Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 17-Jan-2024
Day Change Summary
Previous Current
16-Jan-2024 17-Jan-2024 Change Change % Previous Week
Open 135.17 134.62 -0.55 -0.4% 135.43
High 135.50 134.94 -0.56 -0.4% 136.16
Low 134.57 134.15 -0.42 -0.3% 134.87
Close 134.96 134.23 -0.73 -0.5% 135.67
Range 0.93 0.79 -0.14 -15.1% 1.29
ATR 1.02 1.00 -0.01 -1.4% 0.00
Volume 1,095,985 1,355,211 259,226 23.7% 5,192,262
Daily Pivots for day following 17-Jan-2024
Classic Woodie Camarilla DeMark
R4 136.81 136.31 134.66
R3 136.02 135.52 134.45
R2 135.23 135.23 134.37
R1 134.73 134.73 134.30 134.59
PP 134.44 134.44 134.44 134.37
S1 133.94 133.94 134.16 133.80
S2 133.65 133.65 134.09
S3 132.86 133.15 134.01
S4 132.07 132.36 133.80
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 139.44 138.84 136.38
R3 138.15 137.55 136.02
R2 136.86 136.86 135.91
R1 136.26 136.26 135.79 136.56
PP 135.57 135.57 135.57 135.72
S1 134.97 134.97 135.55 135.27
S2 134.28 134.28 135.43
S3 132.99 133.68 135.32
S4 131.70 132.39 134.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.99 134.15 1.84 1.4% 0.82 0.6% 4% False True 1,116,859
10 137.96 134.15 3.81 2.8% 1.02 0.8% 2% False True 1,082,324
20 138.84 134.15 4.69 3.5% 0.98 0.7% 2% False True 875,568
40 138.84 130.47 8.37 6.2% 0.94 0.7% 45% False False 690,192
60 138.84 127.44 11.40 8.5% 0.86 0.6% 60% False False 460,419
80 138.84 126.95 11.89 8.9% 0.78 0.6% 61% False False 345,347
100 138.84 126.95 11.89 8.9% 0.67 0.5% 61% False False 276,278
120 138.84 126.95 11.89 8.9% 0.56 0.4% 61% False False 230,232
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.30
2.618 137.01
1.618 136.22
1.000 135.73
0.618 135.43
HIGH 134.94
0.618 134.64
0.500 134.55
0.382 134.45
LOW 134.15
0.618 133.66
1.000 133.36
1.618 132.87
2.618 132.08
4.250 130.79
Fisher Pivots for day following 17-Jan-2024
Pivot 1 day 3 day
R1 134.55 135.07
PP 134.44 134.79
S1 134.34 134.51

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

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