Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 16-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
131.47 |
131.17 |
-0.30 |
-0.2% |
130.57 |
High |
131.58 |
131.57 |
-0.01 |
0.0% |
131.16 |
Low |
130.74 |
131.00 |
0.26 |
0.2% |
129.74 |
Close |
131.01 |
131.56 |
0.55 |
0.4% |
130.11 |
Range |
0.84 |
0.57 |
-0.27 |
-32.1% |
1.42 |
ATR |
0.81 |
0.79 |
-0.02 |
-2.1% |
0.00 |
Volume |
2,418 |
2,828 |
410 |
17.0% |
5,509 |
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.09 |
132.89 |
131.87 |
|
R3 |
132.52 |
132.32 |
131.72 |
|
R2 |
131.95 |
131.95 |
131.66 |
|
R1 |
131.75 |
131.75 |
131.61 |
131.85 |
PP |
131.38 |
131.38 |
131.38 |
131.43 |
S1 |
131.18 |
131.18 |
131.51 |
131.28 |
S2 |
130.81 |
130.81 |
131.46 |
|
S3 |
130.24 |
130.61 |
131.40 |
|
S4 |
129.67 |
130.04 |
131.25 |
|
|
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% |
0.73 |
0.6% |
99% |
False |
False |
2,450 |
10 |
131.58 |
129.72 |
1.86 |
1.4% |
0.75 |
0.6% |
99% |
False |
False |
1,790 |
20 |
131.58 |
127.44 |
4.14 |
3.1% |
0.70 |
0.5% |
100% |
False |
False |
1,010 |
40 |
131.58 |
126.95 |
4.63 |
3.5% |
0.63 |
0.5% |
100% |
False |
False |
573 |
60 |
132.82 |
126.95 |
5.87 |
4.5% |
0.49 |
0.4% |
79% |
False |
False |
383 |
80 |
132.88 |
126.95 |
5.93 |
4.5% |
0.38 |
0.3% |
78% |
False |
False |
287 |
100 |
133.74 |
126.95 |
6.79 |
5.2% |
0.30 |
0.2% |
68% |
False |
False |
230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.99 |
2.618 |
133.06 |
1.618 |
132.49 |
1.000 |
132.14 |
0.618 |
131.92 |
HIGH |
131.57 |
0.618 |
131.35 |
0.500 |
131.29 |
0.382 |
131.22 |
LOW |
131.00 |
0.618 |
130.65 |
1.000 |
130.43 |
1.618 |
130.08 |
2.618 |
129.51 |
4.250 |
128.58 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
131.47 |
131.30 |
PP |
131.38 |
131.05 |
S1 |
131.29 |
130.79 |
|