Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 137.20 136.84 -0.36 -0.3% 134.71
High 137.49 137.47 -0.02 0.0% 137.48
Low 136.59 136.77 0.18 0.1% 134.53
Close 136.74 137.40 0.66 0.5% 137.33
Range 0.90 0.70 -0.20 -22.2% 2.95
ATR 1.02 1.00 -0.02 -2.0% 0.00
Volume 591,204 642,557 51,353 8.7% 4,479,654
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 139.31 139.06 137.79
R3 138.61 138.36 137.59
R2 137.91 137.91 137.53
R1 137.66 137.66 137.46 137.79
PP 137.21 137.21 137.21 137.28
S1 136.96 136.96 137.34 137.09
S2 136.51 136.51 137.27
S3 135.81 136.26 137.21
S4 135.11 135.56 137.02
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
5 137.49 135.07 2.42 1.8% 1.23 0.9% 96% False False 865,719
10 137.49 134.37 3.12 2.3% 1.04 0.8% 97% False False 870,621
20 137.49 130.47 7.02 5.1% 0.97 0.7% 99% False False 613,646
40 137.49 127.95 9.54 6.9% 0.84 0.6% 99% False False 307,494
60 137.49 126.95 10.54 7.7% 0.76 0.6% 99% False False 205,045
80 137.49 126.95 10.54 7.7% 0.63 0.5% 99% False False 153,785
100 137.49 126.95 10.54 7.7% 0.51 0.4% 99% False False 123,028
120 137.49 126.95 10.54 7.7% 0.42 0.3% 99% False False 102,523
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.22
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 140.45
2.618 139.30
1.618 138.60
1.000 138.17
0.618 137.90
HIGH 137.47
0.618 137.20
0.500 137.12
0.382 137.04
LOW 136.77
0.618 136.34
1.000 136.07
1.618 135.64
2.618 134.94
4.250 133.80
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 137.31 137.15
PP 137.21 136.90
S1 137.12 136.65

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

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