Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 137.17 137.39 0.22 0.2% 136.66
High 137.59 138.33 0.74 0.5% 137.64
Low 137.14 137.39 0.25 0.2% 136.25
Close 137.44 138.18 0.74 0.5% 137.44
Range 0.45 0.94 0.49 108.9% 1.39
ATR 0.66 0.68 0.02 3.1% 0.00
Volume 26 44 18 69.2% 134
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 140.79 140.42 138.70
R3 139.85 139.48 138.44
R2 138.91 138.91 138.35
R1 138.54 138.54 138.27 138.73
PP 137.97 137.97 137.97 138.06
S1 137.60 137.60 138.09 137.79
S2 137.03 137.03 138.01
S3 136.09 136.66 137.92
S4 135.15 135.72 137.66
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
5 138.33 136.38 1.95 1.4% 0.54 0.4% 92% True False 27
10 138.33 134.57 3.76 2.7% 0.61 0.4% 96% True False 42
20 138.33 131.74 6.59 4.8% 0.43 0.3% 98% True False 27
40 138.33 128.78 9.55 6.9% 0.22 0.2% 98% True False 13
60 138.33 127.12 11.21 8.1% 0.16 0.1% 99% True False 9
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 0.07
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 142.33
2.618 140.79
1.618 139.85
1.000 139.27
0.618 138.91
HIGH 138.33
0.618 137.97
0.500 137.86
0.382 137.75
LOW 137.39
0.618 136.81
1.000 136.45
1.618 135.87
2.618 134.93
4.250 133.40
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 138.07 138.03
PP 137.97 137.88
S1 137.86 137.74

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

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