Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 135.38 134.71 -0.67 -0.5% 133.72
High 135.46 134.89 -0.57 -0.4% 135.81
Low 134.37 134.53 0.16 0.1% 133.42
Close 134.68 134.63 -0.05 0.0% 134.68
Range 1.09 0.36 -0.73 -67.0% 2.39
ATR 0.93 0.89 -0.04 -4.4% 0.00
Volume 894,129 583,958 -310,171 -34.7% 5,154,111
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 135.76 135.56 134.83
R3 135.40 135.20 134.73
R2 135.04 135.04 134.70
R1 134.84 134.84 134.66 134.76
PP 134.68 134.68 134.68 134.65
S1 134.48 134.48 134.60 134.40
S2 134.32 134.32 134.56
S3 133.96 134.12 134.53
S4 133.60 133.76 134.43
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 141.81 140.63 135.99
R3 139.42 138.24 135.34
R2 137.03 137.03 135.12
R1 135.85 135.85 134.90 136.44
PP 134.64 134.64 134.64 134.93
S1 133.46 133.46 134.46 134.05
S2 132.25 132.25 134.24
S3 129.86 131.07 134.02
S4 127.47 128.68 133.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.81 133.91 1.90 1.4% 0.90 0.7% 38% False False 916,429
10 135.81 131.45 4.36 3.2% 0.95 0.7% 73% False False 707,065
20 135.81 129.72 6.09 4.5% 0.85 0.6% 81% False False 358,080
40 135.81 127.44 8.37 6.2% 0.74 0.5% 86% False False 179,280
60 135.81 126.95 8.86 6.6% 0.66 0.5% 87% False False 119,554
80 135.81 126.95 8.86 6.6% 0.55 0.4% 87% False False 89,667
100 135.81 126.95 8.86 6.6% 0.44 0.3% 87% False False 71,733
120 135.81 126.95 8.86 6.6% 0.37 0.3% 87% False False 59,778
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 136.42
2.618 135.83
1.618 135.47
1.000 135.25
0.618 135.11
HIGH 134.89
0.618 134.75
0.500 134.71
0.382 134.67
LOW 134.53
0.618 134.31
1.000 134.17
1.618 133.95
2.618 133.59
4.250 133.00
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 134.71 135.09
PP 134.68 134.94
S1 134.66 134.78

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

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