Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 05-Dec-2023
Day Change Summary
Previous Current
04-Dec-2023 05-Dec-2023 Change Change % Previous Week
Open 133.72 133.94 0.22 0.2% 130.93
High 134.24 135.04 0.80 0.6% 133.92
Low 133.42 133.91 0.49 0.4% 130.51
Close 133.86 134.98 1.12 0.8% 133.60
Range 0.82 1.13 0.31 37.8% 3.41
ATR 0.88 0.91 0.02 2.4% 0.00
Volume 1,155,923 1,005,391 -150,532 -13.0% 1,353,361
Daily Pivots for day following 05-Dec-2023
Classic Woodie Camarilla DeMark
R4 138.03 137.64 135.60
R3 136.90 136.51 135.29
R2 135.77 135.77 135.19
R1 135.38 135.38 135.08 135.58
PP 134.64 134.64 134.64 134.74
S1 134.25 134.25 134.88 134.45
S2 133.51 133.51 134.77
S3 132.38 133.12 134.67
S4 131.25 131.99 134.36
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 142.91 141.66 135.48
R3 139.50 138.25 134.54
R2 136.09 136.09 134.23
R1 134.84 134.84 133.91 135.47
PP 132.68 132.68 132.68 132.99
S1 131.43 131.43 133.29 132.06
S2 129.27 129.27 132.97
S3 125.86 128.02 132.66
S4 122.45 124.61 131.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.04 132.29 2.75 2.0% 1.04 0.8% 98% True False 689,723
10 135.04 130.47 4.57 3.4% 0.91 0.7% 99% True False 356,671
20 135.04 129.72 5.32 3.9% 0.80 0.6% 99% True False 179,495
40 135.04 127.44 7.60 5.6% 0.70 0.5% 99% True False 89,876
60 135.04 126.95 8.09 6.0% 0.62 0.5% 99% True False 59,942
80 135.04 126.95 8.09 6.0% 0.51 0.4% 99% True False 44,957
100 135.04 126.95 8.09 6.0% 0.41 0.3% 99% True False 35,966
120 135.04 126.95 8.09 6.0% 0.34 0.3% 99% True False 29,971
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.84
2.618 138.00
1.618 136.87
1.000 136.17
0.618 135.74
HIGH 135.04
0.618 134.61
0.500 134.48
0.382 134.34
LOW 133.91
0.618 133.21
1.000 132.78
1.618 132.08
2.618 130.95
4.250 129.11
Fisher Pivots for day following 05-Dec-2023
Pivot 1 day 3 day
R1 134.81 134.59
PP 134.64 134.20
S1 134.48 133.82

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

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