Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 18-Dec-2023
Day Change Summary
Previous Current
15-Dec-2023 18-Dec-2023 Change Change % Previous Week
Open 136.13 137.20 1.07 0.8% 134.71
High 137.48 137.49 0.01 0.0% 137.48
Low 135.81 136.59 0.78 0.6% 134.53
Close 137.33 136.74 -0.59 -0.4% 137.33
Range 1.67 0.90 -0.77 -46.1% 2.95
ATR 1.03 1.02 -0.01 -0.9% 0.00
Volume 952,565 591,204 -361,361 -37.9% 4,479,654
Daily Pivots for day following 18-Dec-2023
Classic Woodie Camarilla DeMark
R4 139.64 139.09 137.24
R3 138.74 138.19 136.99
R2 137.84 137.84 136.91
R1 137.29 137.29 136.82 137.12
PP 136.94 136.94 136.94 136.85
S1 136.39 136.39 136.66 136.22
S2 136.04 136.04 136.58
S3 135.14 135.49 136.49
S4 134.24 134.59 136.25
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
5 137.49 134.80 2.69 2.0% 1.25 0.9% 72% True False 897,380
10 137.49 133.91 3.58 2.6% 1.08 0.8% 79% True False 906,904
20 137.49 130.47 7.02 5.1% 0.96 0.7% 89% True False 581,643
40 137.49 127.44 10.05 7.3% 0.84 0.6% 93% True False 291,432
60 137.49 126.95 10.54 7.7% 0.75 0.5% 93% True False 194,336
80 137.49 126.95 10.54 7.7% 0.62 0.5% 93% True False 145,753
100 137.49 126.95 10.54 7.7% 0.50 0.4% 93% True False 116,602
120 137.49 126.95 10.54 7.7% 0.42 0.3% 93% True False 97,168
Crabel Price Patterns
NR True
NR4 True
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.32
2.618 139.85
1.618 138.95
1.000 138.39
0.618 138.05
HIGH 137.49
0.618 137.15
0.500 137.04
0.382 136.93
LOW 136.59
0.618 136.03
1.000 135.69
1.618 135.13
2.618 134.23
4.250 132.77
Fisher Pivots for day following 18-Dec-2023
Pivot 1 day 3 day
R1 137.04 136.71
PP 136.94 136.68
S1 136.84 136.65

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

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