Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 27-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.92 |
130.93 |
0.01 |
0.0% |
131.25 |
High |
130.92 |
131.78 |
0.86 |
0.7% |
132.07 |
Low |
130.47 |
130.51 |
0.04 |
0.0% |
130.47 |
Close |
130.65 |
131.67 |
1.02 |
0.8% |
130.65 |
Range |
0.45 |
1.27 |
0.82 |
182.2% |
1.60 |
ATR |
0.80 |
0.83 |
0.03 |
4.2% |
0.00 |
Volume |
8,975 |
20,774 |
11,799 |
131.5% |
54,546 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.13 |
134.67 |
132.37 |
|
R3 |
133.86 |
133.40 |
132.02 |
|
R2 |
132.59 |
132.59 |
131.90 |
|
R1 |
132.13 |
132.13 |
131.79 |
132.36 |
PP |
131.32 |
131.32 |
131.32 |
131.44 |
S1 |
130.86 |
130.86 |
131.55 |
131.09 |
S2 |
130.05 |
130.05 |
131.44 |
|
S3 |
128.78 |
129.59 |
131.32 |
|
S4 |
127.51 |
128.32 |
130.97 |
|
|
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 |
132.07 |
130.47 |
1.60 |
1.2% |
0.70 |
0.5% |
75% |
False |
False |
15,064 |
10 |
132.09 |
129.72 |
2.37 |
1.8% |
0.74 |
0.6% |
82% |
False |
False |
9,095 |
20 |
132.09 |
128.69 |
3.40 |
2.6% |
0.75 |
0.6% |
88% |
False |
False |
4,972 |
40 |
132.09 |
126.95 |
5.14 |
3.9% |
0.65 |
0.5% |
92% |
False |
False |
2,558 |
60 |
132.09 |
126.95 |
5.14 |
3.9% |
0.54 |
0.4% |
92% |
False |
False |
1,711 |
80 |
132.88 |
126.95 |
5.93 |
4.5% |
0.43 |
0.3% |
80% |
False |
False |
1,284 |
100 |
133.74 |
126.95 |
6.79 |
5.2% |
0.34 |
0.3% |
70% |
False |
False |
1,027 |
120 |
134.24 |
126.95 |
7.29 |
5.5% |
0.29 |
0.2% |
65% |
False |
False |
856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.18 |
2.618 |
135.10 |
1.618 |
133.83 |
1.000 |
133.05 |
0.618 |
132.56 |
HIGH |
131.78 |
0.618 |
131.29 |
0.500 |
131.15 |
0.382 |
131.00 |
LOW |
130.51 |
0.618 |
129.73 |
1.000 |
129.24 |
1.618 |
128.46 |
2.618 |
127.19 |
4.250 |
125.11 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
131.50 |
131.54 |
PP |
131.32 |
131.40 |
S1 |
131.15 |
131.27 |
|