Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 16-Nov-2023
Day Change Summary
Previous Current
15-Nov-2023 16-Nov-2023 Change Change % Previous Week
Open 131.47 131.17 -0.30 -0.2% 130.57
High 131.58 131.57 -0.01 0.0% 131.16
Low 130.74 131.00 0.26 0.2% 129.74
Close 131.01 131.56 0.55 0.4% 130.11
Range 0.84 0.57 -0.27 -32.1% 1.42
ATR 0.81 0.79 -0.02 -2.1% 0.00
Volume 2,418 2,828 410 17.0% 5,509
Daily Pivots for day following 16-Nov-2023
Classic Woodie Camarilla DeMark
R4 133.09 132.89 131.87
R3 132.52 132.32 131.72
R2 131.95 131.95 131.66
R1 131.75 131.75 131.61 131.85
PP 131.38 131.38 131.38 131.43
S1 131.18 131.18 131.51 131.28
S2 130.81 130.81 131.46
S3 130.24 130.61 131.40
S4 129.67 130.04 131.25
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
5 131.58 129.72 1.86 1.4% 0.73 0.6% 99% False False 2,450
10 131.58 129.72 1.86 1.4% 0.75 0.6% 99% False False 1,790
20 131.58 127.44 4.14 3.1% 0.70 0.5% 100% False False 1,010
40 131.58 126.95 4.63 3.5% 0.63 0.5% 100% False False 573
60 132.82 126.95 5.87 4.5% 0.49 0.4% 79% False False 383
80 132.88 126.95 5.93 4.5% 0.38 0.3% 78% False False 287
100 133.74 126.95 6.79 5.2% 0.30 0.2% 68% False False 230
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133.99
2.618 133.06
1.618 132.49
1.000 132.14
0.618 131.92
HIGH 131.57
0.618 131.35
0.500 131.29
0.382 131.22
LOW 131.00
0.618 130.65
1.000 130.43
1.618 130.08
2.618 129.51
4.250 128.58
Fisher Pivots for day following 16-Nov-2023
Pivot 1 day 3 day
R1 131.47 131.30
PP 131.38 131.05
S1 131.29 130.79

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

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