Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 127.95 128.60 0.65 0.5% 127.85
High 128.95 129.00 0.05 0.0% 129.01
Low 127.95 128.60 0.65 0.5% 127.44
Close 128.65 128.83 0.18 0.1% 128.83
Range 1.00 0.40 -0.60 -60.0% 1.57
ATR 0.71 0.69 -0.02 -3.1% 0.00
Volume 119 2 -117 -98.3% 283
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 130.01 129.82 129.05
R3 129.61 129.42 128.94
R2 129.21 129.21 128.90
R1 129.02 129.02 128.87 129.12
PP 128.81 128.81 128.81 128.86
S1 128.62 128.62 128.79 128.72
S2 128.41 128.41 128.76
S3 128.01 128.22 128.72
S4 127.61 127.82 128.61
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 133.14 132.55 129.69
R3 131.57 130.98 129.26
R2 130.00 130.00 129.12
R1 129.41 129.41 128.97 129.71
PP 128.43 128.43 128.43 128.57
S1 127.84 127.84 128.69 128.14
S2 126.86 126.86 128.54
S3 125.29 126.27 128.40
S4 123.72 124.70 127.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.01 127.44 1.57 1.2% 0.60 0.5% 89% False False 56
10 129.60 127.44 2.16 1.7% 0.51 0.4% 64% False False 111
20 130.13 126.95 3.18 2.5% 0.56 0.4% 59% False False 144
40 131.78 126.95 4.83 3.7% 0.44 0.3% 39% False False 81
60 132.88 126.95 5.93 4.6% 0.33 0.3% 32% False False 54
80 133.74 126.95 6.79 5.3% 0.24 0.2% 28% False False 40
100 134.24 126.95 7.29 5.7% 0.20 0.2% 26% False False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130.70
2.618 130.05
1.618 129.65
1.000 129.40
0.618 129.25
HIGH 129.00
0.618 128.85
0.500 128.80
0.382 128.75
LOW 128.60
0.618 128.35
1.000 128.20
1.618 127.95
2.618 127.55
4.250 126.90
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 128.82 128.71
PP 128.81 128.59
S1 128.80 128.48

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

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