Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
128.90 |
129.20 |
0.30 |
0.2% |
127.85 |
High |
129.45 |
129.57 |
0.12 |
0.1% |
129.01 |
Low |
128.75 |
129.04 |
0.29 |
0.2% |
127.44 |
Close |
128.91 |
129.17 |
0.26 |
0.2% |
128.83 |
Range |
0.70 |
0.53 |
-0.17 |
-24.3% |
1.57 |
ATR |
0.69 |
0.69 |
0.00 |
-0.3% |
0.00 |
Volume |
20 |
693 |
673 |
3,365.0% |
283 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.85 |
130.54 |
129.46 |
|
R3 |
130.32 |
130.01 |
129.32 |
|
R2 |
129.79 |
129.79 |
129.27 |
|
R1 |
129.48 |
129.48 |
129.22 |
129.37 |
PP |
129.26 |
129.26 |
129.26 |
129.21 |
S1 |
128.95 |
128.95 |
129.12 |
128.84 |
S2 |
128.73 |
128.73 |
129.07 |
|
S3 |
128.20 |
128.42 |
129.02 |
|
S4 |
127.67 |
127.89 |
128.88 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.14 |
132.55 |
129.69 |
|
R3 |
131.57 |
130.98 |
129.26 |
|
R2 |
130.00 |
130.00 |
129.12 |
|
R1 |
129.41 |
129.41 |
128.97 |
129.71 |
PP |
128.43 |
128.43 |
128.43 |
128.57 |
S1 |
127.84 |
127.84 |
128.69 |
128.14 |
S2 |
126.86 |
126.86 |
128.54 |
|
S3 |
125.29 |
126.27 |
128.40 |
|
S4 |
123.72 |
124.70 |
127.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129.57 |
127.95 |
1.62 |
1.3% |
0.61 |
0.5% |
75% |
True |
False |
168 |
10 |
129.57 |
127.44 |
2.13 |
1.6% |
0.56 |
0.4% |
81% |
True |
False |
169 |
20 |
130.13 |
126.95 |
3.18 |
2.5% |
0.58 |
0.4% |
70% |
False |
False |
178 |
40 |
131.42 |
126.95 |
4.47 |
3.5% |
0.45 |
0.3% |
50% |
False |
False |
98 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.35 |
0.3% |
37% |
False |
False |
66 |
80 |
133.74 |
126.95 |
6.79 |
5.3% |
0.26 |
0.2% |
33% |
False |
False |
49 |
100 |
134.24 |
126.95 |
7.29 |
5.6% |
0.21 |
0.2% |
30% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.82 |
2.618 |
130.96 |
1.618 |
130.43 |
1.000 |
130.10 |
0.618 |
129.90 |
HIGH |
129.57 |
0.618 |
129.37 |
0.500 |
129.31 |
0.382 |
129.24 |
LOW |
129.04 |
0.618 |
128.71 |
1.000 |
128.51 |
1.618 |
128.18 |
2.618 |
127.65 |
4.250 |
126.79 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
129.31 |
129.14 |
PP |
129.26 |
129.11 |
S1 |
129.22 |
129.09 |
|