Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 129.20 128.70 -0.50 -0.4% 127.85
High 129.57 130.00 0.43 0.3% 129.01
Low 129.04 128.69 -0.35 -0.3% 127.44
Close 129.17 129.63 0.46 0.4% 128.83
Range 0.53 1.31 0.78 147.2% 1.57
ATR 0.69 0.73 0.04 6.4% 0.00
Volume 693 496 -197 -28.4% 283
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 133.37 132.81 130.35
R3 132.06 131.50 129.99
R2 130.75 130.75 129.87
R1 130.19 130.19 129.75 130.47
PP 129.44 129.44 129.44 129.58
S1 128.88 128.88 129.51 129.16
S2 128.13 128.13 129.39
S3 126.82 127.57 129.27
S4 125.51 126.26 128.91
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
5 130.00 127.95 2.05 1.6% 0.79 0.6% 82% True False 266
10 130.00 127.44 2.56 2.0% 0.64 0.5% 86% True False 177
20 130.13 127.44 2.69 2.1% 0.60 0.5% 81% False False 196
40 131.42 126.95 4.47 3.4% 0.47 0.4% 60% False False 110
60 132.88 126.95 5.93 4.6% 0.37 0.3% 45% False False 74
80 133.74 126.95 6.79 5.2% 0.28 0.2% 39% False False 55
100 134.24 126.95 7.29 5.6% 0.22 0.2% 37% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 135.57
2.618 133.43
1.618 132.12
1.000 131.31
0.618 130.81
HIGH 130.00
0.618 129.50
0.500 129.35
0.382 129.19
LOW 128.69
0.618 127.88
1.000 127.38
1.618 126.57
2.618 125.26
4.250 123.12
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 129.54 129.54
PP 129.44 129.44
S1 129.35 129.35

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

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