Euro Bund Future March 2023

Trading Metrics calculated at close of trading on 23-Nov-2022

Day Change Summary
	Previous	Current
	22-Nov-2022	23-Nov-2022	Change	Change %	Previous Week
Open	139.28	139.75	0.47	0.3%	137.71
High	139.77	140.65	0.88	0.6%	140.12
Low	139.13	139.07	-0.06	0.0%	137.48
Close	139.63	140.56	0.93	0.7%	139.38
Range	0.64	1.58	0.94	146.9%	2.64
ATR	1.38	1.39	0.01	1.0%	0.00
Volume	4,531	5,817	1,286	28.4%	40,543

Daily Pivots for day following 23-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	144.83	144.28	141.43
R3	143.25	142.70	140.99
R2	141.67	141.67	140.85
R1	141.12	141.12	140.70	141.40
PP	140.09	140.09	140.09	140.23
S1	139.54	139.54	140.42	139.82
S2	138.51	138.51	140.27
S3	136.93	137.96	140.13
S4	135.35	136.38	139.69

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	146.91	145.79	140.83
R3	144.27	143.15	140.11
R2	141.63	141.63	139.86
R1	140.51	140.51	139.62	141.07
PP	138.99	138.99	138.99	139.28
S1	137.87	137.87	139.14	138.43
S2	136.35	136.35	138.90
S3	133.71	135.23	138.65
S4	131.07	132.59	137.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.65	138.34	2.31	1.6%	1.21	0.9%	96%	True	False	7,900
10	140.65	136.80	3.85	2.7%	1.41	1.0%	98%	True	False	5,648
20	140.65	134.50	6.15	4.4%	1.29	0.9%	99%	True	False	3,036
40	140.65	132.55	8.10	5.8%	1.09	0.8%	99%	True	False	1,535

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	147.37
2.618	144.79
1.618	143.21
1.000	142.23
0.618	141.63
HIGH	140.65
0.618	140.05
0.500	139.86
0.382	139.67
LOW	139.07
0.618	138.09
1.000	137.49
1.618	136.51
2.618	134.93
4.250	132.36

Fisher Pivots for day following 23-Nov-2022
Pivot	1 day	3 day
R1	140.33	140.27
PP	140.09	139.98
S1	139.86	139.70

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