Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 04-Mar-2024
Day Change Summary
Previous Current
01-Mar-2024 04-Mar-2024 Change Change % Previous Week
Open 132.12 132.36 0.24 0.2% 133.00
High 132.49 132.56 0.07 0.1% 133.20
Low 131.60 132.08 0.48 0.4% 131.23
Close 132.38 132.37 -0.01 0.0% 132.38
Range 0.89 0.48 -0.41 -46.1% 1.97
ATR 0.87 0.84 -0.03 -3.2% 0.00
Volume 631,611 960,486 328,875 52.1% 989,223
Daily Pivots for day following 04-Mar-2024
Classic Woodie Camarilla DeMark
R4 133.78 133.55 132.63
R3 133.30 133.07 132.50
R2 132.82 132.82 132.46
R1 132.59 132.59 132.41 132.71
PP 132.34 132.34 132.34 132.39
S1 132.11 132.11 132.33 132.23
S2 131.86 131.86 132.28
S3 131.38 131.63 132.24
S4 130.90 131.15 132.11
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 138.18 137.25 133.46
R3 136.21 135.28 132.92
R2 134.24 134.24 132.74
R1 133.31 133.31 132.56 132.79
PP 132.27 132.27 132.27 132.01
S1 131.34 131.34 132.20 130.82
S2 130.30 130.30 132.02
S3 128.33 129.37 131.84
S4 126.36 127.40 131.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.56 131.23 1.33 1.0% 0.72 0.5% 86% True False 386,124
10 133.20 131.23 1.97 1.5% 0.87 0.7% 58% False False 198,860
20 134.48 131.23 3.25 2.5% 0.81 0.6% 35% False False 100,423
40 135.83 131.23 4.60 3.5% 0.74 0.6% 25% False False 50,562
60 138.33 131.23 7.10 5.4% 0.69 0.5% 16% False False 33,723
80 138.33 129.53 8.80 6.6% 0.54 0.4% 32% False False 25,293
100 138.33 127.36 10.97 8.3% 0.44 0.3% 46% False False 20,234
120 138.33 126.95 11.38 8.6% 0.37 0.3% 48% False False 16,862
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.60
2.618 133.82
1.618 133.34
1.000 133.04
0.618 132.86
HIGH 132.56
0.618 132.38
0.500 132.32
0.382 132.26
LOW 132.08
0.618 131.78
1.000 131.60
1.618 131.30
2.618 130.82
4.250 130.04
Fisher Pivots for day following 04-Mar-2024
Pivot 1 day 3 day
R1 132.35 132.21
PP 132.34 132.05
S1 132.32 131.90

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

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