Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 21-Nov-2023
Day Change Summary
Previous Current
20-Nov-2023 21-Nov-2023 Change Change % Previous Week
Open 131.25 131.31 0.06 0.0% 129.81
High 131.31 131.75 0.44 0.3% 132.09
Low 130.83 131.22 0.39 0.3% 129.72
Close 131.03 131.63 0.60 0.5% 131.41
Range 0.48 0.53 0.05 10.4% 2.37
ATR 0.78 0.78 0.00 -0.5% 0.00
Volume 2,505 18,692 16,187 646.2% 15,631
Daily Pivots for day following 21-Nov-2023
Classic Woodie Camarilla DeMark
R4 133.12 132.91 131.92
R3 132.59 132.38 131.78
R2 132.06 132.06 131.73
R1 131.85 131.85 131.68 131.96
PP 131.53 131.53 131.53 131.59
S1 131.32 131.32 131.58 131.43
S2 131.00 131.00 131.53
S3 130.47 130.79 131.48
S4 129.94 130.26 131.34
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 138.18 137.17 132.71
R3 135.81 134.80 132.06
R2 133.44 133.44 131.84
R1 132.43 132.43 131.63 132.94
PP 131.07 131.07 131.07 131.33
S1 130.06 130.06 131.19 130.57
S2 128.70 128.70 130.98
S3 126.33 127.69 130.76
S4 123.96 125.32 130.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.09 130.74 1.35 1.0% 0.65 0.5% 66% False False 6,166
10 132.09 129.72 2.37 1.8% 0.71 0.5% 81% False False 4,055
20 132.09 127.95 4.14 3.1% 0.71 0.5% 89% False False 2,273
40 132.09 126.95 5.14 3.9% 0.66 0.5% 91% False False 1,212
60 132.82 126.95 5.87 4.5% 0.51 0.4% 80% False False 809
80 132.88 126.95 5.93 4.5% 0.40 0.3% 79% False False 607
100 133.74 126.95 6.79 5.2% 0.32 0.2% 69% False False 485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.00
2.618 133.14
1.618 132.61
1.000 132.28
0.618 132.08
HIGH 131.75
0.618 131.55
0.500 131.49
0.382 131.42
LOW 131.22
0.618 130.89
1.000 130.69
1.618 130.36
2.618 129.83
4.250 128.97
Fisher Pivots for day following 21-Nov-2023
Pivot 1 day 3 day
R1 131.58 131.57
PP 131.53 131.52
S1 131.49 131.46

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

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