Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 08-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
129.60 |
130.45 |
0.85 |
0.7% |
128.73 |
High |
130.56 |
130.92 |
0.36 |
0.3% |
130.76 |
Low |
129.35 |
130.25 |
0.90 |
0.7% |
128.42 |
Close |
130.33 |
130.73 |
0.40 |
0.3% |
130.54 |
Range |
1.21 |
0.67 |
-0.54 |
-44.6% |
2.34 |
ATR |
1.03 |
1.00 |
-0.03 |
-2.5% |
0.00 |
Volume |
980,493 |
1,130,492 |
149,999 |
15.3% |
5,669,855 |
|
Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.64 |
132.36 |
131.10 |
|
R3 |
131.97 |
131.69 |
130.91 |
|
R2 |
131.30 |
131.30 |
130.85 |
|
R1 |
131.02 |
131.02 |
130.79 |
131.16 |
PP |
130.63 |
130.63 |
130.63 |
130.71 |
S1 |
130.35 |
130.35 |
130.67 |
130.49 |
S2 |
129.96 |
129.96 |
130.61 |
|
S3 |
129.29 |
129.68 |
130.55 |
|
S4 |
128.62 |
129.01 |
130.36 |
|
|
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 |
130.92 |
129.35 |
1.57 |
1.2% |
0.97 |
0.7% |
88% |
True |
False |
1,088,066 |
10 |
130.92 |
127.56 |
3.36 |
2.6% |
1.01 |
0.8% |
94% |
True |
False |
1,036,649 |
20 |
130.92 |
127.18 |
3.74 |
2.9% |
0.99 |
0.8% |
95% |
True |
False |
971,110 |
40 |
131.49 |
126.62 |
4.87 |
3.7% |
0.98 |
0.7% |
84% |
False |
False |
938,114 |
60 |
132.78 |
126.62 |
6.16 |
4.7% |
0.91 |
0.7% |
67% |
False |
False |
718,280 |
80 |
134.29 |
126.62 |
7.67 |
5.9% |
0.88 |
0.7% |
54% |
False |
False |
538,939 |
100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.81 |
0.6% |
54% |
False |
False |
431,153 |
120 |
135.03 |
126.62 |
8.41 |
6.4% |
0.73 |
0.6% |
49% |
False |
False |
359,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.77 |
2.618 |
132.67 |
1.618 |
132.00 |
1.000 |
131.59 |
0.618 |
131.33 |
HIGH |
130.92 |
0.618 |
130.66 |
0.500 |
130.59 |
0.382 |
130.51 |
LOW |
130.25 |
0.618 |
129.84 |
1.000 |
129.58 |
1.618 |
129.17 |
2.618 |
128.50 |
4.250 |
127.40 |
|
|
Fisher Pivots for day following 08-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.68 |
130.53 |
PP |
130.63 |
130.33 |
S1 |
130.59 |
130.14 |
|