Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 06-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
129.93 |
130.57 |
0.64 |
0.5% |
128.90 |
High |
130.92 |
130.57 |
-0.35 |
-0.3% |
130.92 |
Low |
129.93 |
129.74 |
-0.19 |
-0.1% |
128.69 |
Close |
130.76 |
129.90 |
-0.86 |
-0.7% |
130.76 |
Range |
0.99 |
0.83 |
-0.16 |
-16.2% |
2.23 |
ATR |
0.76 |
0.78 |
0.02 |
2.4% |
0.00 |
Volume |
1,157 |
449 |
-708 |
-61.2% |
2,996 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.56 |
132.06 |
130.36 |
|
R3 |
131.73 |
131.23 |
130.13 |
|
R2 |
130.90 |
130.90 |
130.05 |
|
R1 |
130.40 |
130.40 |
129.98 |
130.24 |
PP |
130.07 |
130.07 |
130.07 |
129.99 |
S1 |
129.57 |
129.57 |
129.82 |
129.41 |
S2 |
129.24 |
129.24 |
129.75 |
|
S3 |
128.41 |
128.74 |
129.67 |
|
S4 |
127.58 |
127.91 |
129.44 |
|
|
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% |
0.85 |
0.7% |
54% |
False |
False |
685 |
10 |
130.92 |
127.95 |
2.97 |
2.3% |
0.70 |
0.5% |
66% |
False |
False |
367 |
20 |
130.92 |
127.44 |
3.48 |
2.7% |
0.60 |
0.5% |
71% |
False |
False |
256 |
40 |
131.42 |
126.95 |
4.47 |
3.4% |
0.52 |
0.4% |
66% |
False |
False |
166 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.41 |
0.3% |
50% |
False |
False |
111 |
80 |
133.74 |
126.95 |
6.79 |
5.2% |
0.31 |
0.2% |
43% |
False |
False |
83 |
100 |
134.24 |
126.95 |
7.29 |
5.6% |
0.24 |
0.2% |
40% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.10 |
2.618 |
132.74 |
1.618 |
131.91 |
1.000 |
131.40 |
0.618 |
131.08 |
HIGH |
130.57 |
0.618 |
130.25 |
0.500 |
130.16 |
0.382 |
130.06 |
LOW |
129.74 |
0.618 |
129.23 |
1.000 |
128.91 |
1.618 |
128.40 |
2.618 |
127.57 |
4.250 |
126.21 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.16 |
130.33 |
PP |
130.07 |
130.19 |
S1 |
129.99 |
130.04 |
|