Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 15-Dec-2023
Day Change Summary
Previous Current
14-Dec-2023 15-Dec-2023 Change Change % Previous Week
Open 136.39 136.13 -0.26 -0.2% 134.71
High 137.28 137.48 0.20 0.1% 137.48
Low 135.84 135.81 -0.03 0.0% 134.53
Close 136.22 137.33 1.11 0.8% 137.33
Range 1.44 1.67 0.23 16.0% 2.95
ATR 0.98 1.03 0.05 5.0% 0.00
Volume 1,326,379 952,565 -373,814 -28.2% 4,479,654
Daily Pivots for day following 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 141.88 141.28 138.25
R3 140.21 139.61 137.79
R2 138.54 138.54 137.64
R1 137.94 137.94 137.48 138.24
PP 136.87 136.87 136.87 137.03
S1 136.27 136.27 137.18 136.57
S2 135.20 135.20 137.02
S3 133.53 134.60 136.87
S4 131.86 132.93 136.41
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 145.30 144.26 138.95
R3 142.35 141.31 138.14
R2 139.40 139.40 137.87
R1 138.36 138.36 137.60 138.88
PP 136.45 136.45 136.45 136.71
S1 135.41 135.41 137.06 135.93
S2 133.50 133.50 136.79
S3 130.55 132.46 136.52
S4 127.60 129.51 135.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.48 134.53 2.95 2.1% 1.14 0.8% 95% True False 895,930
10 137.48 133.42 4.06 3.0% 1.07 0.8% 96% True False 963,376
20 137.48 130.47 7.01 5.1% 0.96 0.7% 98% True False 552,303
40 137.48 127.44 10.04 7.3% 0.83 0.6% 99% True False 276,656
60 137.48 126.95 10.53 7.7% 0.74 0.5% 99% True False 184,483
80 137.48 126.95 10.53 7.7% 0.61 0.4% 99% True False 138,363
100 137.48 126.95 10.53 7.7% 0.49 0.4% 99% True False 110,690
120 137.48 126.95 10.53 7.7% 0.41 0.3% 99% True False 92,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 144.58
2.618 141.85
1.618 140.18
1.000 139.15
0.618 138.51
HIGH 137.48
0.618 136.84
0.500 136.65
0.382 136.45
LOW 135.81
0.618 134.78
1.000 134.14
1.618 133.11
2.618 131.44
4.250 128.71
Fisher Pivots for day following 15-Dec-2023
Pivot 1 day 3 day
R1 137.10 136.98
PP 136.87 136.63
S1 136.65 136.28

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

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