Euler class is odd under orientation, thus its integral over a manifold will be even.

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I learned a statement from others:

"Euler class is odd under orientation, thus its integral over a manifold $M$ is even."

I cannot fully appreciate it, can someone show this explicitly?

The even/odd here I suppose it means the orientation.

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This just means that the Euler characteristic of the manifold is independent of the orientation: $$\chi(-M)=\chi(M)$$