Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 08-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.21 |
130.68 |
0.47 |
0.4% |
128.90 |
High |
130.66 |
131.16 |
0.50 |
0.4% |
130.92 |
Low |
130.21 |
130.63 |
0.42 |
0.3% |
128.69 |
Close |
130.57 |
131.00 |
0.43 |
0.3% |
130.76 |
Range |
0.45 |
0.53 |
0.08 |
17.8% |
2.23 |
ATR |
0.78 |
0.77 |
-0.01 |
-1.7% |
0.00 |
Volume |
1,335 |
216 |
-1,119 |
-83.8% |
2,996 |
|
Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.52 |
132.29 |
131.29 |
|
R3 |
131.99 |
131.76 |
131.15 |
|
R2 |
131.46 |
131.46 |
131.10 |
|
R1 |
131.23 |
131.23 |
131.05 |
131.35 |
PP |
130.93 |
130.93 |
130.93 |
130.99 |
S1 |
130.70 |
130.70 |
130.95 |
130.82 |
S2 |
130.40 |
130.40 |
130.90 |
|
S3 |
129.87 |
130.17 |
130.85 |
|
S4 |
129.34 |
129.64 |
130.71 |
|
|
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 |
131.16 |
129.74 |
1.42 |
1.1% |
0.67 |
0.5% |
89% |
True |
False |
757 |
10 |
131.16 |
127.95 |
3.21 |
2.5% |
0.73 |
0.6% |
95% |
True |
False |
511 |
20 |
131.16 |
127.44 |
3.72 |
2.8% |
0.59 |
0.5% |
96% |
True |
False |
324 |
40 |
131.42 |
126.95 |
4.47 |
3.4% |
0.54 |
0.4% |
91% |
False |
False |
205 |
60 |
132.88 |
126.95 |
5.93 |
4.5% |
0.42 |
0.3% |
68% |
False |
False |
137 |
80 |
133.20 |
126.95 |
6.25 |
4.8% |
0.32 |
0.2% |
65% |
False |
False |
103 |
100 |
134.24 |
126.95 |
7.29 |
5.6% |
0.25 |
0.2% |
56% |
False |
False |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.41 |
2.618 |
132.55 |
1.618 |
132.02 |
1.000 |
131.69 |
0.618 |
131.49 |
HIGH |
131.16 |
0.618 |
130.96 |
0.500 |
130.90 |
0.382 |
130.83 |
LOW |
130.63 |
0.618 |
130.30 |
1.000 |
130.10 |
1.618 |
129.77 |
2.618 |
129.24 |
4.250 |
128.38 |
|
|
Fisher Pivots for day following 08-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.97 |
130.82 |
PP |
130.93 |
130.63 |
S1 |
130.90 |
130.45 |
|