Euro Bund Future June 2024


Trading Metrics calculated at close of trading on 04-Apr-2024
Day Change Summary
Previous Current
03-Apr-2024 04-Apr-2024 Change Change % Previous Week
Open 132.35 132.60 0.25 0.2% 133.15
High 132.70 133.10 0.40 0.3% 133.48
Low 131.93 132.30 0.37 0.3% 132.52
Close 132.22 132.74 0.52 0.4% 133.38
Range 0.77 0.80 0.03 3.9% 0.96
ATR 0.78 0.78 0.01 1.0% 0.00
Volume 1,257,809 1,036,557 -221,252 -17.6% 3,491,212
Daily Pivots for day following 04-Apr-2024
Classic Woodie Camarilla DeMark
R4 135.11 134.73 133.18
R3 134.31 133.93 132.96
R2 133.51 133.51 132.89
R1 133.13 133.13 132.81 133.32
PP 132.71 132.71 132.71 132.81
S1 132.33 132.33 132.67 132.52
S2 131.91 131.91 132.59
S3 131.11 131.53 132.52
S4 130.31 130.73 132.30
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% 0.76 0.6% 54% False False 1,109,555
10 133.48 131.65 1.83 1.4% 0.71 0.5% 60% False False 1,029,657
20 134.15 131.54 2.61 2.0% 0.72 0.5% 46% False False 1,008,915
40 134.18 131.23 2.95 2.2% 0.77 0.6% 51% False False 581,066
60 135.83 131.23 4.60 3.5% 0.74 0.6% 33% False False 387,626
80 138.33 131.23 7.10 5.3% 0.71 0.5% 21% False False 290,730
100 138.33 129.53 8.80 6.6% 0.58 0.4% 36% False False 232,585
120 138.33 127.36 10.97 8.3% 0.50 0.4% 49% False False 193,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.50
2.618 135.19
1.618 134.39
1.000 133.90
0.618 133.59
HIGH 133.10
0.618 132.79
0.500 132.70
0.382 132.61
LOW 132.30
0.618 131.81
1.000 131.50
1.618 131.01
2.618 130.21
4.250 128.90
Fisher Pivots for day following 04-Apr-2024
Pivot 1 day 3 day
R1 132.73 132.66
PP 132.71 132.57
S1 132.70 132.49

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

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