Euro Bund Future March 2024


Trading Metrics calculated at close of trading on 29-Nov-2023
Day Change Summary
Previous Current
28-Nov-2023 29-Nov-2023 Change Change % Previous Week
Open 131.50 132.34 0.84 0.6% 131.25
High 132.32 133.18 0.86 0.6% 132.07
Low 131.45 132.30 0.85 0.6% 130.47
Close 132.29 133.10 0.81 0.6% 130.65
Range 0.87 0.88 0.01 1.1% 1.60
ATR 0.84 0.84 0.00 0.5% 0.00
Volume 45,282 125,176 79,894 176.4% 54,546
Daily Pivots for day following 29-Nov-2023
Classic Woodie Camarilla DeMark
R4 135.50 135.18 133.58
R3 134.62 134.30 133.34
R2 133.74 133.74 133.26
R1 133.42 133.42 133.18 133.58
PP 132.86 132.86 132.86 132.94
S1 132.54 132.54 133.02 132.70
S2 131.98 131.98 132.94
S3 131.10 131.66 132.86
S4 130.22 130.78 132.62
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
5 133.18 130.47 2.71 2.0% 0.85 0.6% 97% True False 44,916
10 133.18 130.47 2.71 2.0% 0.75 0.6% 97% True False 25,541
20 133.18 128.69 4.49 3.4% 0.77 0.6% 98% True False 13,460
40 133.18 126.95 6.23 4.7% 0.67 0.5% 99% True False 6,819
60 133.18 126.95 6.23 4.7% 0.56 0.4% 99% True False 4,552
80 133.18 126.95 6.23 4.7% 0.45 0.3% 99% True False 3,414
100 133.74 126.95 6.79 5.1% 0.36 0.3% 91% False False 2,731
120 134.24 126.95 7.29 5.5% 0.30 0.2% 84% False False 2,276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.92
2.618 135.48
1.618 134.60
1.000 134.06
0.618 133.72
HIGH 133.18
0.618 132.84
0.500 132.74
0.382 132.64
LOW 132.30
0.618 131.76
1.000 131.42
1.618 130.88
2.618 130.00
4.250 128.56
Fisher Pivots for day following 29-Nov-2023
Pivot 1 day 3 day
R1 132.98 132.68
PP 132.86 132.26
S1 132.74 131.85

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

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