Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 29-Jan-2024
Day Change Summary
Previous Current
26-Jan-2024 29-Jan-2024 Change Change % Previous Week
Open 134.65 134.50 -0.15 -0.1% 134.17
High 135.02 135.24 0.22 0.2% 135.02
Low 134.16 134.38 0.22 0.2% 133.55
Close 134.29 134.99 0.70 0.5% 134.29
Range 0.86 0.86 0.00 0.0% 1.47
ATR 0.92 0.93 0.00 0.2% 0.00
Volume 862,944 766,826 -96,118 -11.1% 4,525,059
Daily Pivots for day following 29-Jan-2024
Classic Woodie Camarilla DeMark
R4 137.45 137.08 135.46
R3 136.59 136.22 135.23
R2 135.73 135.73 135.15
R1 135.36 135.36 135.07 135.55
PP 134.87 134.87 134.87 134.96
S1 134.50 134.50 134.91 134.69
S2 134.01 134.01 134.83
S3 133.15 133.64 134.75
S4 132.29 132.78 134.52
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 138.70 137.96 135.10
R3 137.23 136.49 134.69
R2 135.76 135.76 134.56
R1 135.02 135.02 134.42 135.39
PP 134.29 134.29 134.29 134.47
S1 133.55 133.55 134.16 133.92
S2 132.82 132.82 134.02
S3 131.35 132.08 133.89
S4 129.88 130.61 133.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.24 133.55 1.69 1.3% 0.88 0.7% 85% True False 926,842
10 135.50 133.55 1.95 1.4% 0.80 0.6% 74% False False 951,104
20 138.37 133.55 4.82 3.6% 0.94 0.7% 30% False False 965,458
40 138.84 132.29 6.55 4.9% 0.95 0.7% 41% False False 863,493
60 138.84 128.69 10.15 7.5% 0.89 0.7% 62% False False 578,074
80 138.84 126.95 11.89 8.8% 0.81 0.6% 68% False False 433,591
100 138.84 126.95 11.89 8.8% 0.71 0.5% 68% False False 346,877
120 138.84 126.95 11.89 8.8% 0.61 0.5% 68% False False 289,064
Crabel Price Patterns
NR False
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 0.18
Fibonacci Retracements and Extensions
4.250 138.90
2.618 137.49
1.618 136.63
1.000 136.10
0.618 135.77
HIGH 135.24
0.618 134.91
0.500 134.81
0.382 134.71
LOW 134.38
0.618 133.85
1.000 133.52
1.618 132.99
2.618 132.13
4.250 130.73
Fisher Pivots for day following 29-Jan-2024
Pivot 1 day 3 day
R1 134.93 134.79
PP 134.87 134.59
S1 134.81 134.40

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

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