Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 02-Apr-2024

Day Change Summary
	Previous	Current
	28-Mar-2024	02-Apr-2024	Change	Change %	Previous Week
Open	133.22	132.84	-0.38	-0.3%	133.15
High	133.43	132.95	-0.48	-0.4%	133.48
Low	132.96	131.87	-1.09	-0.8%	132.52
Close	133.38	132.14	-1.24	-0.9%	133.38
Range	0.47	1.08	0.61	129.8%	0.96
ATR	0.72	0.78	0.06	7.8%	0.00
Volume	1,039,632	1,349,104	309,472	29.8%	3,491,212

Daily Pivots for day following 02-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	135.56	134.93	132.73
R3	134.48	133.85	132.44
R2	133.40	133.40	132.34
R1	132.77	132.77	132.24	132.55
PP	132.32	132.32	132.32	132.21
S1	131.69	131.69	132.04	131.47
S2	131.24	131.24	131.94
S3	130.16	130.61	131.84
S4	129.08	129.53	131.55

Weekly Pivots for week ending 29-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	136.01	135.65	133.91
R3	135.05	134.69	133.64
R2	134.09	134.09	133.56
R1	133.73	133.73	133.47	133.91
PP	133.13	133.13	133.13	133.22
S1	132.77	132.77	133.29	132.95
S2	132.17	132.17	133.20
S3	131.21	131.81	133.12
S4	130.25	130.85	132.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.48	131.87	1.61	1.2%	0.67	0.5%	17%	False	True	968,063
10	133.48	131.54	1.94	1.5%	0.66	0.5%	31%	False	False	991,189
20	134.15	131.54	2.61	2.0%	0.72	0.5%	23%	False	False	995,059
40	135.44	131.23	4.21	3.2%	0.78	0.6%	22%	False	False	523,809
60	135.83	131.23	4.60	3.5%	0.73	0.6%	20%	False	False	349,387
80	138.33	131.23	7.10	5.4%	0.70	0.5%	13%	False	False	262,051
100	138.33	129.53	8.80	6.7%	0.57	0.4%	30%	False	False	209,641
120	138.33	127.36	10.97	8.3%	0.48	0.4%	44%	False	False	174,701

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	137.54
2.618	135.78
1.618	134.70
1.000	134.03
0.618	133.62
HIGH	132.95
0.618	132.54
0.500	132.41
0.382	132.28
LOW	131.87
0.618	131.20
1.000	130.79
1.618	130.12
2.618	129.04
4.250	127.28

Fisher Pivots for day following 02-Apr-2024
Pivot	1 day	3 day
R1	132.41	132.68
PP	132.32	132.50
S1	132.23	132.32

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols