Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 130.06 131.47 1.41 1.1% 130.57
High 131.29 131.58 0.29 0.2% 131.16
Low 130.00 130.74 0.74 0.6% 129.74
Close 131.24 131.01 -0.23 -0.2% 130.11
Range 1.29 0.84 -0.45 -34.9% 1.42
ATR 0.81 0.81 0.00 0.3% 0.00
Volume 4,357 2,418 -1,939 -44.5% 5,509
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 133.63 133.16 131.47
R3 132.79 132.32 131.24
R2 131.95 131.95 131.16
R1 131.48 131.48 131.09 131.30
PP 131.11 131.11 131.11 131.02
S1 130.64 130.64 130.93 130.46
S2 130.27 130.27 130.86
S3 129.43 129.80 130.78
S4 128.59 128.96 130.55
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
5 131.58 129.72 1.86 1.4% 0.82 0.6% 69% True False 2,384
10 131.58 129.72 1.86 1.4% 0.75 0.6% 69% True False 1,571
20 131.58 127.44 4.14 3.2% 0.69 0.5% 86% True False 874
40 131.58 126.95 4.63 3.5% 0.61 0.5% 88% True False 502
60 132.88 126.95 5.93 4.5% 0.49 0.4% 68% False False 336
80 132.88 126.95 5.93 4.5% 0.37 0.3% 68% False False 252
100 133.74 126.95 6.79 5.2% 0.30 0.2% 60% False False 201
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.15
2.618 133.78
1.618 132.94
1.000 132.42
0.618 132.10
HIGH 131.58
0.618 131.26
0.500 131.16
0.382 131.06
LOW 130.74
0.618 130.22
1.000 129.90
1.618 129.38
2.618 128.54
4.250 127.17
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 131.16 130.89
PP 131.11 130.77
S1 131.06 130.65

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.