Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 12-Jan-2024
Day Change Summary
Previous Current
11-Jan-2024 12-Jan-2024 Change Change % Previous Week
Open 134.72 135.26 0.54 0.4% 135.35
High 135.10 135.47 0.37 0.3% 135.63
Low 134.55 134.98 0.43 0.3% 134.46
Close 134.70 135.24 0.54 0.4% 135.24
Range 0.55 0.49 -0.06 -10.9% 1.17
ATR 0.75 0.75 0.00 0.2% 0.00
Volume 31 112 81 261.3% 183
Daily Pivots for day following 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 136.70 136.46 135.51
R3 136.21 135.97 135.37
R2 135.72 135.72 135.33
R1 135.48 135.48 135.28 135.36
PP 135.23 135.23 135.23 135.17
S1 134.99 134.99 135.20 134.87
S2 134.74 134.74 135.15
S3 134.25 134.50 135.11
S4 133.76 134.01 134.97
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 138.62 138.10 135.88
R3 137.45 136.93 135.56
R2 136.28 136.28 135.45
R1 135.76 135.76 135.35 135.44
PP 135.11 135.11 135.11 134.95
S1 134.59 134.59 135.13 134.27
S2 133.94 133.94 135.03
S3 132.77 133.42 134.92
S4 131.60 132.25 134.60
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% 0.55 0.4% 67% False False 36
10 137.67 134.46 3.21 2.4% 0.70 0.5% 24% False False 60
20 138.33 134.46 3.87 2.9% 0.68 0.5% 20% False False 42
40 138.33 130.23 8.10 6.0% 0.41 0.3% 62% False False 28
60 138.33 127.36 10.97 8.1% 0.29 0.2% 72% False False 19
80 138.33 126.95 11.38 8.4% 0.22 0.2% 73% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.55
2.618 136.75
1.618 136.26
1.000 135.96
0.618 135.77
HIGH 135.47
0.618 135.28
0.500 135.23
0.382 135.17
LOW 134.98
0.618 134.68
1.000 134.49
1.618 134.19
2.618 133.70
4.250 132.90
Fisher Pivots for day following 12-Jan-2024
Pivot 1 day 3 day
R1 135.24 135.15
PP 135.23 135.06
S1 135.23 134.97

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

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