Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 14-Nov-2023
Day Change Summary
Previous Current
13-Nov-2023 14-Nov-2023 Change Change % Previous Week
Open 129.81 130.06 0.25 0.2% 130.57
High 130.10 131.29 1.19 0.9% 131.16
Low 129.72 130.00 0.28 0.2% 129.74
Close 129.95 131.24 1.29 1.0% 130.11
Range 0.38 1.29 0.91 239.5% 1.42
ATR 0.77 0.81 0.04 5.4% 0.00
Volume 1,639 4,357 2,718 165.8% 5,509
Daily Pivots for day following 14-Nov-2023
Classic Woodie Camarilla DeMark
R4 134.71 134.27 131.95
R3 133.42 132.98 131.59
R2 132.13 132.13 131.48
R1 131.69 131.69 131.36 131.91
PP 130.84 130.84 130.84 130.96
S1 130.40 130.40 131.12 130.62
S2 129.55 129.55 131.00
S3 128.26 129.11 130.89
S4 126.97 127.82 130.53
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
5 131.29 129.72 1.57 1.2% 0.76 0.6% 97% True False 1,944
10 131.29 128.69 2.60 2.0% 0.80 0.6% 98% True False 1,378
20 131.29 127.44 3.85 2.9% 0.68 0.5% 99% True False 774
40 131.29 126.95 4.34 3.3% 0.59 0.5% 99% True False 441
60 132.88 126.95 5.93 4.5% 0.48 0.4% 72% False False 296
80 132.88 126.95 5.93 4.5% 0.36 0.3% 72% False False 222
100 134.06 126.95 7.11 5.4% 0.29 0.2% 60% False False 177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 136.77
2.618 134.67
1.618 133.38
1.000 132.58
0.618 132.09
HIGH 131.29
0.618 130.80
0.500 130.65
0.382 130.49
LOW 130.00
0.618 129.20
1.000 128.71
1.618 127.91
2.618 126.62
4.250 124.52
Fisher Pivots for day following 14-Nov-2023
Pivot 1 day 3 day
R1 131.04 131.00
PP 130.84 130.75
S1 130.65 130.51

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

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