Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 131.49 131.25 -0.24 -0.2% 129.81
High 132.09 131.31 -0.78 -0.6% 132.09
Low 131.26 130.83 -0.43 -0.3% 129.72
Close 131.41 131.03 -0.38 -0.3% 131.41
Range 0.83 0.48 -0.35 -42.2% 2.37
ATR 0.79 0.78 -0.02 -1.9% 0.00
Volume 4,389 2,505 -1,884 -42.9% 15,631
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 132.50 132.24 131.29
R3 132.02 131.76 131.16
R2 131.54 131.54 131.12
R1 131.28 131.28 131.07 131.17
PP 131.06 131.06 131.06 131.00
S1 130.80 130.80 130.99 130.69
S2 130.58 130.58 130.94
S3 130.10 130.32 130.90
S4 129.62 129.84 130.77
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
5 132.09 130.00 2.09 1.6% 0.80 0.6% 49% False False 3,299
10 132.09 129.72 2.37 1.8% 0.70 0.5% 55% False False 2,319
20 132.09 127.95 4.14 3.2% 0.70 0.5% 74% False False 1,343
40 132.09 126.95 5.14 3.9% 0.65 0.5% 79% False False 744
60 132.82 126.95 5.87 4.5% 0.51 0.4% 70% False False 498
80 132.88 126.95 5.93 4.5% 0.39 0.3% 69% False False 373
100 133.74 126.95 6.79 5.2% 0.31 0.2% 60% False False 299
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.09
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133.35
2.618 132.57
1.618 132.09
1.000 131.79
0.618 131.61
HIGH 131.31
0.618 131.13
0.500 131.07
0.382 131.01
LOW 130.83
0.618 130.53
1.000 130.35
1.618 130.05
2.618 129.57
4.250 128.79
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 131.07 131.46
PP 131.06 131.32
S1 131.04 131.17

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

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