Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 10-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
131.14 |
130.23 |
-0.91 |
-0.7% |
130.57 |
High |
131.14 |
130.36 |
-0.78 |
-0.6% |
131.16 |
Low |
130.09 |
129.81 |
-0.28 |
-0.2% |
129.74 |
Close |
130.72 |
130.11 |
-0.61 |
-0.5% |
130.11 |
Range |
1.05 |
0.55 |
-0.50 |
-47.6% |
1.42 |
ATR |
0.79 |
0.79 |
0.01 |
1.1% |
0.00 |
Volume |
2,497 |
1,012 |
-1,485 |
-59.5% |
5,509 |
|
Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.74 |
131.48 |
130.41 |
|
R3 |
131.19 |
130.93 |
130.26 |
|
R2 |
130.64 |
130.64 |
130.21 |
|
R1 |
130.38 |
130.38 |
130.16 |
130.24 |
PP |
130.09 |
130.09 |
130.09 |
130.02 |
S1 |
129.83 |
129.83 |
130.06 |
129.69 |
S2 |
129.54 |
129.54 |
130.01 |
|
S3 |
128.99 |
129.28 |
129.96 |
|
S4 |
128.44 |
128.73 |
129.81 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.60 |
133.77 |
130.89 |
|
R3 |
133.18 |
132.35 |
130.50 |
|
R2 |
131.76 |
131.76 |
130.37 |
|
R1 |
130.93 |
130.93 |
130.24 |
130.64 |
PP |
130.34 |
130.34 |
130.34 |
130.19 |
S1 |
129.51 |
129.51 |
129.98 |
129.22 |
S2 |
128.92 |
128.92 |
129.85 |
|
S3 |
127.50 |
128.09 |
129.72 |
|
S4 |
126.08 |
126.67 |
129.33 |
|
|
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% |
0.68 |
0.5% |
26% |
False |
False |
1,101 |
10 |
131.16 |
128.69 |
2.47 |
1.9% |
0.75 |
0.6% |
57% |
False |
False |
850 |
20 |
131.16 |
127.44 |
3.72 |
2.9% |
0.63 |
0.5% |
72% |
False |
False |
480 |
40 |
131.16 |
126.95 |
4.21 |
3.2% |
0.56 |
0.4% |
75% |
False |
False |
292 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.45 |
0.3% |
53% |
False |
False |
196 |
80 |
133.20 |
126.95 |
6.25 |
4.8% |
0.34 |
0.3% |
51% |
False |
False |
147 |
100 |
134.24 |
126.95 |
7.29 |
5.6% |
0.27 |
0.2% |
43% |
False |
False |
117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.70 |
2.618 |
131.80 |
1.618 |
131.25 |
1.000 |
130.91 |
0.618 |
130.70 |
HIGH |
130.36 |
0.618 |
130.15 |
0.500 |
130.09 |
0.382 |
130.02 |
LOW |
129.81 |
0.618 |
129.47 |
1.000 |
129.26 |
1.618 |
128.92 |
2.618 |
128.37 |
4.250 |
127.47 |
|
|
Fisher Pivots for day following 10-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.10 |
130.49 |
PP |
130.09 |
130.36 |
S1 |
130.09 |
130.24 |
|