Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 31-Jan-2024
Day Change Summary
Previous Current
30-Jan-2024 31-Jan-2024 Change Change % Previous Week
Open 135.05 134.91 -0.14 -0.1% 134.17
High 135.45 135.94 0.49 0.4% 135.02
Low 134.37 134.84 0.47 0.3% 133.55
Close 134.53 135.85 1.32 1.0% 134.29
Range 1.08 1.10 0.02 1.9% 1.47
ATR 0.94 0.97 0.03 3.6% 0.00
Volume 1,043,355 1,574,839 531,484 50.9% 4,525,059
Daily Pivots for day following 31-Jan-2024
Classic Woodie Camarilla DeMark
R4 138.84 138.45 136.46
R3 137.74 137.35 136.15
R2 136.64 136.64 136.05
R1 136.25 136.25 135.95 136.45
PP 135.54 135.54 135.54 135.64
S1 135.15 135.15 135.75 135.35
S2 134.44 134.44 135.65
S3 133.34 134.05 135.55
S4 132.24 132.95 135.25
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
5 135.94 133.55 2.39 1.8% 1.00 0.7% 96% True False 1,063,426
10 135.94 133.55 2.39 1.8% 0.84 0.6% 96% True False 967,803
20 137.96 133.55 4.41 3.2% 0.93 0.7% 52% False False 1,025,064
40 138.84 132.59 6.25 4.6% 0.96 0.7% 52% False False 917,522
60 138.84 129.72 9.12 6.7% 0.89 0.7% 67% False False 621,690
80 138.84 127.44 11.40 8.4% 0.82 0.6% 74% False False 466,317
100 138.84 126.95 11.89 8.8% 0.72 0.5% 75% False False 373,058
120 138.84 126.95 11.89 8.8% 0.63 0.5% 75% False False 310,882
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 0.17
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 140.62
2.618 138.82
1.618 137.72
1.000 137.04
0.618 136.62
HIGH 135.94
0.618 135.52
0.500 135.39
0.382 135.26
LOW 134.84
0.618 134.16
1.000 133.74
1.618 133.06
2.618 131.96
4.250 130.17
Fisher Pivots for day following 31-Jan-2024
Pivot 1 day 3 day
R1 135.70 135.62
PP 135.54 135.39
S1 135.39 135.16

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

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