Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 130.93 131.50 0.57 0.4% 131.25
High 131.78 132.32 0.54 0.4% 132.07
Low 130.51 131.45 0.94 0.7% 130.47
Close 131.67 132.29 0.62 0.5% 130.65
Range 1.27 0.87 -0.40 -31.5% 1.60
ATR 0.83 0.84 0.00 0.3% 0.00
Volume 20,774 45,282 24,508 118.0% 54,546
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 134.63 134.33 132.77
R3 133.76 133.46 132.53
R2 132.89 132.89 132.45
R1 132.59 132.59 132.37 132.74
PP 132.02 132.02 132.02 132.10
S1 131.72 131.72 132.21 131.87
S2 131.15 131.15 132.13
S3 130.28 130.85 132.05
S4 129.41 129.98 131.81
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
5 132.32 130.47 1.85 1.4% 0.78 0.6% 98% True False 23,619
10 132.32 130.00 2.32 1.8% 0.79 0.6% 99% True False 13,459
20 132.32 128.69 3.63 2.7% 0.76 0.6% 99% True False 7,235
40 132.32 126.95 5.37 4.1% 0.67 0.5% 99% True False 3,690
60 132.32 126.95 5.37 4.1% 0.55 0.4% 99% True False 2,466
80 132.88 126.95 5.93 4.5% 0.44 0.3% 90% False False 1,850
100 133.74 126.95 6.79 5.1% 0.35 0.3% 79% False False 1,480
120 134.24 126.95 7.29 5.5% 0.29 0.2% 73% False False 1,233
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.02
2.618 134.60
1.618 133.73
1.000 133.19
0.618 132.86
HIGH 132.32
0.618 131.99
0.500 131.89
0.382 131.78
LOW 131.45
0.618 130.91
1.000 130.58
1.618 130.04
2.618 129.17
4.250 127.75
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 132.16 131.99
PP 132.02 131.69
S1 131.89 131.40

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

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