129.34
0.500 129.28
0.382 129.22
LOW 129.03
0.618 128.72
1.000 128.53
1.618 128.22
2.618 127.72
4.250 126.91
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 129.35 129.16
PP 129.32 128.92
S1 129.28 128.69

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

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