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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 8 trading days
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

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

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