Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 13-Nov-2023
Day Change Summary
Previous Current
10-Nov-2023 13-Nov-2023 Change Change % Previous Week
Open 130.23 129.81 -0.42 -0.3% 130.57
High 130.36 130.10 -0.26 -0.2% 131.16
Low 129.81 129.72 -0.09 -0.1% 129.74
Close 130.11 129.95 -0.16 -0.1% 130.11
Range 0.55 0.38 -0.17 -30.9% 1.42
ATR 0.79 0.77 -0.03 -3.6% 0.00
Volume 1,012 1,639 627 62.0% 5,509
Daily Pivots for day following 13-Nov-2023
Classic Woodie Camarilla DeMark
R4 131.06 130.89 130.16
R3 130.68 130.51 130.05
R2 130.30 130.30 130.02
R1 130.13 130.13 129.98 130.22
PP 129.92 129.92 129.92 129.97
S1 129.75 129.75 129.92 129.84
S2 129.54 129.54 129.88
S3 129.16 129.37 129.85
S4 128.78 128.99 129.74
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
5 131.16 129.72 1.44 1.1% 0.59 0.5% 16% False True 1,339
10 131.16 128.69 2.47 1.9% 0.72 0.6% 51% False False 1,012
20 131.16 127.44 3.72 2.9% 0.64 0.5% 67% False False 559
40 131.16 126.95 4.21 3.2% 0.56 0.4% 71% False False 333
60 132.88 126.95 5.93 4.6% 0.46 0.4% 51% False False 223
80 132.97 126.95 6.02 4.6% 0.34 0.3% 50% False False 167
100 134.06 126.95 7.11 5.5% 0.27 0.2% 42% False False 134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 131.72
2.618 131.09
1.618 130.71
1.000 130.48
0.618 130.33
HIGH 130.10
0.618 129.95
0.500 129.91
0.382 129.87
LOW 129.72
0.618 129.49
1.000 129.34
1.618 129.11
2.618 128.73
4.250 128.11
Fisher Pivots for day following 13-Nov-2023
Pivot 1 day 3 day
R1 129.94 130.43
PP 129.92 130.27
S1 129.91 130.11

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

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