Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 27-Feb-2024
Day Change Summary
Previous Current
26-Feb-2024 27-Feb-2024 Change Change % Previous Week
Open 133.00 132.08 -0.92 -0.7% 132.45
High 133.20 132.33 -0.87 -0.7% 133.00
Low 131.95 131.65 -0.30 -0.2% 131.41
Close 132.15 131.88 -0.27 -0.2% 132.79
Range 1.25 0.68 -0.57 -45.6% 1.59
ATR 0.89 0.88 -0.02 -1.7% 0.00
Volume 19,086 41,244 22,158 116.1% 38,891
Daily Pivots for day following 27-Feb-2024
Classic Woodie Camarilla DeMark
R4 133.99 133.62 132.25
R3 133.31 132.94 132.07
R2 132.63 132.63 132.00
R1 132.26 132.26 131.94 132.11
PP 131.95 131.95 131.95 131.88
S1 131.58 131.58 131.82 131.43
S2 131.27 131.27 131.76
S3 130.59 130.90 131.69
S4 129.91 130.22 131.51
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 137.17 136.57 133.66
R3 135.58 134.98 133.23
R2 133.99 133.99 133.08
R1 133.39 133.39 132.94 133.69
PP 132.40 132.40 132.40 132.55
S1 131.80 131.80 132.64 132.10
S2 130.81 130.81 132.50
S3 129.22 130.21 132.35
S4 127.63 128.62 131.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.20 131.41 1.79 1.4% 1.04 0.8% 26% False False 18,720
10 133.74 131.41 2.33 1.8% 0.90 0.7% 20% False False 10,956
20 135.83 131.41 4.42 3.4% 0.86 0.7% 11% False False 6,291
40 136.84 131.41 5.43 4.1% 0.75 0.6% 9% False False 3,337
60 138.33 131.41 6.92 5.2% 0.66 0.5% 7% False False 2,235
80 138.33 129.53 8.80 6.7% 0.50 0.4% 27% False False 1,676
100 138.33 127.36 10.97 8.3% 0.41 0.3% 41% False False 1,341
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135.22
2.618 134.11
1.618 133.43
1.000 133.01
0.618 132.75
HIGH 132.33
0.618 132.07
0.500 131.99
0.382 131.91
LOW 131.65
0.618 131.23
1.000 130.97
1.618 130.55
2.618 129.87
4.250 128.76
Fisher Pivots for day following 27-Feb-2024
Pivot 1 day 3 day
R1 131.99 132.43
PP 131.95 132.24
S1 131.92 132.06

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

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