Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 09-Nov-2023
Day Change Summary
Previous Current
08-Nov-2023 09-Nov-2023 Change Change % Previous Week
Open 130.68 131.14 0.46 0.4% 128.90
High 131.16 131.14 -0.02 0.0% 130.92
Low 130.63 130.09 -0.54 -0.4% 128.69
Close 131.00 130.72 -0.28 -0.2% 130.76
Range 0.53 1.05 0.52 98.1% 2.23
ATR 0.77 0.79 0.02 2.7% 0.00
Volume 216 2,497 2,281 1,056.0% 2,996
Daily Pivots for day following 09-Nov-2023
Classic Woodie Camarilla DeMark
R4 133.80 133.31 131.30
R3 132.75 132.26 131.01
R2 131.70 131.70 130.91
R1 131.21 131.21 130.82 130.93
PP 130.65 130.65 130.65 130.51
S1 130.16 130.16 130.62 129.88
S2 129.60 129.60 130.53
S3 128.55 129.11 130.43
S4 127.50 128.06 130.14
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
5 131.16 129.74 1.42 1.1% 0.77 0.6% 69% False False 1,130
10 131.16 128.60 2.56 2.0% 0.74 0.6% 83% False False 749
20 131.16 127.44 3.72 2.8% 0.62 0.5% 88% False False 440
40 131.16 126.95 4.21 3.2% 0.55 0.4% 90% False False 266
60 132.88 126.95 5.93 4.5% 0.44 0.3% 64% False False 179
80 133.20 126.95 6.25 4.8% 0.33 0.3% 60% False False 134
100 134.24 126.95 7.29 5.6% 0.26 0.2% 52% False False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135.60
2.618 133.89
1.618 132.84
1.000 132.19
0.618 131.79
HIGH 131.14
0.618 130.74
0.500 130.62
0.382 130.49
LOW 130.09
0.618 129.44
1.000 129.04
1.618 128.39
2.618 127.34
4.250 125.63
Fisher Pivots for day following 09-Nov-2023
Pivot 1 day 3 day
R1 130.69 130.69
PP 130.65 130.66
S1 130.62 130.63

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

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