Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 09-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.68 |
131.14 |
0.46 |
0.4% |
128.90 |
High |
131.16 |
131.14 |
-0.02 |
0.0% |
130.92 |
Low |
130.63 |
130.09 |
-0.54 |
-0.4% |
128.69 |
Close |
131.00 |
130.72 |
-0.28 |
-0.2% |
130.76 |
Range |
0.53 |
1.05 |
0.52 |
98.1% |
2.23 |
ATR |
0.77 |
0.79 |
0.02 |
2.7% |
0.00 |
Volume |
216 |
2,497 |
2,281 |
1,056.0% |
2,996 |
|
Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.80 |
133.31 |
131.30 |
|
R3 |
132.75 |
132.26 |
131.01 |
|
R2 |
131.70 |
131.70 |
130.91 |
|
R1 |
131.21 |
131.21 |
130.82 |
130.93 |
PP |
130.65 |
130.65 |
130.65 |
130.51 |
S1 |
130.16 |
130.16 |
130.62 |
129.88 |
S2 |
129.60 |
129.60 |
130.53 |
|
S3 |
128.55 |
129.11 |
130.43 |
|
S4 |
127.50 |
128.06 |
130.14 |
|
|
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% |
0.77 |
0.6% |
69% |
False |
False |
1,130 |
10 |
131.16 |
128.60 |
2.56 |
2.0% |
0.74 |
0.6% |
83% |
False |
False |
749 |
20 |
131.16 |
127.44 |
3.72 |
2.8% |
0.62 |
0.5% |
88% |
False |
False |
440 |
40 |
131.16 |
126.95 |
4.21 |
3.2% |
0.55 |
0.4% |
90% |
False |
False |
266 |
60 |
132.88 |
126.95 |
5.93 |
4.5% |
0.44 |
0.3% |
64% |
False |
False |
179 |
80 |
133.20 |
126.95 |
6.25 |
4.8% |
0.33 |
0.3% |
60% |
False |
False |
134 |
100 |
134.24 |
126.95 |
7.29 |
5.6% |
0.26 |
0.2% |
52% |
False |
False |
107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.60 |
2.618 |
133.89 |
1.618 |
132.84 |
1.000 |
132.19 |
0.618 |
131.79 |
HIGH |
131.14 |
0.618 |
130.74 |
0.500 |
130.62 |
0.382 |
130.49 |
LOW |
130.09 |
0.618 |
129.44 |
1.000 |
129.04 |
1.618 |
128.39 |
2.618 |
127.34 |
4.250 |
125.63 |
|
|
Fisher Pivots for day following 09-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.69 |
130.69 |
PP |
130.65 |
130.66 |
S1 |
130.62 |
130.63 |
|