Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 10-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.80 |
129.73 |
-1.07 |
-0.8% |
130.34 |
High |
130.93 |
130.13 |
-0.80 |
-0.6% |
130.93 |
Low |
129.77 |
129.45 |
-0.32 |
-0.2% |
129.35 |
Close |
130.44 |
129.82 |
-0.62 |
-0.5% |
129.82 |
Range |
1.16 |
0.68 |
-0.48 |
-41.4% |
1.58 |
ATR |
1.01 |
1.01 |
0.00 |
-0.2% |
0.00 |
Volume |
950,924 |
901,482 |
-49,442 |
-5.2% |
4,740,601 |
|
Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.84 |
131.51 |
130.19 |
|
R3 |
131.16 |
130.83 |
130.01 |
|
R2 |
130.48 |
130.48 |
129.94 |
|
R1 |
130.15 |
130.15 |
129.88 |
130.32 |
PP |
129.80 |
129.80 |
129.80 |
129.88 |
S1 |
129.47 |
129.47 |
129.76 |
129.64 |
S2 |
129.12 |
129.12 |
129.70 |
|
S3 |
128.44 |
128.79 |
129.63 |
|
S4 |
127.76 |
128.11 |
129.45 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.77 |
133.88 |
130.69 |
|
R3 |
133.19 |
132.30 |
130.25 |
|
R2 |
131.61 |
131.61 |
130.11 |
|
R1 |
130.72 |
130.72 |
129.96 |
130.38 |
PP |
130.03 |
130.03 |
130.03 |
129.86 |
S1 |
129.14 |
129.14 |
129.68 |
128.80 |
S2 |
128.45 |
128.45 |
129.53 |
|
S3 |
126.87 |
127.56 |
129.39 |
|
S4 |
125.29 |
125.98 |
128.95 |
|
|
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% |
0.94 |
0.7% |
30% |
False |
False |
948,120 |
10 |
130.93 |
128.42 |
2.51 |
1.9% |
1.01 |
0.8% |
56% |
False |
False |
1,041,045 |
20 |
130.93 |
127.18 |
3.75 |
2.9% |
0.95 |
0.7% |
70% |
False |
False |
966,779 |
40 |
130.93 |
126.62 |
4.31 |
3.3% |
0.97 |
0.7% |
74% |
False |
False |
943,733 |
60 |
132.78 |
126.62 |
6.16 |
4.7% |
0.93 |
0.7% |
52% |
False |
False |
749,096 |
80 |
133.45 |
126.62 |
6.83 |
5.3% |
0.88 |
0.7% |
47% |
False |
False |
562,079 |
100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.82 |
0.6% |
42% |
False |
False |
449,677 |
120 |
135.03 |
126.62 |
8.41 |
6.5% |
0.75 |
0.6% |
38% |
False |
False |
374,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.02 |
2.618 |
131.91 |
1.618 |
131.23 |
1.000 |
130.81 |
0.618 |
130.55 |
HIGH |
130.13 |
0.618 |
129.87 |
0.500 |
129.79 |
0.382 |
129.71 |
LOW |
129.45 |
0.618 |
129.03 |
1.000 |
128.77 |
1.618 |
128.35 |
2.618 |
127.67 |
4.250 |
126.56 |
|
|
Fisher Pivots for day following 10-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
129.81 |
130.19 |
PP |
129.80 |
130.07 |
S1 |
129.79 |
129.94 |
|