Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 02-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
128.55 |
129.89 |
1.34 |
1.0% |
127.76 |
High |
129.85 |
130.39 |
0.54 |
0.4% |
129.12 |
Low |
128.42 |
129.48 |
1.06 |
0.8% |
127.18 |
Close |
129.45 |
129.91 |
0.46 |
0.4% |
128.65 |
Range |
1.43 |
0.91 |
-0.52 |
-36.4% |
1.94 |
ATR |
1.00 |
1.00 |
0.00 |
-0.5% |
0.00 |
Volume |
1,023,353 |
1,404,202 |
380,849 |
37.2% |
4,410,689 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.66 |
132.19 |
130.41 |
|
R3 |
131.75 |
131.28 |
130.16 |
|
R2 |
130.84 |
130.84 |
130.08 |
|
R1 |
130.37 |
130.37 |
129.99 |
130.61 |
PP |
129.93 |
129.93 |
129.93 |
130.04 |
S1 |
129.46 |
129.46 |
129.83 |
129.70 |
S2 |
129.02 |
129.02 |
129.74 |
|
S3 |
128.11 |
128.55 |
129.66 |
|
S4 |
127.20 |
127.64 |
129.41 |
|
|
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 |
130.39 |
128.31 |
2.08 |
1.6% |
0.99 |
0.8% |
77% |
True |
False |
1,065,543 |
10 |
130.39 |
127.18 |
3.21 |
2.5% |
1.01 |
0.8% |
85% |
True |
False |
973,540 |
20 |
130.39 |
127.18 |
3.21 |
2.5% |
1.00 |
0.8% |
85% |
True |
False |
969,946 |
40 |
131.49 |
126.62 |
4.87 |
3.7% |
0.93 |
0.7% |
68% |
False |
False |
891,613 |
60 |
132.78 |
126.62 |
6.16 |
4.7% |
0.90 |
0.7% |
53% |
False |
False |
651,120 |
80 |
134.29 |
126.62 |
7.67 |
5.9% |
0.85 |
0.7% |
43% |
False |
False |
488,488 |
100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.79 |
0.6% |
43% |
False |
False |
390,792 |
120 |
135.03 |
126.62 |
8.41 |
6.5% |
0.70 |
0.5% |
39% |
False |
False |
325,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.26 |
2.618 |
132.77 |
1.618 |
131.86 |
1.000 |
131.30 |
0.618 |
130.95 |
HIGH |
130.39 |
0.618 |
130.04 |
0.500 |
129.94 |
0.382 |
129.83 |
LOW |
129.48 |
0.618 |
128.92 |
1.000 |
128.57 |
1.618 |
128.01 |
2.618 |
127.10 |
4.250 |
125.61 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
129.94 |
129.74 |
PP |
129.93 |
129.57 |
S1 |
129.92 |
129.41 |
|