Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 130.92 130.93 0.01 0.0% 131.25
High 130.92 131.78 0.86 0.7% 132.07
Low 130.47 130.51 0.04 0.0% 130.47
Close 130.65 131.67 1.02 0.8% 130.65
Range 0.45 1.27 0.82 182.2% 1.60
ATR 0.80 0.83 0.03 4.2% 0.00
Volume 8,975 20,774 11,799 131.5% 54,546
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 135.13 134.67 132.37
R3 133.86 133.40 132.02
R2 132.59 132.59 131.90
R1 132.13 132.13 131.79 132.36
PP 131.32 131.32 131.32 131.44
S1 130.86 130.86 131.55 131.09
S2 130.05 130.05 131.44
S3 128.78 129.59 131.32
S4 127.51 128.32 130.97
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 135.86 134.86 131.53
R3 134.26 133.26 131.09
R2 132.66 132.66 130.94
R1 131.66 131.66 130.80 131.36
PP 131.06 131.06 131.06 130.92
S1 130.06 130.06 130.50 129.76
S2 129.46 129.46 130.36
S3 127.86 128.46 130.21
S4 126.26 126.86 129.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.07 130.47 1.60 1.2% 0.70 0.5% 75% False False 15,064
10 132.09 129.72 2.37 1.8% 0.74 0.6% 82% False False 9,095
20 132.09 128.69 3.40 2.6% 0.75 0.6% 88% False False 4,972
40 132.09 126.95 5.14 3.9% 0.65 0.5% 92% False False 2,558
60 132.09 126.95 5.14 3.9% 0.54 0.4% 92% False False 1,711
80 132.88 126.95 5.93 4.5% 0.43 0.3% 80% False False 1,284
100 133.74 126.95 6.79 5.2% 0.34 0.3% 70% False False 1,027
120 134.24 126.95 7.29 5.5% 0.29 0.2% 65% False False 856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 137.18
2.618 135.10
1.618 133.83
1.000 133.05
0.618 132.56
HIGH 131.78
0.618 131.29
0.500 131.15
0.382 131.00
LOW 130.51
0.618 129.73
1.000 129.24
1.618 128.46
2.618 127.19
4.250 125.11
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 131.50 131.54
PP 131.32 131.40
S1 131.15 131.27

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

View Archives - Comment on this page... - Back to Index of Symbols