Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 30-Oct-2023

Day Change Summary
	Previous	Current
	27-Oct-2023	30-Oct-2023	Change	Change %	Previous Week
Open	128.67	128.73	0.06	0.0%	127.76
High	128.96	129.43	0.47	0.4%	129.12
Low	128.31	128.45	0.14	0.1%	127.18
Close	128.65	128.73	0.08	0.1%	128.65
Range	0.65	0.98	0.33	50.8%	1.94
ATR	0.97	0.97	0.00	0.1%	0.00
Volume	805,796	885,093	79,297	9.8%	4,410,689

Daily Pivots for day following 30-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	131.81	131.25	129.27
R3	130.83	130.27	129.00
R2	129.85	129.85	128.91
R1	129.29	129.29	128.82	129.22
PP	128.87	128.87	128.87	128.84
S1	128.31	128.31	128.64	128.24
S2	127.89	127.89	128.55
S3	126.91	127.33	128.46
S4	125.93	126.35	128.19

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	129.43	127.56	1.87	1.5%	0.99	0.8%	63%	True	False	889,594
10	129.43	127.18	2.25	1.7%	0.93	0.7%	69%	True	False	911,605
20	130.20	126.62	3.58	2.8%	0.99	0.8%	59%	False	False	936,672
40	131.49	126.62	4.87	3.8%	0.90	0.7%	43%	False	False	857,325
60	132.91	126.62	6.29	4.9%	0.89	0.7%	34%	False	False	590,602
80	134.29	126.62	7.67	6.0%	0.84	0.6%	28%	False	False	443,028
100	134.29	126.62	7.67	6.0%	0.77	0.6%	28%	False	False	354,424
120	135.03	126.62	8.41	6.5%	0.67	0.5%	25%	False	False	295,354

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.60
2.618	132.00
1.618	131.02
1.000	130.41
0.618	130.04
HIGH	129.43
0.618	129.06
0.500	128.94
0.382	128.82
LOW	128.45
0.618	127.84
1.000	127.47
1.618	126.86
2.618	125.88
4.250	124.29

Fisher Pivots for day following 30-Oct-2023
Pivot	1 day	3 day
R1	128.94	128.65
PP	128.87	128.57
S1	128.80	128.50

Download as Excel Spreadsheet

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

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