Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	127.90	128.67	0.77	0.6%	127.76
High	128.79	128.96	0.17	0.1%	129.12
Low	127.56	128.31	0.75	0.6%	127.18
Close	128.47	128.65	0.18	0.1%	128.65
Range	1.23	0.65	-0.58	-47.2%	1.94
ATR	0.99	0.97	-0.02	-2.5%	0.00
Volume	1,002,648	805,796	-196,852	-19.6%	4,410,689

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	130.59	130.27	129.01
R3	129.94	129.62	128.83
R2	129.29	129.29	128.77
R1	128.97	128.97	128.71	128.81
PP	128.64	128.64	128.64	128.56
S1	128.32	128.32	128.59	128.16
S2	127.99	127.99	128.53
S3	127.34	127.67	128.47
S4	126.69	127.02	128.29

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.14	133.33	129.72
R3	132.20	131.39	129.18
R2	130.26	130.26	129.01
R1	129.45	129.45	128.83	129.86
PP	128.32	128.32	128.32	128.52
S1	127.51	127.51	128.47	127.92
S2	126.38	126.38	128.29
S3	124.44	125.57	128.12
S4	122.50	123.63	127.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.12	127.18	1.94	1.5%	1.03	0.8%	76%	False	False	882,137
10	129.59	127.18	2.41	1.9%	0.90	0.7%	61%	False	False	892,514
20	130.20	126.62	3.58	2.8%	0.98	0.8%	57%	False	False	927,226
40	132.78	126.62	6.16	4.8%	0.91	0.7%	33%	False	False	849,378
60	132.91	126.62	6.29	4.9%	0.90	0.7%	32%	False	False	575,880
80	134.29	126.62	7.67	6.0%	0.83	0.6%	26%	False	False	431,964
100	134.29	126.62	7.67	6.0%	0.76	0.6%	26%	False	False	345,573
120	135.03	126.62	8.41	6.5%	0.67	0.5%	24%	False	False	287,978

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	131.72
2.618	130.66
1.618	130.01
1.000	129.61
0.618	129.36
HIGH	128.96
0.618	128.71
0.500	128.64
0.382	128.56
LOW	128.31
0.618	127.91
1.000	127.66
1.618	127.26
2.618	126.61
4.250	125.55

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	128.65	128.53
PP	128.64	128.41
S1	128.64	128.29

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These figures are updated between 7pm and 10pm EST after a trading day.

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