Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 13-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.23 |
129.81 |
-0.42 |
-0.3% |
130.57 |
High |
130.36 |
130.10 |
-0.26 |
-0.2% |
131.16 |
Low |
129.81 |
129.72 |
-0.09 |
-0.1% |
129.74 |
Close |
130.11 |
129.95 |
-0.16 |
-0.1% |
130.11 |
Range |
0.55 |
0.38 |
-0.17 |
-30.9% |
1.42 |
ATR |
0.79 |
0.77 |
-0.03 |
-3.6% |
0.00 |
Volume |
1,012 |
1,639 |
627 |
62.0% |
5,509 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.06 |
130.89 |
130.16 |
|
R3 |
130.68 |
130.51 |
130.05 |
|
R2 |
130.30 |
130.30 |
130.02 |
|
R1 |
130.13 |
130.13 |
129.98 |
130.22 |
PP |
129.92 |
129.92 |
129.92 |
129.97 |
S1 |
129.75 |
129.75 |
129.92 |
129.84 |
S2 |
129.54 |
129.54 |
129.88 |
|
S3 |
129.16 |
129.37 |
129.85 |
|
S4 |
128.78 |
128.99 |
129.74 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.60 |
133.77 |
130.89 |
|
R3 |
133.18 |
132.35 |
130.50 |
|
R2 |
131.76 |
131.76 |
130.37 |
|
R1 |
130.93 |
130.93 |
130.24 |
130.64 |
PP |
130.34 |
130.34 |
130.34 |
130.19 |
S1 |
129.51 |
129.51 |
129.98 |
129.22 |
S2 |
128.92 |
128.92 |
129.85 |
|
S3 |
127.50 |
128.09 |
129.72 |
|
S4 |
126.08 |
126.67 |
129.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.16 |
129.72 |
1.44 |
1.1% |
0.59 |
0.5% |
16% |
False |
True |
1,339 |
10 |
131.16 |
128.69 |
2.47 |
1.9% |
0.72 |
0.6% |
51% |
False |
False |
1,012 |
20 |
131.16 |
127.44 |
3.72 |
2.9% |
0.64 |
0.5% |
67% |
False |
False |
559 |
40 |
131.16 |
126.95 |
4.21 |
3.2% |
0.56 |
0.4% |
71% |
False |
False |
333 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.46 |
0.4% |
51% |
False |
False |
223 |
80 |
132.97 |
126.95 |
6.02 |
4.6% |
0.34 |
0.3% |
50% |
False |
False |
167 |
100 |
134.06 |
126.95 |
7.11 |
5.5% |
0.27 |
0.2% |
42% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.72 |
2.618 |
131.09 |
1.618 |
130.71 |
1.000 |
130.48 |
0.618 |
130.33 |
HIGH |
130.10 |
0.618 |
129.95 |
0.500 |
129.91 |
0.382 |
129.87 |
LOW |
129.72 |
0.618 |
129.49 |
1.000 |
129.34 |
1.618 |
129.11 |
2.618 |
128.73 |
4.250 |
128.11 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
129.94 |
130.43 |
PP |
129.92 |
130.27 |
S1 |
129.91 |
130.11 |
|