Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 130.13 129.60 -0.53 -0.4% 128.40
High 130.13 129.60 -0.53 -0.4% 130.13
Low 129.79 129.34 -0.45 -0.3% 128.40
Close 129.79 129.34 -0.45 -0.3% 129.79
Range 0.34 0.26 -0.08 -23.5% 1.73
ATR 0.71 0.69 -0.02 -2.6% 0.00
Volume 206 64 -142 -68.9% 983
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 130.21 130.03 129.48
R3 129.95 129.77 129.41
R2 129.69 129.69 129.39
R1 129.51 129.51 129.36 129.47
PP 129.43 129.43 129.43 129.41
S1 129.25 129.25 129.32 129.21
S2 129.17 129.17 129.29
S3 128.91 128.99 129.27
S4 128.65 128.73 129.20
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 134.63 133.94 130.74
R3 132.90 132.21 130.27
R2 131.17 131.17 130.11
R1 130.48 130.48 129.95 130.83
PP 129.44 129.44 129.44 129.61
S1 128.75 128.75 129.63 129.10
S2 127.71 127.71 129.47
S3 125.98 127.02 129.31
S4 124.25 125.29 128.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.13 129.03 1.10 0.9% 0.46 0.4% 28% False False 127
10 130.13 126.95 3.18 2.5% 0.61 0.5% 75% False False 183
20 130.13 126.95 3.18 2.5% 0.48 0.4% 75% False False 106
40 132.88 126.95 5.93 4.6% 0.37 0.3% 40% False False 55
60 132.97 126.95 6.02 4.7% 0.24 0.2% 40% False False 36
80 134.06 126.95 7.11 5.5% 0.18 0.1% 34% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.02
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 130.71
2.618 130.28
1.618 130.02
1.000 129.86
0.618 129.76
HIGH 129.60
0.618 129.50
0.500 129.47
0.382 129.44
LOW 129.34
0.618 129.18
1.000 129.08
1.618 128.92
2.618 128.66
4.250 128.24
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 129.47 129.72
PP 129.43 129.59
S1 129.38 129.47

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

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