Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 10-Nov-2023
Day Change Summary
Previous Current
09-Nov-2023 10-Nov-2023 Change Change % Previous Week
Open 131.14 130.23 -0.91 -0.7% 130.57
High 131.14 130.36 -0.78 -0.6% 131.16
Low 130.09 129.81 -0.28 -0.2% 129.74
Close 130.72 130.11 -0.61 -0.5% 130.11
Range 1.05 0.55 -0.50 -47.6% 1.42
ATR 0.79 0.79 0.01 1.1% 0.00
Volume 2,497 1,012 -1,485 -59.5% 5,509
Daily Pivots for day following 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 131.74 131.48 130.41
R3 131.19 130.93 130.26
R2 130.64 130.64 130.21
R1 130.38 130.38 130.16 130.24
PP 130.09 130.09 130.09 130.02
S1 129.83 129.83 130.06 129.69
S2 129.54 129.54 130.01
S3 128.99 129.28 129.96
S4 128.44 128.73 129.81
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 134.60 133.77 130.89
R3 133.18 132.35 130.50
R2 131.76 131.76 130.37
R1 130.93 130.93 130.24 130.64
PP 130.34 130.34 130.34 130.19
S1 129.51 129.51 129.98 129.22
S2 128.92 128.92 129.85
S3 127.50 128.09 129.72
S4 126.08 126.67 129.33
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% 0.68 0.5% 26% False False 1,101
10 131.16 128.69 2.47 1.9% 0.75 0.6% 57% False False 850
20 131.16 127.44 3.72 2.9% 0.63 0.5% 72% False False 480
40 131.16 126.95 4.21 3.2% 0.56 0.4% 75% False False 292
60 132.88 126.95 5.93 4.6% 0.45 0.3% 53% False False 196
80 133.20 126.95 6.25 4.8% 0.34 0.3% 51% False False 147
100 134.24 126.95 7.29 5.6% 0.27 0.2% 43% False False 117
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 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.70
2.618 131.80
1.618 131.25
1.000 130.91
0.618 130.70
HIGH 130.36
0.618 130.15
0.500 130.09
0.382 130.02
LOW 129.81
0.618 129.47
1.000 129.26
1.618 128.92
2.618 128.37
4.250 127.47
Fisher Pivots for day following 10-Nov-2023
Pivot 1 day 3 day
R1 130.10 130.49
PP 130.09 130.36
S1 130.09 130.24

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

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