Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 11-Nov-2022
Day Change Summary
Previous Current
10-Nov-2022 11-Nov-2022 Change Change % Previous Week
Open 137.23 138.90 1.67 1.2% 135.38
High 139.50 138.90 -0.60 -0.4% 139.50
Low 136.80 137.42 0.62 0.5% 134.50
Close 139.41 137.49 -1.92 -1.4% 137.49
Range 2.70 1.48 -1.22 -45.2% 5.00
ATR 1.46 1.50 0.04 2.6% 0.00
Volume 810 399 -411 -50.7% 4,635
Daily Pivots for day following 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 142.38 141.41 138.30
R3 140.90 139.93 137.90
R2 139.42 139.42 137.76
R1 138.45 138.45 137.63 138.20
PP 137.94 137.94 137.94 137.81
S1 136.97 136.97 137.35 136.72
S2 136.46 136.46 137.22
S3 134.98 135.49 137.08
S4 133.50 134.01 136.68
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 152.16 149.83 140.24
R3 147.16 144.83 138.87
R2 142.16 142.16 138.41
R1 139.83 139.83 137.95 141.00
PP 137.16 137.16 137.16 137.75
S1 134.83 134.83 137.03 136.00
S2 132.16 132.16 136.57
S3 127.16 129.83 136.12
S4 122.16 124.83 134.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.50 134.50 5.00 3.6% 1.52 1.1% 60% False False 927
10 139.50 134.50 5.00 3.6% 1.08 0.8% 60% False False 504
20 139.50 132.55 6.95 5.1% 1.11 0.8% 71% False False 292
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.19
2.618 142.77
1.618 141.29
1.000 140.38
0.618 139.81
HIGH 138.90
0.618 138.33
0.500 138.16
0.382 137.99
LOW 137.42
0.618 136.51
1.000 135.94
1.618 135.03
2.618 133.55
4.250 131.13
Fisher Pivots for day following 11-Nov-2022
Pivot 1 day 3 day
R1 138.16 137.81
PP 137.94 137.70
S1 137.71 137.60

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

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