Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 24-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
131.53 |
130.92 |
-0.61 |
-0.5% |
131.25 |
High |
132.07 |
130.92 |
-1.15 |
-0.9% |
132.07 |
Low |
131.28 |
130.47 |
-0.81 |
-0.6% |
130.47 |
Close |
131.59 |
130.65 |
-0.94 |
-0.7% |
130.65 |
Range |
0.79 |
0.45 |
-0.34 |
-43.0% |
1.60 |
ATR |
0.78 |
0.80 |
0.02 |
3.2% |
0.00 |
Volume |
24,374 |
8,975 |
-15,399 |
-63.2% |
54,546 |
|
Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.03 |
131.79 |
130.90 |
|
R3 |
131.58 |
131.34 |
130.77 |
|
R2 |
131.13 |
131.13 |
130.73 |
|
R1 |
130.89 |
130.89 |
130.69 |
130.79 |
PP |
130.68 |
130.68 |
130.68 |
130.63 |
S1 |
130.44 |
130.44 |
130.61 |
130.34 |
S2 |
130.23 |
130.23 |
130.57 |
|
S3 |
129.78 |
129.99 |
130.53 |
|
S4 |
129.33 |
129.54 |
130.40 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.86 |
134.86 |
131.53 |
|
R3 |
134.26 |
133.26 |
131.09 |
|
R2 |
132.66 |
132.66 |
130.94 |
|
R1 |
131.66 |
131.66 |
130.80 |
131.36 |
PP |
131.06 |
131.06 |
131.06 |
130.92 |
S1 |
130.06 |
130.06 |
130.50 |
129.76 |
S2 |
129.46 |
129.46 |
130.36 |
|
S3 |
127.86 |
128.46 |
130.21 |
|
S4 |
126.26 |
126.86 |
129.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.09 |
130.47 |
1.62 |
1.2% |
0.62 |
0.5% |
11% |
False |
True |
11,787 |
10 |
132.09 |
129.72 |
2.37 |
1.8% |
0.67 |
0.5% |
39% |
False |
False |
7,118 |
20 |
132.09 |
128.60 |
3.49 |
2.7% |
0.70 |
0.5% |
59% |
False |
False |
3,934 |
40 |
132.09 |
126.95 |
5.14 |
3.9% |
0.64 |
0.5% |
72% |
False |
False |
2,039 |
60 |
132.82 |
126.95 |
5.87 |
4.5% |
0.53 |
0.4% |
63% |
False |
False |
1,365 |
80 |
132.88 |
126.95 |
5.93 |
4.5% |
0.41 |
0.3% |
62% |
False |
False |
1,024 |
100 |
133.74 |
126.95 |
6.79 |
5.2% |
0.33 |
0.3% |
54% |
False |
False |
819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.83 |
2.618 |
132.10 |
1.618 |
131.65 |
1.000 |
131.37 |
0.618 |
131.20 |
HIGH |
130.92 |
0.618 |
130.75 |
0.500 |
130.70 |
0.382 |
130.64 |
LOW |
130.47 |
0.618 |
130.19 |
1.000 |
130.02 |
1.618 |
129.74 |
2.618 |
129.29 |
4.250 |
128.56 |
|
|
Fisher Pivots for day following 24-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.70 |
131.27 |
PP |
130.68 |
131.06 |
S1 |
130.67 |
130.86 |
|