Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 02-Jan-2024
Day Change Summary
Previous Current
29-Dec-2023 02-Jan-2024 Change Change % Previous Week
Open 138.14 137.14 -1.00 -0.7% 137.69
High 138.37 137.21 -1.16 -0.8% 138.84
Low 137.07 136.25 -0.82 -0.6% 137.07
Close 137.22 136.89 -0.33 -0.2% 137.22
Range 1.30 0.96 -0.34 -26.2% 1.77
ATR 0.95 0.95 0.00 0.1% 0.00
Volume 474,435 951,648 477,213 100.6% 1,832,861
Daily Pivots for day following 02-Jan-2024
Classic Woodie Camarilla DeMark
R4 139.66 139.24 137.42
R3 138.70 138.28 137.15
R2 137.74 137.74 137.07
R1 137.32 137.32 136.98 137.05
PP 136.78 136.78 136.78 136.65
S1 136.36 136.36 136.80 136.09
S2 135.82 135.82 136.71
S3 134.86 135.40 136.63
S4 133.90 134.44 136.36
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 143.02 141.89 138.19
R3 141.25 140.12 137.71
R2 139.48 139.48 137.54
R1 138.35 138.35 137.38 138.03
PP 137.71 137.71 137.71 137.55
S1 136.58 136.58 137.06 136.26
S2 135.94 135.94 136.90
S3 134.17 134.81 136.73
S4 132.40 133.04 136.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.84 136.25 2.59 1.9% 0.93 0.7% 25% False True 634,742
10 138.84 135.81 3.03 2.2% 0.93 0.7% 36% False False 668,813
20 138.84 132.59 6.25 4.6% 0.98 0.7% 69% False False 809,981
40 138.84 129.72 9.12 6.7% 0.87 0.6% 79% False False 420,004
60 138.84 127.44 11.40 8.3% 0.78 0.6% 83% False False 280,068
80 138.84 126.95 11.89 8.7% 0.67 0.5% 84% False False 210,057
100 138.84 126.95 11.89 8.7% 0.57 0.4% 84% False False 168,046
120 138.84 126.95 11.89 8.7% 0.47 0.3% 84% False False 140,038
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.29
2.618 139.72
1.618 138.76
1.000 138.17
0.618 137.80
HIGH 137.21
0.618 136.84
0.500 136.73
0.382 136.62
LOW 136.25
0.618 135.66
1.000 135.29
1.618 134.70
2.618 133.74
4.250 132.17
Fisher Pivots for day following 02-Jan-2024
Pivot 1 day 3 day
R1 136.84 137.49
PP 136.78 137.29
S1 136.73 137.09

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

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