Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 17-Oct-2023
Day Change Summary
Previous Current
16-Oct-2023 17-Oct-2023 Change Change % Previous Week
Open 129.60 128.80 -0.80 -0.6% 128.40
High 129.60 128.80 -0.80 -0.6% 130.13
Low 129.34 128.30 -1.04 -0.8% 128.40
Close 129.34 128.34 -1.00 -0.8% 129.79
Range 0.26 0.50 0.24 92.3% 1.73
ATR 0.69 0.72 0.02 3.6% 0.00
Volume 64 67 3 4.7% 983
Daily Pivots for day following 17-Oct-2023
Classic Woodie Camarilla DeMark
R4 129.98 129.66 128.62
R3 129.48 129.16 128.48
R2 128.98 128.98 128.43
R1 128.66 128.66 128.39 128.57
PP 128.48 128.48 128.48 128.44
S1 128.16 128.16 128.29 128.07
S2 127.98 127.98 128.25
S3 127.48 127.66 128.20
S4 126.98 127.16 128.07
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
5 130.13 128.30 1.83 1.4% 0.46 0.4% 2% False True 107
10 130.13 126.95 3.18 2.5% 0.59 0.5% 44% False False 187
20 130.13 126.95 3.18 2.5% 0.50 0.4% 44% False False 109
40 132.88 126.95 5.93 4.6% 0.38 0.3% 23% False False 57
60 132.88 126.95 5.93 4.6% 0.25 0.2% 23% False False 38
80 134.06 126.95 7.11 5.5% 0.19 0.1% 20% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130.93
2.618 130.11
1.618 129.61
1.000 129.30
0.618 129.11
HIGH 128.80
0.618 128.61
0.500 128.55
0.382 128.49
LOW 128.30
0.618 127.99
1.000 127.80
1.618 127.49
2.618 126.99
4.250 126.18
Fisher Pivots for day following 17-Oct-2023
Pivot 1 day 3 day
R1 128.55 129.22
PP 128.48 128.92
S1 128.41 128.63

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

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