Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 13-Dec-2023
Day Change Summary
Previous Current
12-Dec-2023 13-Dec-2023 Change Change % Previous Week
Open 134.80 135.08 0.28 0.2% 133.72
High 135.60 136.52 0.92 0.7% 135.81
Low 134.80 135.07 0.27 0.2% 133.42
Close 135.08 135.67 0.59 0.4% 134.68
Range 0.80 1.45 0.65 81.3% 2.39
ATR 0.89 0.93 0.04 4.5% 0.00
Volume 800,859 815,893 15,034 1.9% 5,154,111
Daily Pivots for day following 13-Dec-2023
Classic Woodie Camarilla DeMark
R4 140.10 139.34 136.47
R3 138.65 137.89 136.07
R2 137.20 137.20 135.94
R1 136.44 136.44 135.80 136.82
PP 135.75 135.75 135.75 135.95
S1 134.99 134.99 135.54 135.37
S2 134.30 134.30 135.40
S3 132.85 133.54 135.27
S4 131.40 132.09 134.87
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
5 136.52 134.37 2.15 1.6% 0.93 0.7% 60% True False 816,515
10 136.52 132.29 4.23 3.1% 1.00 0.7% 80% True False 851,695
20 136.52 130.47 6.05 4.5% 0.87 0.6% 86% True False 438,618
40 136.52 127.44 9.08 6.7% 0.78 0.6% 91% True False 219,696
60 136.52 126.95 9.57 7.1% 0.69 0.5% 91% True False 146,500
80 136.52 126.95 9.57 7.1% 0.58 0.4% 91% True False 109,876
100 136.52 126.95 9.57 7.1% 0.46 0.3% 91% True False 87,901
120 136.52 126.95 9.57 7.1% 0.38 0.3% 91% True False 73,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 142.68
2.618 140.32
1.618 138.87
1.000 137.97
0.618 137.42
HIGH 136.52
0.618 135.97
0.500 135.80
0.382 135.62
LOW 135.07
0.618 134.17
1.000 133.62
1.618 132.72
2.618 131.27
4.250 128.91
Fisher Pivots for day following 13-Dec-2023
Pivot 1 day 3 day
R1 135.80 135.62
PP 135.75 135.57
S1 135.71 135.53

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

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