Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 127.89 127.85 -0.04 0.0% 129.60
High 128.29 128.35 0.06 0.0% 129.60
Low 127.87 127.44 -0.43 -0.3% 127.61
Close 128.29 128.35 0.06 0.0% 128.29
Range 0.42 0.91 0.49 116.7% 1.99
ATR 0.67 0.69 0.02 2.5% 0.00
Volume 179 56 -123 -68.7% 830
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 130.78 130.47 128.85
R3 129.87 129.56 128.60
R2 128.96 128.96 128.52
R1 128.65 128.65 128.43 128.81
PP 128.05 128.05 128.05 128.12
S1 127.74 127.74 128.27 127.90
S2 127.14 127.14 128.18
S3 126.23 126.83 128.10
S4 125.32 125.92 127.85
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 134.47 133.37 129.38
R3 132.48 131.38 128.84
R2 130.49 130.49 128.65
R1 129.39 129.39 128.47 128.95
PP 128.50 128.50 128.50 128.28
S1 127.40 127.40 128.11 126.96
S2 126.51 126.51 127.93
S3 124.52 125.41 127.74
S4 122.53 123.42 127.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.80 127.44 1.36 1.1% 0.55 0.4% 67% False True 164
10 130.13 127.44 2.69 2.1% 0.51 0.4% 34% False True 146
20 130.13 126.95 3.18 2.5% 0.59 0.5% 44% False False 146
40 132.82 126.95 5.87 4.6% 0.42 0.3% 24% False False 75
60 132.88 126.95 5.93 4.6% 0.29 0.2% 24% False False 50
80 133.74 126.95 6.79 5.3% 0.22 0.2% 21% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 132.22
2.618 130.73
1.618 129.82
1.000 129.26
0.618 128.91
HIGH 128.35
0.618 128.00
0.500 127.90
0.382 127.79
LOW 127.44
0.618 126.88
1.000 126.53
1.618 125.97
2.618 125.06
4.250 123.57
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 128.20 128.20
PP 128.05 128.05
S1 127.90 127.90

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

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