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
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.25
Narrowest range in 4 trading days
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

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

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