Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 07-Dec-2023
Day Change Summary
Previous Current
06-Dec-2023 07-Dec-2023 Change Change % Previous Week
Open 134.93 135.49 0.56 0.4% 130.93
High 135.55 135.81 0.26 0.2% 133.92
Low 134.55 134.87 0.32 0.2% 130.51
Close 135.36 135.46 0.10 0.1% 133.60
Range 1.00 0.94 -0.06 -6.0% 3.41
ATR 0.91 0.91 0.00 0.2% 0.00
Volume 1,110,931 987,737 -123,194 -11.1% 1,353,361
Daily Pivots for day following 07-Dec-2023
Classic Woodie Camarilla DeMark
R4 138.20 137.77 135.98
R3 137.26 136.83 135.72
R2 136.32 136.32 135.63
R1 135.89 135.89 135.55 135.64
PP 135.38 135.38 135.38 135.25
S1 134.95 134.95 135.37 134.70
S2 134.44 134.44 135.29
S3 133.50 134.01 135.20
S4 132.56 133.07 134.94
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
5 135.81 132.59 3.22 2.4% 1.04 0.8% 89% True False 1,018,056
10 135.81 130.47 5.34 3.9% 0.97 0.7% 93% True False 562,231
20 135.81 129.72 6.09 4.5% 0.85 0.6% 94% True False 284,351
40 135.81 127.44 8.37 6.2% 0.72 0.5% 96% True False 142,338
60 135.81 126.95 8.86 6.5% 0.65 0.5% 96% True False 94,920
80 135.81 126.95 8.86 6.5% 0.53 0.4% 96% True False 71,191
100 135.81 126.95 8.86 6.5% 0.42 0.3% 96% True False 56,952
120 135.81 126.95 8.86 6.5% 0.35 0.3% 96% True False 47,460
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139.81
2.618 138.27
1.618 137.33
1.000 136.75
0.618 136.39
HIGH 135.81
0.618 135.45
0.500 135.34
0.382 135.23
LOW 134.87
0.618 134.29
1.000 133.93
1.618 133.35
2.618 132.41
4.250 130.88
Fisher Pivots for day following 07-Dec-2023
Pivot 1 day 3 day
R1 135.42 135.26
PP 135.38 135.06
S1 135.34 134.86

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

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