Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
128.73 |
128.68 |
-0.05 |
0.0% |
127.76 |
| High |
129.43 |
129.47 |
0.04 |
0.0% |
129.12 |
| Low |
128.45 |
128.50 |
0.05 |
0.0% |
127.18 |
| Close |
128.73 |
128.99 |
0.26 |
0.2% |
128.65 |
| Range |
0.98 |
0.97 |
-0.01 |
-1.0% |
1.94 |
| ATR |
0.97 |
0.97 |
0.00 |
0.0% |
0.00 |
| Volume |
885,093 |
1,209,272 |
324,179 |
36.6% |
4,410,689 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.90 |
131.41 |
129.52 |
|
| R3 |
130.93 |
130.44 |
129.26 |
|
| R2 |
129.96 |
129.96 |
129.17 |
|
| R1 |
129.47 |
129.47 |
129.08 |
129.72 |
| PP |
128.99 |
128.99 |
128.99 |
129.11 |
| S1 |
128.50 |
128.50 |
128.90 |
128.75 |
| S2 |
128.02 |
128.02 |
128.81 |
|
| S3 |
127.05 |
127.53 |
128.72 |
|
| S4 |
126.08 |
126.56 |
128.46 |
|
|
| 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 |
129.47 |
127.56 |
1.91 |
1.5% |
1.00 |
0.8% |
75% |
True |
False |
938,783 |
| 10 |
129.47 |
127.18 |
2.29 |
1.8% |
0.91 |
0.7% |
79% |
True |
False |
929,062 |
| 20 |
130.20 |
126.62 |
3.58 |
2.8% |
1.00 |
0.8% |
66% |
False |
False |
951,193 |
| 40 |
131.49 |
126.62 |
4.87 |
3.8% |
0.91 |
0.7% |
49% |
False |
False |
870,343 |
| 60 |
132.91 |
126.62 |
6.29 |
4.9% |
0.90 |
0.7% |
38% |
False |
False |
610,745 |
| 80 |
134.29 |
126.62 |
7.67 |
5.9% |
0.84 |
0.7% |
31% |
False |
False |
458,143 |
| 100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.78 |
0.6% |
31% |
False |
False |
366,517 |
| 120 |
135.03 |
126.62 |
8.41 |
6.5% |
0.68 |
0.5% |
28% |
False |
False |
305,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.59 |
|
2.618 |
132.01 |
|
1.618 |
131.04 |
|
1.000 |
130.44 |
|
0.618 |
130.07 |
|
HIGH |
129.47 |
|
0.618 |
129.10 |
|
0.500 |
128.99 |
|
0.382 |
128.87 |
|
LOW |
128.50 |
|
0.618 |
127.90 |
|
1.000 |
127.53 |
|
1.618 |
126.93 |
|
2.618 |
125.96 |
|
4.250 |
124.38 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.99 |
128.96 |
| PP |
128.99 |
128.92 |
| S1 |
128.99 |
128.89 |
|