Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 06-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
129.90 |
130.34 |
0.44 |
0.3% |
128.73 |
High |
130.76 |
130.38 |
-0.38 |
-0.3% |
130.76 |
Low |
129.67 |
129.41 |
-0.26 |
-0.2% |
128.42 |
Close |
130.54 |
129.68 |
-0.86 |
-0.7% |
130.54 |
Range |
1.09 |
0.97 |
-0.12 |
-11.0% |
2.34 |
ATR |
1.01 |
1.01 |
0.01 |
0.9% |
0.00 |
Volume |
1,147,935 |
777,210 |
-370,725 |
-32.3% |
5,669,855 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.73 |
132.18 |
130.21 |
|
R3 |
131.76 |
131.21 |
129.95 |
|
R2 |
130.79 |
130.79 |
129.86 |
|
R1 |
130.24 |
130.24 |
129.77 |
130.03 |
PP |
129.82 |
129.82 |
129.82 |
129.72 |
S1 |
129.27 |
129.27 |
129.59 |
129.06 |
S2 |
128.85 |
128.85 |
129.50 |
|
S3 |
127.88 |
128.30 |
129.41 |
|
S4 |
126.91 |
127.33 |
129.15 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.93 |
136.07 |
131.83 |
|
R3 |
134.59 |
133.73 |
131.18 |
|
R2 |
132.25 |
132.25 |
130.97 |
|
R1 |
131.39 |
131.39 |
130.75 |
131.82 |
PP |
129.91 |
129.91 |
129.91 |
130.12 |
S1 |
129.05 |
129.05 |
130.33 |
129.48 |
S2 |
127.57 |
127.57 |
130.11 |
|
S3 |
125.23 |
126.71 |
129.90 |
|
S4 |
122.89 |
124.37 |
129.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130.76 |
128.42 |
2.34 |
1.8% |
1.07 |
0.8% |
54% |
False |
False |
1,112,394 |
10 |
130.76 |
127.56 |
3.20 |
2.5% |
1.03 |
0.8% |
66% |
False |
False |
1,000,994 |
20 |
130.76 |
127.18 |
3.58 |
2.8% |
0.99 |
0.8% |
70% |
False |
False |
979,167 |
40 |
131.49 |
126.62 |
4.87 |
3.8% |
0.96 |
0.7% |
63% |
False |
False |
916,557 |
60 |
132.78 |
126.62 |
6.16 |
4.8% |
0.91 |
0.7% |
50% |
False |
False |
683,178 |
80 |
134.29 |
126.62 |
7.67 |
5.9% |
0.87 |
0.7% |
40% |
False |
False |
512,552 |
100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.80 |
0.6% |
40% |
False |
False |
410,044 |
120 |
135.03 |
126.62 |
8.41 |
6.5% |
0.72 |
0.6% |
36% |
False |
False |
341,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.50 |
2.618 |
132.92 |
1.618 |
131.95 |
1.000 |
131.35 |
0.618 |
130.98 |
HIGH |
130.38 |
0.618 |
130.01 |
0.500 |
129.90 |
0.382 |
129.78 |
LOW |
129.41 |
0.618 |
128.81 |
1.000 |
128.44 |
1.618 |
127.84 |
2.618 |
126.87 |
4.250 |
125.29 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
129.90 |
130.09 |
PP |
129.82 |
129.95 |
S1 |
129.75 |
129.82 |
|