Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 02-Nov-2023

Day Change Summary
	Previous	Current
	01-Nov-2023	02-Nov-2023	Change	Change %	Previous Week
Open	128.55	129.89	1.34	1.0%	127.76
High	129.85	130.39	0.54	0.4%	129.12
Low	128.42	129.48	1.06	0.8%	127.18
Close	129.45	129.91	0.46	0.4%	128.65
Range	1.43	0.91	-0.52	-36.4%	1.94
ATR	1.00	1.00	0.00	-0.5%	0.00
Volume	1,023,353	1,404,202	380,849	37.2%	4,410,689

Daily Pivots for day following 02-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.66	132.19	130.41
R3	131.75	131.28	130.16
R2	130.84	130.84	130.08
R1	130.37	130.37	129.99	130.61
PP	129.93	129.93	129.93	130.04
S1	129.46	129.46	129.83	129.70
S2	129.02	129.02	129.74
S3	128.11	128.55	129.66
S4	127.20	127.64	129.41

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	130.39	128.31	2.08	1.6%	0.99	0.8%	77%	True	False	1,065,543
10	130.39	127.18	3.21	2.5%	1.01	0.8%	85%	True	False	973,540
20	130.39	127.18	3.21	2.5%	1.00	0.8%	85%	True	False	969,946
40	131.49	126.62	4.87	3.7%	0.93	0.7%	68%	False	False	891,613
60	132.78	126.62	6.16	4.7%	0.90	0.7%	53%	False	False	651,120
80	134.29	126.62	7.67	5.9%	0.85	0.7%	43%	False	False	488,488
100	134.29	126.62	7.67	5.9%	0.79	0.6%	43%	False	False	390,792
120	135.03	126.62	8.41	6.5%	0.70	0.5%	39%	False	False	325,661

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.25
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134.26
2.618	132.77
1.618	131.86
1.000	131.30
0.618	130.95
HIGH	130.39
0.618	130.04
0.500	129.94
0.382	129.83
LOW	129.48
0.618	128.92
1.000	128.57
1.618	128.01
2.618	127.10
4.250	125.61

Fisher Pivots for day following 02-Nov-2023
Pivot	1 day	3 day
R1	129.94	129.74
PP	129.93	129.57
S1	129.92	129.41

Download as Excel Spreadsheet

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

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