Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 22-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
131.31 |
131.53 |
0.22 |
0.2% |
129.81 |
High |
131.75 |
132.07 |
0.32 |
0.2% |
132.09 |
Low |
131.22 |
131.28 |
0.06 |
0.0% |
129.72 |
Close |
131.63 |
131.59 |
-0.04 |
0.0% |
131.41 |
Range |
0.53 |
0.79 |
0.26 |
49.1% |
2.37 |
ATR |
0.78 |
0.78 |
0.00 |
0.1% |
0.00 |
Volume |
18,692 |
24,374 |
5,682 |
30.4% |
15,631 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.02 |
133.59 |
132.02 |
|
R3 |
133.23 |
132.80 |
131.81 |
|
R2 |
132.44 |
132.44 |
131.73 |
|
R1 |
132.01 |
132.01 |
131.66 |
132.23 |
PP |
131.65 |
131.65 |
131.65 |
131.75 |
S1 |
131.22 |
131.22 |
131.52 |
131.44 |
S2 |
130.86 |
130.86 |
131.45 |
|
S3 |
130.07 |
130.43 |
131.37 |
|
S4 |
129.28 |
129.64 |
131.16 |
|
|
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 |
130.83 |
1.26 |
1.0% |
0.64 |
0.5% |
60% |
False |
False |
10,557 |
10 |
132.09 |
129.72 |
2.37 |
1.8% |
0.73 |
0.6% |
79% |
False |
False |
6,471 |
20 |
132.09 |
127.95 |
4.14 |
3.1% |
0.73 |
0.6% |
88% |
False |
False |
3,491 |
40 |
132.09 |
126.95 |
5.14 |
3.9% |
0.66 |
0.5% |
90% |
False |
False |
1,817 |
60 |
132.82 |
126.95 |
5.87 |
4.5% |
0.52 |
0.4% |
79% |
False |
False |
1,216 |
80 |
132.88 |
126.95 |
5.93 |
4.5% |
0.41 |
0.3% |
78% |
False |
False |
912 |
100 |
133.74 |
126.95 |
6.79 |
5.2% |
0.33 |
0.2% |
68% |
False |
False |
729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.43 |
2.618 |
134.14 |
1.618 |
133.35 |
1.000 |
132.86 |
0.618 |
132.56 |
HIGH |
132.07 |
0.618 |
131.77 |
0.500 |
131.68 |
0.382 |
131.58 |
LOW |
131.28 |
0.618 |
130.79 |
1.000 |
130.49 |
1.618 |
130.00 |
2.618 |
129.21 |
4.250 |
127.92 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
131.68 |
131.54 |
PP |
131.65 |
131.50 |
S1 |
131.62 |
131.45 |
|