Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 30-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
128.67 |
128.73 |
0.06 |
0.0% |
127.76 |
High |
128.96 |
129.43 |
0.47 |
0.4% |
129.12 |
Low |
128.31 |
128.45 |
0.14 |
0.1% |
127.18 |
Close |
128.65 |
128.73 |
0.08 |
0.1% |
128.65 |
Range |
0.65 |
0.98 |
0.33 |
50.8% |
1.94 |
ATR |
0.97 |
0.97 |
0.00 |
0.1% |
0.00 |
Volume |
805,796 |
885,093 |
79,297 |
9.8% |
4,410,689 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.81 |
131.25 |
129.27 |
|
R3 |
130.83 |
130.27 |
129.00 |
|
R2 |
129.85 |
129.85 |
128.91 |
|
R1 |
129.29 |
129.29 |
128.82 |
129.22 |
PP |
128.87 |
128.87 |
128.87 |
128.84 |
S1 |
128.31 |
128.31 |
128.64 |
128.24 |
S2 |
127.89 |
127.89 |
128.55 |
|
S3 |
126.91 |
127.33 |
128.46 |
|
S4 |
125.93 |
126.35 |
128.19 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.14 |
133.33 |
129.72 |
|
R3 |
132.20 |
131.39 |
129.18 |
|
R2 |
130.26 |
130.26 |
129.01 |
|
R1 |
129.45 |
129.45 |
128.83 |
129.86 |
PP |
128.32 |
128.32 |
128.32 |
128.52 |
S1 |
127.51 |
127.51 |
128.47 |
127.92 |
S2 |
126.38 |
126.38 |
128.29 |
|
S3 |
124.44 |
125.57 |
128.12 |
|
S4 |
122.50 |
123.63 |
127.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129.43 |
127.56 |
1.87 |
1.5% |
0.99 |
0.8% |
63% |
True |
False |
889,594 |
10 |
129.43 |
127.18 |
2.25 |
1.7% |
0.93 |
0.7% |
69% |
True |
False |
911,605 |
20 |
130.20 |
126.62 |
3.58 |
2.8% |
0.99 |
0.8% |
59% |
False |
False |
936,672 |
40 |
131.49 |
126.62 |
4.87 |
3.8% |
0.90 |
0.7% |
43% |
False |
False |
857,325 |
60 |
132.91 |
126.62 |
6.29 |
4.9% |
0.89 |
0.7% |
34% |
False |
False |
590,602 |
80 |
134.29 |
126.62 |
7.67 |
6.0% |
0.84 |
0.6% |
28% |
False |
False |
443,028 |
100 |
134.29 |
126.62 |
7.67 |
6.0% |
0.77 |
0.6% |
28% |
False |
False |
354,424 |
120 |
135.03 |
126.62 |
8.41 |
6.5% |
0.67 |
0.5% |
25% |
False |
False |
295,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.60 |
2.618 |
132.00 |
1.618 |
131.02 |
1.000 |
130.41 |
0.618 |
130.04 |
HIGH |
129.43 |
0.618 |
129.06 |
0.500 |
128.94 |
0.382 |
128.82 |
LOW |
128.45 |
0.618 |
127.84 |
1.000 |
127.47 |
1.618 |
126.86 |
2.618 |
125.88 |
4.250 |
124.29 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
128.94 |
128.65 |
PP |
128.87 |
128.57 |
S1 |
128.80 |
128.50 |
|