We exhibit combinatorial results on Christoffel words and binary balanced words that are motivated by their geometric interpretation as approximations of digital segments. We show that for every pair $(a,b)$ of positive integers, all the binary balanced words with $a$ zeroes and $b$ ones are good approximations of the Euclidean segment from $(0,0)$ to $(a,b)$, in the sense that they encode paths that are contained within the region of the grid delimited by the lower and the upper Christoffel words of slope $b/a$. We then give a closed formula for counting the exact number of balanced words with $a$ zeroes and $b$ ones. We also study minimal non-balanced words and prefixes of Christoffel words.

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