Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 26-Mar-2024
Day Change Summary
Previous Current
25-Mar-2024 26-Mar-2024 Change Change % Previous Week
Open 133.15 132.67 -0.48 -0.4% 131.86
High 133.28 132.93 -0.35 -0.3% 133.18
Low 132.52 132.54 0.02 0.0% 131.54
Close 132.56 132.75 0.19 0.1% 133.07
Range 0.76 0.39 -0.37 -48.7% 1.64
ATR 0.77 0.74 -0.03 -3.5% 0.00
Volume 741,246 845,660 104,414 14.1% 5,071,578
Daily Pivots for day following 26-Mar-2024
Classic Woodie Camarilla DeMark
R4 133.91 133.72 132.96
R3 133.52 133.33 132.86
R2 133.13 133.13 132.82
R1 132.94 132.94 132.79 133.04
PP 132.74 132.74 132.74 132.79
S1 132.55 132.55 132.71 132.65
S2 132.35 132.35 132.68
S3 131.96 132.16 132.64
S4 131.57 131.77 132.54
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 137.52 136.93 133.97
R3 135.88 135.29 133.52
R2 134.24 134.24 133.37
R1 133.65 133.65 133.22 133.95
PP 132.60 132.60 132.60 132.74
S1 132.01 132.01 132.92 132.31
S2 130.96 130.96 132.77
S3 129.32 130.37 132.62
S4 127.68 128.73 132.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.28 131.65 1.63 1.2% 0.67 0.5% 67% False False 949,760
10 133.47 131.54 1.93 1.5% 0.65 0.5% 63% False False 956,331
20 134.15 131.23 2.92 2.2% 0.73 0.6% 52% False False 878,833
40 135.83 131.23 4.60 3.5% 0.80 0.6% 33% False False 442,562
60 136.84 131.23 5.61 4.2% 0.74 0.6% 27% False False 295,169
80 138.33 131.23 7.10 5.3% 0.68 0.5% 21% False False 221,384
100 138.33 129.53 8.80 6.6% 0.55 0.4% 37% False False 177,107
120 138.33 127.36 10.97 8.3% 0.46 0.3% 49% False False 147,589
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 134.59
2.618 133.95
1.618 133.56
1.000 133.32
0.618 133.17
HIGH 132.93
0.618 132.78
0.500 132.74
0.382 132.69
LOW 132.54
0.618 132.30
1.000 132.15
1.618 131.91
2.618 131.52
4.250 130.88
Fisher Pivots for day following 26-Mar-2024
Pivot 1 day 3 day
R1 132.75 132.78
PP 132.74 132.77
S1 132.74 132.76

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

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