Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 17-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
131.17 |
131.49 |
0.32 |
0.2% |
129.81 |
High |
131.57 |
132.09 |
0.52 |
0.4% |
132.09 |
Low |
131.00 |
131.26 |
0.26 |
0.2% |
129.72 |
Close |
131.56 |
131.41 |
-0.15 |
-0.1% |
131.41 |
Range |
0.57 |
0.83 |
0.26 |
45.6% |
2.37 |
ATR |
0.79 |
0.79 |
0.00 |
0.3% |
0.00 |
Volume |
2,828 |
4,389 |
1,561 |
55.2% |
15,631 |
|
Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.08 |
133.57 |
131.87 |
|
R3 |
133.25 |
132.74 |
131.64 |
|
R2 |
132.42 |
132.42 |
131.56 |
|
R1 |
131.91 |
131.91 |
131.49 |
131.75 |
PP |
131.59 |
131.59 |
131.59 |
131.51 |
S1 |
131.08 |
131.08 |
131.33 |
130.92 |
S2 |
130.76 |
130.76 |
131.26 |
|
S3 |
129.93 |
130.25 |
131.18 |
|
S4 |
129.10 |
129.42 |
130.95 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.18 |
137.17 |
132.71 |
|
R3 |
135.81 |
134.80 |
132.06 |
|
R2 |
133.44 |
133.44 |
131.84 |
|
R1 |
132.43 |
132.43 |
131.63 |
132.94 |
PP |
131.07 |
131.07 |
131.07 |
131.33 |
S1 |
130.06 |
130.06 |
131.19 |
130.57 |
S2 |
128.70 |
128.70 |
130.98 |
|
S3 |
126.33 |
127.69 |
130.76 |
|
S4 |
123.96 |
125.32 |
130.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.09 |
129.72 |
2.37 |
1.8% |
0.78 |
0.6% |
71% |
True |
False |
3,126 |
10 |
132.09 |
129.72 |
2.37 |
1.8% |
0.73 |
0.6% |
71% |
True |
False |
2,114 |
20 |
132.09 |
127.44 |
4.65 |
3.5% |
0.72 |
0.5% |
85% |
True |
False |
1,220 |
40 |
132.09 |
126.95 |
5.14 |
3.9% |
0.64 |
0.5% |
87% |
True |
False |
682 |
60 |
132.82 |
126.95 |
5.87 |
4.5% |
0.50 |
0.4% |
76% |
False |
False |
456 |
80 |
132.88 |
126.95 |
5.93 |
4.5% |
0.39 |
0.3% |
75% |
False |
False |
342 |
100 |
133.74 |
126.95 |
6.79 |
5.2% |
0.31 |
0.2% |
66% |
False |
False |
274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.62 |
2.618 |
134.26 |
1.618 |
133.43 |
1.000 |
132.92 |
0.618 |
132.60 |
HIGH |
132.09 |
0.618 |
131.77 |
0.500 |
131.68 |
0.382 |
131.58 |
LOW |
131.26 |
0.618 |
130.75 |
1.000 |
130.43 |
1.618 |
129.92 |
2.618 |
129.09 |
4.250 |
127.73 |
|
|
Fisher Pivots for day following 17-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
131.68 |
131.42 |
PP |
131.59 |
131.41 |
S1 |
131.50 |
131.41 |
|