Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 127.85 128.74 0.89 0.7% 129.60
High 128.35 129.01 0.66 0.5% 129.60
Low 127.44 128.74 1.30 1.0% 127.61
Close 128.35 128.75 0.40 0.3% 128.29
Range 0.91 0.27 -0.64 -70.3% 1.99
ATR 0.69 0.69 0.00 -0.3% 0.00
Volume 56 99 43 76.8% 830
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 129.64 129.47 128.90
R3 129.37 129.20 128.82
R2 129.10 129.10 128.80
R1 128.93 128.93 128.77 129.02
PP 128.83 128.83 128.83 128.88
S1 128.66 128.66 128.73 128.75
S2 128.56 128.56 128.70
S3 128.29 128.39 128.68
S4 128.02 128.12 128.60
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
5 129.01 127.44 1.57 1.2% 0.51 0.4% 83% True False 170
10 130.13 127.44 2.69 2.1% 0.48 0.4% 49% False False 139
20 130.13 126.95 3.18 2.5% 0.61 0.5% 57% False False 151
40 132.82 126.95 5.87 4.6% 0.41 0.3% 31% False False 78
60 132.88 126.95 5.93 4.6% 0.29 0.2% 30% False False 52
80 133.74 126.95 6.79 5.3% 0.22 0.2% 27% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 130.16
2.618 129.72
1.618 129.45
1.000 129.28
0.618 129.18
HIGH 129.01
0.618 128.91
0.500 128.88
0.382 128.84
LOW 128.74
0.618 128.57
1.000 128.47
1.618 128.30
2.618 128.03
4.250 127.59
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 128.88 128.58
PP 128.83 128.40
S1 128.79 128.23

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

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