Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 22-Dec-2023

Day Change Summary
	Previous	Current
	21-Dec-2023	22-Dec-2023	Change	Change %	Previous Week
Open	137.47	137.17	-0.30	-0.2%	136.66
High	137.64	137.59	-0.05	0.0%	137.64
Low	137.36	137.14	-0.22	-0.2%	136.25
Close	137.48	137.44	-0.04	0.0%	137.44
Range	0.28	0.45	0.17	60.7%	1.39
ATR	0.67	0.66	-0.02	-2.4%	0.00
Volume	43	26	-17	-39.5%	134

Daily Pivots for day following 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	138.74	138.54	137.69
R3	138.29	138.09	137.56
R2	137.84	137.84	137.52
R1	137.64	137.64	137.48	137.74
PP	137.39	137.39	137.39	137.44
S1	137.19	137.19	137.40	137.29
S2	136.94	136.94	137.36
S3	136.49	136.74	137.32
S4	136.04	136.29	137.19

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	141.28	140.75	138.20
R3	139.89	139.36	137.82
R2	138.50	138.50	137.69
R1	137.97	137.97	137.57	138.24
PP	137.11	137.11	137.11	137.24
S1	136.58	136.58	137.31	136.85
S2	135.72	135.72	137.19
S3	134.33	135.19	137.06
S4	132.94	133.80	136.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137.64	136.25	1.39	1.0%	0.50	0.4%	86%	False	False	26
10	137.64	134.14	3.50	2.5%	0.52	0.4%	94%	False	False	38
20	137.64	131.15	6.49	4.7%	0.39	0.3%	97%	False	False	25
40	137.64	128.63	9.01	6.6%	0.20	0.1%	98%	False	False	12
60	137.64	127.12	10.52	7.7%	0.15	0.1%	98%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139.50
2.618	138.77
1.618	138.32
1.000	138.04
0.618	137.87
HIGH	137.59
0.618	137.42
0.500	137.37
0.382	137.31
LOW	137.14
0.618	136.86
1.000	136.69
1.618	136.41
2.618	135.96
4.250	135.23

Fisher Pivots for day following 22-Dec-2023
Pivot	1 day	3 day
R1	137.42	137.42
PP	137.39	137.40
S1	137.37	137.38

Download as Excel Spreadsheet

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

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