Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 128.60 128.90 0.30 0.2% 127.85
High 129.00 129.45 0.45 0.3% 129.01
Low 128.60 128.75 0.15 0.1% 127.44
Close 128.83 128.91 0.08 0.1% 128.83
Range 0.40 0.70 0.30 75.0% 1.57
ATR 0.69 0.69 0.00 0.1% 0.00
Volume 2 20 18 900.0% 283
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 131.14 130.72 129.30
R3 130.44 130.02 129.10
R2 129.74 129.74 129.04
R1 129.32 129.32 128.97 129.53
PP 129.04 129.04 129.04 129.14
S1 128.62 128.62 128.85 128.83
S2 128.34 128.34 128.78
S3 127.64 127.92 128.72
S4 126.94 127.22 128.53
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 133.14 132.55 129.69
R3 131.57 130.98 129.26
R2 130.00 130.00 129.12
R1 129.41 129.41 128.97 129.71
PP 128.43 128.43 128.43 128.57
S1 127.84 127.84 128.69 128.14
S2 126.86 126.86 128.54
S3 125.29 126.27 128.40
S4 123.72 124.70 127.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.45 127.95 1.50 1.2% 0.56 0.4% 64% True False 49
10 129.45 127.44 2.01 1.6% 0.56 0.4% 73% True False 106
20 130.13 126.95 3.18 2.5% 0.58 0.5% 62% False False 144
40 131.68 126.95 4.73 3.7% 0.45 0.4% 41% False False 81
60 132.88 126.95 5.93 4.6% 0.34 0.3% 33% False False 54
80 133.74 126.95 6.79 5.3% 0.25 0.2% 29% False False 41
100 134.24 126.95 7.29 5.7% 0.20 0.2% 27% False False 32
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.43
2.618 131.28
1.618 130.58
1.000 130.15
0.618 129.88
HIGH 129.45
0.618 129.18
0.500 129.10
0.382 129.02
LOW 128.75
0.618 128.32
1.000 128.05
1.618 127.62
2.618 126.92
4.250 125.78
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 129.10 128.84
PP 129.04 128.77
S1 128.97 128.70

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

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