Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 01-Nov-2023

Day Change Summary
	Previous	Current
	31-Oct-2023	01-Nov-2023	Change	Change %	Previous Week
Open	128.68	128.55	-0.13	-0.1%	127.76
High	129.47	129.85	0.38	0.3%	129.12
Low	128.50	128.42	-0.08	-0.1%	127.18
Close	128.99	129.45	0.46	0.4%	128.65
Range	0.97	1.43	0.46	47.4%	1.94
ATR	0.97	1.00	0.03	3.4%	0.00
Volume	1,209,272	1,023,353	-185,919	-15.4%	4,410,689

Daily Pivots for day following 01-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.53	132.92	130.24
R3	132.10	131.49	129.84
R2	130.67	130.67	129.71
R1	130.06	130.06	129.58	130.37
PP	129.24	129.24	129.24	129.39
S1	128.63	128.63	129.32	128.94
S2	127.81	127.81	129.19
S3	126.38	127.20	129.06
S4	124.95	125.77	128.66

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	129.85	127.56	2.29	1.8%	1.05	0.8%	83%	True	False	985,232
10	129.85	127.18	2.67	2.1%	0.98	0.8%	85%	True	False	938,463
20	130.20	127.18	3.02	2.3%	1.01	0.8%	75%	False	False	948,312
40	131.49	126.62	4.87	3.8%	0.93	0.7%	58%	False	False	873,521
60	132.78	126.62	6.16	4.8%	0.90	0.7%	46%	False	False	627,778
80	134.29	126.62	7.67	5.9%	0.85	0.7%	37%	False	False	470,935
100	134.29	126.62	7.67	5.9%	0.79	0.6%	37%	False	False	376,750
120	135.03	126.62	8.41	6.5%	0.69	0.5%	34%	False	False	313,959

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	135.93
2.618	133.59
1.618	132.16
1.000	131.28
0.618	130.73
HIGH	129.85
0.618	129.30
0.500	129.14
0.382	128.97
LOW	128.42
0.618	127.54
1.000	126.99
1.618	126.11
2.618	124.68
4.250	122.34

Fisher Pivots for day following 01-Nov-2023
Pivot	1 day	3 day
R1	129.35	129.35
PP	129.24	129.24
S1	129.14	129.14

Download as Excel Spreadsheet

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

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