Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 01-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
128.68 |
128.55 |
-0.13 |
-0.1% |
127.76 |
High |
129.47 |
129.85 |
0.38 |
0.3% |
129.12 |
Low |
128.50 |
128.42 |
-0.08 |
-0.1% |
127.18 |
Close |
128.99 |
129.45 |
0.46 |
0.4% |
128.65 |
Range |
0.97 |
1.43 |
0.46 |
47.4% |
1.94 |
ATR |
0.97 |
1.00 |
0.03 |
3.4% |
0.00 |
Volume |
1,209,272 |
1,023,353 |
-185,919 |
-15.4% |
4,410,689 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.53 |
132.92 |
130.24 |
|
R3 |
132.10 |
131.49 |
129.84 |
|
R2 |
130.67 |
130.67 |
129.71 |
|
R1 |
130.06 |
130.06 |
129.58 |
130.37 |
PP |
129.24 |
129.24 |
129.24 |
129.39 |
S1 |
128.63 |
128.63 |
129.32 |
128.94 |
S2 |
127.81 |
127.81 |
129.19 |
|
S3 |
126.38 |
127.20 |
129.06 |
|
S4 |
124.95 |
125.77 |
128.66 |
|
|
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 |
129.85 |
127.56 |
2.29 |
1.8% |
1.05 |
0.8% |
83% |
True |
False |
985,232 |
10 |
129.85 |
127.18 |
2.67 |
2.1% |
0.98 |
0.8% |
85% |
True |
False |
938,463 |
20 |
130.20 |
127.18 |
3.02 |
2.3% |
1.01 |
0.8% |
75% |
False |
False |
948,312 |
40 |
131.49 |
126.62 |
4.87 |
3.8% |
0.93 |
0.7% |
58% |
False |
False |
873,521 |
60 |
132.78 |
126.62 |
6.16 |
4.8% |
0.90 |
0.7% |
46% |
False |
False |
627,778 |
80 |
134.29 |
126.62 |
7.67 |
5.9% |
0.85 |
0.7% |
37% |
False |
False |
470,935 |
100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.79 |
0.6% |
37% |
False |
False |
376,750 |
120 |
135.03 |
126.62 |
8.41 |
6.5% |
0.69 |
0.5% |
34% |
False |
False |
313,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.93 |
2.618 |
133.59 |
1.618 |
132.16 |
1.000 |
131.28 |
0.618 |
130.73 |
HIGH |
129.85 |
0.618 |
129.30 |
0.500 |
129.14 |
0.382 |
128.97 |
LOW |
128.42 |
0.618 |
127.54 |
1.000 |
126.99 |
1.618 |
126.11 |
2.618 |
124.68 |
4.250 |
122.34 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
129.35 |
129.35 |
PP |
129.24 |
129.24 |
S1 |
129.14 |
129.14 |
|