Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 14-Dec-2023

Day Change Summary
	Previous	Current
	13-Dec-2023	14-Dec-2023	Change	Change %	Previous Week
Open	135.08	136.39	1.31	1.0%	133.72
High	136.52	137.28	0.76	0.6%	135.81
Low	135.07	135.84	0.77	0.6%	133.42
Close	135.67	136.22	0.55	0.4%	134.68
Range	1.45	1.44	-0.01	-0.7%	2.39
ATR	0.93	0.98	0.05	5.2%	0.00
Volume	815,893	1,326,379	510,486	62.6%	5,154,111

Daily Pivots for day following 14-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	140.77	139.93	137.01
R3	139.33	138.49	136.62
R2	137.89	137.89	136.48
R1	137.05	137.05	136.35	136.75
PP	136.45	136.45	136.45	136.30
S1	135.61	135.61	136.09	135.31
S2	135.01	135.01	135.96
S3	133.57	134.17	135.82
S4	132.13	132.73	135.43

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	137.28	134.37	2.91	2.1%	1.03	0.8%	64%	True	False	884,243
10	137.28	132.59	4.69	3.4%	1.04	0.8%	77%	True	False	951,150
20	137.28	130.47	6.81	5.0%	0.90	0.7%	84%	True	False	504,816
40	137.28	127.44	9.84	7.2%	0.80	0.6%	89%	True	False	252,845
60	137.28	126.95	10.33	7.6%	0.71	0.5%	90%	True	False	168,607
80	137.28	126.95	10.33	7.6%	0.60	0.4%	90%	True	False	126,456
100	137.28	126.95	10.33	7.6%	0.48	0.3%	90%	True	False	101,165
120	137.28	126.95	10.33	7.6%	0.40	0.3%	90%	True	False	84,304

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	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143.40
2.618	141.05
1.618	139.61
1.000	138.72
0.618	138.17
HIGH	137.28
0.618	136.73
0.500	136.56
0.382	136.39
LOW	135.84
0.618	134.95
1.000	134.40
1.618	133.51
2.618	132.07
4.250	129.72

Fisher Pivots for day following 14-Dec-2023
Pivot	1 day	3 day
R1	136.56	136.16
PP	136.45	136.10
S1	136.33	136.04

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols