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 |
|
|
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 |
|