Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 07-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.34 |
129.60 |
-0.74 |
-0.6% |
128.73 |
High |
130.38 |
130.56 |
0.18 |
0.1% |
130.76 |
Low |
129.41 |
129.35 |
-0.06 |
0.0% |
128.42 |
Close |
129.68 |
130.33 |
0.65 |
0.5% |
130.54 |
Range |
0.97 |
1.21 |
0.24 |
24.7% |
2.34 |
ATR |
1.01 |
1.03 |
0.01 |
1.4% |
0.00 |
Volume |
777,210 |
980,493 |
203,283 |
26.2% |
5,669,855 |
|
Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.71 |
133.23 |
131.00 |
|
R3 |
132.50 |
132.02 |
130.66 |
|
R2 |
131.29 |
131.29 |
130.55 |
|
R1 |
130.81 |
130.81 |
130.44 |
131.05 |
PP |
130.08 |
130.08 |
130.08 |
130.20 |
S1 |
129.60 |
129.60 |
130.22 |
129.84 |
S2 |
128.87 |
128.87 |
130.11 |
|
S3 |
127.66 |
128.39 |
130.00 |
|
S4 |
126.45 |
127.18 |
129.66 |
|
|
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% |
1.12 |
0.9% |
82% |
False |
False |
1,066,638 |
10 |
130.76 |
127.56 |
3.20 |
2.5% |
1.06 |
0.8% |
87% |
False |
False |
1,002,711 |
20 |
130.76 |
127.18 |
3.58 |
2.7% |
1.00 |
0.8% |
88% |
False |
False |
973,569 |
40 |
131.49 |
126.62 |
4.87 |
3.7% |
0.98 |
0.8% |
76% |
False |
False |
927,950 |
60 |
132.78 |
126.62 |
6.16 |
4.7% |
0.92 |
0.7% |
60% |
False |
False |
699,507 |
80 |
134.29 |
126.62 |
7.67 |
5.9% |
0.88 |
0.7% |
48% |
False |
False |
524,808 |
100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.81 |
0.6% |
48% |
False |
False |
419,849 |
120 |
135.03 |
126.62 |
8.41 |
6.5% |
0.73 |
0.6% |
44% |
False |
False |
349,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.70 |
2.618 |
133.73 |
1.618 |
132.52 |
1.000 |
131.77 |
0.618 |
131.31 |
HIGH |
130.56 |
0.618 |
130.10 |
0.500 |
129.96 |
0.382 |
129.81 |
LOW |
129.35 |
0.618 |
128.60 |
1.000 |
128.14 |
1.618 |
127.39 |
2.618 |
126.18 |
4.250 |
124.21 |
|
|
Fisher Pivots for day following 07-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.21 |
130.24 |
PP |
130.08 |
130.15 |
S1 |
129.96 |
130.06 |
|