Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 11-Jan-2024
Day Change Summary
Previous Current
10-Jan-2024 11-Jan-2024 Change Change % Previous Week
Open 135.14 134.72 -0.42 -0.3% 136.50
High 135.17 135.10 -0.07 -0.1% 136.84
Low 134.46 134.55 0.09 0.1% 134.99
Close 134.71 134.70 -0.01 0.0% 135.58
Range 0.71 0.55 -0.16 -22.5% 1.85
ATR 0.76 0.75 -0.02 -2.0% 0.00
Volume 19 31 12 63.2% 359
Daily Pivots for day following 11-Jan-2024
Classic Woodie Camarilla DeMark
R4 136.43 136.12 135.00
R3 135.88 135.57 134.85
R2 135.33 135.33 134.80
R1 135.02 135.02 134.75 134.90
PP 134.78 134.78 134.78 134.73
S1 134.47 134.47 134.65 134.35
S2 134.23 134.23 134.60
S3 133.68 133.92 134.55
S4 133.13 133.37 134.40
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 141.35 140.32 136.60
R3 139.50 138.47 136.09
R2 137.65 137.65 135.92
R1 136.62 136.62 135.75 136.21
PP 135.80 135.80 135.80 135.60
S1 134.77 134.77 135.41 134.36
S2 133.95 133.95 135.24
S3 132.10 132.92 135.07
S4 130.25 131.07 134.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.63 134.46 1.17 0.9% 0.57 0.4% 21% False False 15
10 138.19 134.46 3.73 2.8% 0.71 0.5% 6% False False 50
20 138.33 134.46 3.87 2.9% 0.66 0.5% 6% False False 46
40 138.33 130.23 8.10 6.0% 0.39 0.3% 55% False False 26
60 138.33 127.36 10.97 8.1% 0.28 0.2% 67% False False 17
80 138.33 126.95 11.38 8.4% 0.21 0.2% 68% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.44
2.618 136.54
1.618 135.99
1.000 135.65
0.618 135.44
HIGH 135.10
0.618 134.89
0.500 134.83
0.382 134.76
LOW 134.55
0.618 134.21
1.000 134.00
1.618 133.66
2.618 133.11
4.250 132.21
Fisher Pivots for day following 11-Jan-2024
Pivot 1 day 3 day
R1 134.83 134.82
PP 134.78 134.78
S1 134.74 134.74

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

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