Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 07-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.57 |
130.21 |
-0.36 |
-0.3% |
128.90 |
High |
130.57 |
130.66 |
0.09 |
0.1% |
130.92 |
Low |
129.74 |
130.21 |
0.47 |
0.4% |
128.69 |
Close |
129.90 |
130.57 |
0.67 |
0.5% |
130.76 |
Range |
0.83 |
0.45 |
-0.38 |
-45.8% |
2.23 |
ATR |
0.78 |
0.78 |
0.00 |
-0.2% |
0.00 |
Volume |
449 |
1,335 |
886 |
197.3% |
2,996 |
|
Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.83 |
131.65 |
130.82 |
|
R3 |
131.38 |
131.20 |
130.69 |
|
R2 |
130.93 |
130.93 |
130.65 |
|
R1 |
130.75 |
130.75 |
130.61 |
130.84 |
PP |
130.48 |
130.48 |
130.48 |
130.53 |
S1 |
130.30 |
130.30 |
130.53 |
130.39 |
S2 |
130.03 |
130.03 |
130.49 |
|
S3 |
129.58 |
129.85 |
130.45 |
|
S4 |
129.13 |
129.40 |
130.32 |
|
|
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% |
0.83 |
0.6% |
84% |
False |
False |
813 |
10 |
130.92 |
127.95 |
2.97 |
2.3% |
0.72 |
0.6% |
88% |
False |
False |
490 |
20 |
130.92 |
127.44 |
3.48 |
2.7% |
0.60 |
0.5% |
90% |
False |
False |
315 |
40 |
131.42 |
126.95 |
4.47 |
3.4% |
0.53 |
0.4% |
81% |
False |
False |
199 |
60 |
132.88 |
126.95 |
5.93 |
4.5% |
0.41 |
0.3% |
61% |
False |
False |
134 |
80 |
133.20 |
126.95 |
6.25 |
4.8% |
0.31 |
0.2% |
58% |
False |
False |
100 |
100 |
134.24 |
126.95 |
7.29 |
5.6% |
0.25 |
0.2% |
50% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.57 |
2.618 |
131.84 |
1.618 |
131.39 |
1.000 |
131.11 |
0.618 |
130.94 |
HIGH |
130.66 |
0.618 |
130.49 |
0.500 |
130.44 |
0.382 |
130.38 |
LOW |
130.21 |
0.618 |
129.93 |
1.000 |
129.76 |
1.618 |
129.48 |
2.618 |
129.03 |
4.250 |
128.30 |
|
|
Fisher Pivots for day following 07-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.53 |
130.49 |
PP |
130.48 |
130.41 |
S1 |
130.44 |
130.33 |
|