Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 09-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.45 |
130.80 |
0.35 |
0.3% |
128.73 |
High |
130.92 |
130.93 |
0.01 |
0.0% |
130.76 |
Low |
130.25 |
129.77 |
-0.48 |
-0.4% |
128.42 |
Close |
130.73 |
130.44 |
-0.29 |
-0.2% |
130.54 |
Range |
0.67 |
1.16 |
0.49 |
73.1% |
2.34 |
ATR |
1.00 |
1.01 |
0.01 |
1.1% |
0.00 |
Volume |
1,130,492 |
950,924 |
-179,568 |
-15.9% |
5,669,855 |
|
Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.86 |
133.31 |
131.08 |
|
R3 |
132.70 |
132.15 |
130.76 |
|
R2 |
131.54 |
131.54 |
130.65 |
|
R1 |
130.99 |
130.99 |
130.55 |
130.69 |
PP |
130.38 |
130.38 |
130.38 |
130.23 |
S1 |
129.83 |
129.83 |
130.33 |
129.53 |
S2 |
129.22 |
129.22 |
130.23 |
|
S3 |
128.06 |
128.67 |
130.12 |
|
S4 |
126.90 |
127.51 |
129.80 |
|
|
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 |
130.93 |
129.35 |
1.58 |
1.2% |
1.02 |
0.8% |
69% |
True |
False |
997,410 |
10 |
130.93 |
128.31 |
2.62 |
2.0% |
1.00 |
0.8% |
81% |
True |
False |
1,031,477 |
20 |
130.93 |
127.18 |
3.75 |
2.9% |
0.98 |
0.7% |
87% |
True |
False |
965,610 |
40 |
131.27 |
126.62 |
4.65 |
3.6% |
0.98 |
0.7% |
82% |
False |
False |
938,701 |
60 |
132.78 |
126.62 |
6.16 |
4.7% |
0.92 |
0.7% |
62% |
False |
False |
734,114 |
80 |
133.45 |
126.62 |
6.83 |
5.2% |
0.88 |
0.7% |
56% |
False |
False |
550,825 |
100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.82 |
0.6% |
50% |
False |
False |
440,663 |
120 |
135.03 |
126.62 |
8.41 |
6.4% |
0.74 |
0.6% |
45% |
False |
False |
367,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.86 |
2.618 |
133.97 |
1.618 |
132.81 |
1.000 |
132.09 |
0.618 |
131.65 |
HIGH |
130.93 |
0.618 |
130.49 |
0.500 |
130.35 |
0.382 |
130.21 |
LOW |
129.77 |
0.618 |
129.05 |
1.000 |
128.61 |
1.618 |
127.89 |
2.618 |
126.73 |
4.250 |
124.84 |
|
|
Fisher Pivots for day following 09-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.41 |
130.34 |
PP |
130.38 |
130.24 |
S1 |
130.35 |
130.14 |
|