Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 06-Nov-2023
Day Change Summary
Previous Current
03-Nov-2023 06-Nov-2023 Change Change % Previous Week
Open 129.93 130.57 0.64 0.5% 128.90
High 130.92 130.57 -0.35 -0.3% 130.92
Low 129.93 129.74 -0.19 -0.1% 128.69
Close 130.76 129.90 -0.86 -0.7% 130.76
Range 0.99 0.83 -0.16 -16.2% 2.23
ATR 0.76 0.78 0.02 2.4% 0.00
Volume 1,157 449 -708 -61.2% 2,996
Daily Pivots for day following 06-Nov-2023
Classic Woodie Camarilla DeMark
R4 132.56 132.06 130.36
R3 131.73 131.23 130.13
R2 130.90 130.90 130.05
R1 130.40 130.40 129.98 130.24
PP 130.07 130.07 130.07 129.99
S1 129.57 129.57 129.82 129.41
S2 129.24 129.24 129.75
S3 128.41 128.74 129.67
S4 127.58 127.91 129.44
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 136.81 136.02 131.99
R3 134.58 133.79 131.37
R2 132.35 132.35 131.17
R1 131.56 131.56 130.96 131.96
PP 130.12 130.12 130.12 130.32
S1 129.33 129.33 130.56 129.73
S2 127.89 127.89 130.35
S3 125.66 127.10 130.15
S4 123.43 124.87 129.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.92 128.69 2.23 1.7% 0.85 0.7% 54% False False 685
10 130.92 127.95 2.97 2.3% 0.70 0.5% 66% False False 367
20 130.92 127.44 3.48 2.7% 0.60 0.5% 71% False False 256
40 131.42 126.95 4.47 3.4% 0.52 0.4% 66% False False 166
60 132.88 126.95 5.93 4.6% 0.41 0.3% 50% False False 111
80 133.74 126.95 6.79 5.2% 0.31 0.2% 43% False False 83
100 134.24 126.95 7.29 5.6% 0.24 0.2% 40% False False 67
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 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.10
2.618 132.74
1.618 131.91
1.000 131.40
0.618 131.08
HIGH 130.57
0.618 130.25
0.500 130.16
0.382 130.06
LOW 129.74
0.618 129.23
1.000 128.91
1.618 128.40
2.618 127.57
4.250 126.21
Fisher Pivots for day following 06-Nov-2023
Pivot 1 day 3 day
R1 130.16 130.33
PP 130.07 130.19
S1 129.99 130.04

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

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