Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 01-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
129.20 |
128.70 |
-0.50 |
-0.4% |
127.85 |
High |
129.57 |
130.00 |
0.43 |
0.3% |
129.01 |
Low |
129.04 |
128.69 |
-0.35 |
-0.3% |
127.44 |
Close |
129.17 |
129.63 |
0.46 |
0.4% |
128.83 |
Range |
0.53 |
1.31 |
0.78 |
147.2% |
1.57 |
ATR |
0.69 |
0.73 |
0.04 |
6.4% |
0.00 |
Volume |
693 |
496 |
-197 |
-28.4% |
283 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.37 |
132.81 |
130.35 |
|
R3 |
132.06 |
131.50 |
129.99 |
|
R2 |
130.75 |
130.75 |
129.87 |
|
R1 |
130.19 |
130.19 |
129.75 |
130.47 |
PP |
129.44 |
129.44 |
129.44 |
129.58 |
S1 |
128.88 |
128.88 |
129.51 |
129.16 |
S2 |
128.13 |
128.13 |
129.39 |
|
S3 |
126.82 |
127.57 |
129.27 |
|
S4 |
125.51 |
126.26 |
128.91 |
|
|
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 |
130.00 |
127.95 |
2.05 |
1.6% |
0.79 |
0.6% |
82% |
True |
False |
266 |
10 |
130.00 |
127.44 |
2.56 |
2.0% |
0.64 |
0.5% |
86% |
True |
False |
177 |
20 |
130.13 |
127.44 |
2.69 |
2.1% |
0.60 |
0.5% |
81% |
False |
False |
196 |
40 |
131.42 |
126.95 |
4.47 |
3.4% |
0.47 |
0.4% |
60% |
False |
False |
110 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.37 |
0.3% |
45% |
False |
False |
74 |
80 |
133.74 |
126.95 |
6.79 |
5.2% |
0.28 |
0.2% |
39% |
False |
False |
55 |
100 |
134.24 |
126.95 |
7.29 |
5.6% |
0.22 |
0.2% |
37% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.57 |
2.618 |
133.43 |
1.618 |
132.12 |
1.000 |
131.31 |
0.618 |
130.81 |
HIGH |
130.00 |
0.618 |
129.50 |
0.500 |
129.35 |
0.382 |
129.19 |
LOW |
128.69 |
0.618 |
127.88 |
1.000 |
127.38 |
1.618 |
126.57 |
2.618 |
125.26 |
4.250 |
123.12 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
129.54 |
129.54 |
PP |
129.44 |
129.44 |
S1 |
129.35 |
129.35 |
|