Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 129.69 130.96 1.27 1.0% 130.34
High 130.98 131.22 0.24 0.2% 130.93
Low 129.60 130.36 0.76 0.6% 129.35
Close 130.88 130.64 -0.24 -0.2% 129.82
Range 1.38 0.86 -0.52 -37.7% 1.58
ATR 1.01 1.00 -0.01 -1.1% 0.00
Volume 1,145,353 1,162,181 16,828 1.5% 4,740,601
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 133.32 132.84 131.11
R3 132.46 131.98 130.88
R2 131.60 131.60 130.80
R1 131.12 131.12 130.72 130.93
PP 130.74 130.74 130.74 130.65
S1 130.26 130.26 130.56 130.07
S2 129.88 129.88 130.48
S3 129.02 129.40 130.40
S4 128.16 128.54 130.17
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 134.77 133.88 130.69
R3 133.19 132.30 130.25
R2 131.61 131.61 130.11
R1 130.72 130.72 129.96 130.38
PP 130.03 130.03 130.03 129.86
S1 129.14 129.14 129.68 128.80
S2 128.45 128.45 129.53
S3 126.87 127.56 129.39
S4 125.29 125.98 128.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.22 129.35 1.87 1.4% 0.94 0.7% 69% True False 987,912
10 131.22 129.35 1.87 1.4% 0.96 0.7% 69% True False 1,037,989
20 131.22 127.18 4.04 3.1% 0.97 0.7% 86% True False 988,226
40 131.22 126.62 4.60 3.5% 0.99 0.8% 87% True False 973,480
60 132.78 126.62 6.16 4.7% 0.93 0.7% 65% False False 800,287
80 133.02 126.62 6.40 4.9% 0.90 0.7% 63% False False 600,661
100 134.29 126.62 7.67 5.9% 0.83 0.6% 52% False False 480,549
120 135.03 126.62 8.41 6.4% 0.77 0.6% 48% False False 400,458
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.88
2.618 133.47
1.618 132.61
1.000 132.08
0.618 131.75
HIGH 131.22
0.618 130.89
0.500 130.79
0.382 130.69
LOW 130.36
0.618 129.83
1.000 129.50
1.618 128.97
2.618 128.11
4.250 126.71
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 130.79 130.52
PP 130.74 130.40
S1 130.69 130.29

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

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