Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 17-Nov-2023

Day Change Summary
	Previous	Current
	16-Nov-2023	17-Nov-2023	Change	Change %	Previous Week
Open	130.64	131.09	0.45	0.3%	129.61
High	131.28	131.74	0.46	0.4%	131.74
Low	130.56	130.90	0.34	0.3%	129.35
Close	131.20	131.04	-0.16	-0.1%	131.04
Range	0.72	0.84	0.12	16.7%	2.39
ATR	0.98	0.97	-0.01	-1.0%	0.00
Volume	1,017,831	902,867	-114,964	-11.3%	5,007,852

Daily Pivots for day following 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.75	133.23	131.50
R3	132.91	132.39	131.27
R2	132.07	132.07	131.19
R1	131.55	131.55	131.12	131.39
PP	131.23	131.23	131.23	131.15
S1	130.71	130.71	130.96	130.55
S2	130.39	130.39	130.89
S3	129.55	129.87	130.81
S4	128.71	129.03	130.58

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.88	136.85	132.35
R3	135.49	134.46	131.70
R2	133.10	133.10	131.48
R1	132.07	132.07	131.26	132.59
PP	130.71	130.71	130.71	130.97
S1	129.68	129.68	130.82	130.20
S2	128.32	128.32	130.60
S3	125.93	127.29	130.38
S4	123.54	124.90	129.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.74	129.35	2.39	1.8%	0.89	0.7%	71%	True	False	1,001,570
10	131.74	129.35	2.39	1.8%	0.91	0.7%	71%	True	False	974,845
20	131.74	127.18	4.56	3.5%	0.98	0.8%	85%	True	False	991,449
40	131.74	126.62	5.12	3.9%	0.99	0.8%	86%	True	False	980,794
60	132.78	126.62	6.16	4.7%	0.92	0.7%	72%	False	False	832,023
80	132.91	126.62	6.29	4.8%	0.90	0.7%	70%	False	False	624,654
100	134.29	126.62	7.67	5.9%	0.84	0.6%	58%	False	False	499,755
120	135.03	126.62	8.41	6.4%	0.79	0.6%	53%	False	False	416,464

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	135.31
2.618	133.94
1.618	133.10
1.000	132.58
0.618	132.26
HIGH	131.74
0.618	131.42
0.500	131.32
0.382	131.22
LOW	130.90
0.618	130.38
1.000	130.06
1.618	129.54
2.618	128.70
4.250	127.33

Fisher Pivots for day following 17-Nov-2023
Pivot	1 day	3 day
R1	131.32	131.05
PP	131.23	131.05
S1	131.13	131.04

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