Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 30-Jan-2024
Day Change Summary
Previous Current
29-Jan-2024 30-Jan-2024 Change Change % Previous Week
Open 134.50 135.05 0.55 0.4% 134.17
High 135.24 135.45 0.21 0.2% 135.02
Low 134.38 134.37 -0.01 0.0% 133.55
Close 134.99 134.53 -0.46 -0.3% 134.29
Range 0.86 1.08 0.22 25.6% 1.47
ATR 0.93 0.94 0.01 1.2% 0.00
Volume 766,826 1,043,355 276,529 36.1% 4,525,059
Daily Pivots for day following 30-Jan-2024
Classic Woodie Camarilla DeMark
R4 138.02 137.36 135.12
R3 136.94 136.28 134.83
R2 135.86 135.86 134.73
R1 135.20 135.20 134.63 134.99
PP 134.78 134.78 134.78 134.68
S1 134.12 134.12 134.43 133.91
S2 133.70 133.70 134.33
S3 132.62 133.04 134.23
S4 131.54 131.96 133.94
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
5 135.45 133.55 1.90 1.4% 0.93 0.7% 52% True False 956,271
10 135.45 133.55 1.90 1.4% 0.81 0.6% 52% True False 945,841
20 137.96 133.55 4.41 3.3% 0.93 0.7% 22% False False 993,904
40 138.84 132.29 6.55 4.9% 0.96 0.7% 34% False False 886,447
60 138.84 128.69 10.15 7.5% 0.90 0.7% 58% False False 595,451
80 138.84 126.95 11.89 8.8% 0.82 0.6% 64% False False 446,633
100 138.84 126.95 11.89 8.8% 0.72 0.5% 64% False False 357,310
120 138.84 126.95 11.89 8.8% 0.62 0.5% 64% False False 297,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140.04
2.618 138.28
1.618 137.20
1.000 136.53
0.618 136.12
HIGH 135.45
0.618 135.04
0.500 134.91
0.382 134.78
LOW 134.37
0.618 133.70
1.000 133.29
1.618 132.62
2.618 131.54
4.250 129.78
Fisher Pivots for day following 30-Jan-2024
Pivot 1 day 3 day
R1 134.91 134.81
PP 134.78 134.71
S1 134.66 134.62

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

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