Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 02-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
128.70 |
130.08 |
1.38 |
1.1% |
127.85 |
High |
130.00 |
130.53 |
0.53 |
0.4% |
129.01 |
Low |
128.69 |
129.96 |
1.27 |
1.0% |
127.44 |
Close |
129.63 |
130.11 |
0.48 |
0.4% |
128.83 |
Range |
1.31 |
0.57 |
-0.74 |
-56.5% |
1.57 |
ATR |
0.73 |
0.74 |
0.01 |
1.6% |
0.00 |
Volume |
496 |
630 |
134 |
27.0% |
283 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.91 |
131.58 |
130.42 |
|
R3 |
131.34 |
131.01 |
130.27 |
|
R2 |
130.77 |
130.77 |
130.21 |
|
R1 |
130.44 |
130.44 |
130.16 |
130.61 |
PP |
130.20 |
130.20 |
130.20 |
130.28 |
S1 |
129.87 |
129.87 |
130.06 |
130.04 |
S2 |
129.63 |
129.63 |
130.01 |
|
S3 |
129.06 |
129.30 |
129.95 |
|
S4 |
128.49 |
128.73 |
129.80 |
|
|
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 |
130.53 |
128.60 |
1.93 |
1.5% |
0.70 |
0.5% |
78% |
True |
False |
368 |
10 |
130.53 |
127.44 |
3.09 |
2.4% |
0.66 |
0.5% |
86% |
True |
False |
230 |
20 |
130.53 |
127.44 |
3.09 |
2.4% |
0.60 |
0.5% |
86% |
True |
False |
205 |
40 |
131.42 |
126.95 |
4.47 |
3.4% |
0.48 |
0.4% |
71% |
False |
False |
126 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.38 |
0.3% |
53% |
False |
False |
85 |
80 |
133.74 |
126.95 |
6.79 |
5.2% |
0.28 |
0.2% |
47% |
False |
False |
63 |
100 |
134.24 |
126.95 |
7.29 |
5.6% |
0.23 |
0.2% |
43% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.95 |
2.618 |
132.02 |
1.618 |
131.45 |
1.000 |
131.10 |
0.618 |
130.88 |
HIGH |
130.53 |
0.618 |
130.31 |
0.500 |
130.25 |
0.382 |
130.18 |
LOW |
129.96 |
0.618 |
129.61 |
1.000 |
129.39 |
1.618 |
129.04 |
2.618 |
128.47 |
4.250 |
127.54 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.25 |
129.94 |
PP |
130.20 |
129.78 |
S1 |
130.16 |
129.61 |
|