Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 23-Jan-2024
Day Change Summary
Previous Current
22-Jan-2024 23-Jan-2024 Change Change % Previous Week
Open 134.17 134.52 0.35 0.3% 135.17
High 134.66 134.55 -0.11 -0.1% 135.50
Low 134.16 133.72 -0.44 -0.3% 133.71
Close 134.47 133.92 -0.55 -0.4% 134.00
Range 0.50 0.83 0.33 66.0% 1.79
ATR 0.93 0.93 -0.01 -0.8% 0.00
Volume 657,675 896,208 238,533 36.3% 4,219,155
Daily Pivots for day following 23-Jan-2024
Classic Woodie Camarilla DeMark
R4 136.55 136.07 134.38
R3 135.72 135.24 134.15
R2 134.89 134.89 134.07
R1 134.41 134.41 134.00 134.24
PP 134.06 134.06 134.06 133.98
S1 133.58 133.58 133.84 133.41
S2 133.23 133.23 133.77
S3 132.40 132.75 133.69
S4 131.57 131.92 133.46
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 139.77 138.68 134.98
R3 137.98 136.89 134.49
R2 136.19 136.19 134.33
R1 135.10 135.10 134.16 134.75
PP 134.40 134.40 134.40 134.23
S1 133.31 133.31 133.84 132.96
S2 132.61 132.61 133.67
S3 130.82 131.52 133.51
S4 129.03 129.73 133.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.94 133.71 1.23 0.9% 0.69 0.5% 17% False False 935,410
10 135.99 133.71 2.28 1.7% 0.74 0.6% 9% False False 997,590
20 138.84 133.71 5.13 3.8% 0.91 0.7% 4% False False 899,670
40 138.84 130.47 8.37 6.3% 0.95 0.7% 41% False False 772,528
60 138.84 127.95 10.89 8.1% 0.87 0.6% 55% False False 515,776
80 138.84 126.95 11.89 8.9% 0.80 0.6% 59% False False 386,870
100 138.84 126.95 11.89 8.9% 0.69 0.5% 59% False False 309,497
120 138.84 126.95 11.89 8.9% 0.58 0.4% 59% False False 257,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 138.08
2.618 136.72
1.618 135.89
1.000 135.38
0.618 135.06
HIGH 134.55
0.618 134.23
0.500 134.14
0.382 134.04
LOW 133.72
0.618 133.21
1.000 132.89
1.618 132.38
2.618 131.55
4.250 130.19
Fisher Pivots for day following 23-Jan-2024
Pivot 1 day 3 day
R1 134.14 134.19
PP 134.06 134.10
S1 133.99 134.01

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

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