Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 20-Feb-2024
Day Change Summary
Previous Current
16-Feb-2024 20-Feb-2024 Change Change % Previous Week
Open 132.90 132.45 -0.45 -0.3% 133.08
High 132.92 133.00 0.08 0.1% 133.74
Low 132.37 132.45 0.08 0.1% 132.37
Close 132.58 132.88 0.30 0.2% 132.58
Range 0.55 0.55 0.00 0.0% 1.37
ATR 0.82 0.80 -0.02 -2.4% 0.00
Volume 2,619 5,621 3,002 114.6% 10,977
Daily Pivots for day following 20-Feb-2024
Classic Woodie Camarilla DeMark
R4 134.43 134.20 133.18
R3 133.88 133.65 133.03
R2 133.33 133.33 132.98
R1 133.10 133.10 132.93 133.22
PP 132.78 132.78 132.78 132.83
S1 132.55 132.55 132.83 132.67
S2 132.23 132.23 132.78
S3 131.68 132.00 132.73
S4 131.13 131.45 132.58
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 137.01 136.16 133.33
R3 135.64 134.79 132.96
R2 134.27 134.27 132.83
R1 133.42 133.42 132.71 133.16
PP 132.90 132.90 132.90 132.77
S1 132.05 132.05 132.45 131.79
S2 131.53 131.53 132.33
S3 130.16 130.68 132.20
S4 128.79 129.31 131.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.74 132.37 1.37 1.0% 0.76 0.6% 37% False False 3,193
10 134.18 132.37 1.81 1.4% 0.70 0.5% 28% False False 2,460
20 135.83 132.37 3.46 2.6% 0.77 0.6% 15% False False 1,848
40 138.33 132.37 5.96 4.5% 0.70 0.5% 9% False False 1,002
60 138.33 130.23 8.10 6.1% 0.58 0.4% 33% False False 675
80 138.33 128.34 9.99 7.5% 0.45 0.3% 45% False False 506
100 138.33 126.95 11.38 8.6% 0.36 0.3% 52% False False 405
Crabel Price Patterns
NR False
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Fibonacci Retracements and Extensions
4.250 135.34
2.618 134.44
1.618 133.89
1.000 133.55
0.618 133.34
HIGH 133.00
0.618 132.79
0.500 132.73
0.382 132.66
LOW 132.45
0.618 132.11
1.000 131.90
1.618 131.56
2.618 131.01
4.250 130.11
Fisher Pivots for day following 20-Feb-2024
Pivot 1 day 3 day
R1 132.83 133.06
PP 132.78 133.00
S1 132.73 132.94

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

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