Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 128.14 127.61 -0.53 -0.4% 128.40
High 128.40 127.98 -0.42 -0.3% 130.13
Low 127.83 127.61 -0.22 -0.2% 128.40
Close 127.83 127.75 -0.08 -0.1% 129.79
Range 0.57 0.37 -0.20 -35.1% 1.73
ATR 0.71 0.68 -0.02 -3.4% 0.00
Volume 416 104 -312 -75.0% 983
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 128.89 128.69 127.95
R3 128.52 128.32 127.85
R2 128.15 128.15 127.82
R1 127.95 127.95 127.78 128.05
PP 127.78 127.78 127.78 127.83
S1 127.58 127.58 127.72 127.68
S2 127.41 127.41 127.68
S3 127.04 127.21 127.65
S4 126.67 126.84 127.55
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
5 130.13 127.61 2.52 2.0% 0.41 0.3% 6% False True 171
10 130.13 127.61 2.52 2.0% 0.55 0.4% 6% False True 180
20 130.13 126.95 3.18 2.5% 0.55 0.4% 25% False False 135
40 132.82 126.95 5.87 4.6% 0.38 0.3% 14% False False 70
60 132.88 126.95 5.93 4.6% 0.27 0.2% 13% False False 46
80 133.74 126.95 6.79 5.3% 0.20 0.2% 12% False False 35
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 0.04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.55
2.618 128.95
1.618 128.58
1.000 128.35
0.618 128.21
HIGH 127.98
0.618 127.84
0.500 127.80
0.382 127.75
LOW 127.61
0.618 127.38
1.000 127.24
1.618 127.01
2.618 126.64
4.250 126.04
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 127.80 128.21
PP 127.78 128.05
S1 127.77 127.90

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

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