Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 03-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.08 |
129.93 |
-0.15 |
-0.1% |
128.90 |
High |
130.53 |
130.92 |
0.39 |
0.3% |
130.92 |
Low |
129.96 |
129.93 |
-0.03 |
0.0% |
128.69 |
Close |
130.11 |
130.76 |
0.65 |
0.5% |
130.76 |
Range |
0.57 |
0.99 |
0.42 |
73.7% |
2.23 |
ATR |
0.74 |
0.76 |
0.02 |
2.4% |
0.00 |
Volume |
630 |
1,157 |
527 |
83.7% |
2,996 |
|
Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.51 |
133.12 |
131.30 |
|
R3 |
132.52 |
132.13 |
131.03 |
|
R2 |
131.53 |
131.53 |
130.94 |
|
R1 |
131.14 |
131.14 |
130.85 |
131.34 |
PP |
130.54 |
130.54 |
130.54 |
130.63 |
S1 |
130.15 |
130.15 |
130.67 |
130.35 |
S2 |
129.55 |
129.55 |
130.58 |
|
S3 |
128.56 |
129.16 |
130.49 |
|
S4 |
127.57 |
128.17 |
130.22 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.81 |
136.02 |
131.99 |
|
R3 |
134.58 |
133.79 |
131.37 |
|
R2 |
132.35 |
132.35 |
131.17 |
|
R1 |
131.56 |
131.56 |
130.96 |
131.96 |
PP |
130.12 |
130.12 |
130.12 |
130.32 |
S1 |
129.33 |
129.33 |
130.56 |
129.73 |
S2 |
127.89 |
127.89 |
130.35 |
|
S3 |
125.66 |
127.10 |
130.15 |
|
S4 |
123.43 |
124.87 |
129.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130.92 |
128.69 |
2.23 |
1.7% |
0.82 |
0.6% |
93% |
True |
False |
599 |
10 |
130.92 |
127.44 |
3.48 |
2.7% |
0.71 |
0.5% |
95% |
True |
False |
327 |
20 |
130.92 |
127.44 |
3.48 |
2.7% |
0.62 |
0.5% |
95% |
True |
False |
254 |
40 |
131.42 |
126.95 |
4.47 |
3.4% |
0.50 |
0.4% |
85% |
False |
False |
155 |
60 |
132.88 |
126.95 |
5.93 |
4.5% |
0.39 |
0.3% |
64% |
False |
False |
104 |
80 |
133.74 |
126.95 |
6.79 |
5.2% |
0.30 |
0.2% |
56% |
False |
False |
78 |
100 |
134.24 |
126.95 |
7.29 |
5.6% |
0.24 |
0.2% |
52% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.13 |
2.618 |
133.51 |
1.618 |
132.52 |
1.000 |
131.91 |
0.618 |
131.53 |
HIGH |
130.92 |
0.618 |
130.54 |
0.500 |
130.43 |
0.382 |
130.31 |
LOW |
129.93 |
0.618 |
129.32 |
1.000 |
128.94 |
1.618 |
128.33 |
2.618 |
127.34 |
4.250 |
125.72 |
|
|
Fisher Pivots for day following 03-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.65 |
130.44 |
PP |
130.54 |
130.12 |
S1 |
130.43 |
129.81 |
|