Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 03-Jan-2024
Day Change Summary
Previous Current
02-Jan-2024 03-Jan-2024 Change Change % Previous Week
Open 137.14 136.68 -0.46 -0.3% 137.69
High 137.21 137.63 0.42 0.3% 138.84
Low 136.25 136.31 0.06 0.0% 137.07
Close 136.89 137.19 0.30 0.2% 137.22
Range 0.96 1.32 0.36 37.5% 1.77
ATR 0.95 0.98 0.03 2.7% 0.00
Volume 951,648 969,492 17,844 1.9% 1,832,861
Daily Pivots for day following 03-Jan-2024
Classic Woodie Camarilla DeMark
R4 141.00 140.42 137.92
R3 139.68 139.10 137.55
R2 138.36 138.36 137.43
R1 137.78 137.78 137.31 138.07
PP 137.04 137.04 137.04 137.19
S1 136.46 136.46 137.07 136.75
S2 135.72 135.72 136.95
S3 134.40 135.14 136.83
S4 133.08 133.82 136.46
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% 1.09 0.8% 36% False False 750,800
10 138.84 136.25 2.59 1.9% 0.90 0.7% 36% False False 670,505
20 138.84 133.42 5.42 4.0% 0.98 0.7% 70% False False 816,941
40 138.84 129.72 9.12 6.6% 0.89 0.6% 82% False False 444,225
60 138.84 127.44 11.40 8.3% 0.79 0.6% 86% False False 296,218
80 138.84 126.95 11.89 8.7% 0.68 0.5% 86% False False 222,175
100 138.84 126.95 11.89 8.7% 0.58 0.4% 86% False False 177,741
120 138.84 126.95 11.89 8.7% 0.49 0.4% 86% False False 148,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 143.24
2.618 141.09
1.618 139.77
1.000 138.95
0.618 138.45
HIGH 137.63
0.618 137.13
0.500 136.97
0.382 136.81
LOW 136.31
0.618 135.49
1.000 134.99
1.618 134.17
2.618 132.85
4.250 130.70
Fisher Pivots for day following 03-Jan-2024
Pivot 1 day 3 day
R1 137.12 137.31
PP 137.04 137.27
S1 136.97 137.23

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

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