Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 03-Nov-2023

Day Change Summary
	Previous	Current
	02-Nov-2023	03-Nov-2023	Change	Change %	Previous Week
Open	129.89	129.90	0.01	0.0%	128.73
High	130.39	130.76	0.37	0.3%	130.76
Low	129.48	129.67	0.19	0.1%	128.42
Close	129.91	130.54	0.63	0.5%	130.54
Range	0.91	1.09	0.18	19.8%	2.34
ATR	1.00	1.01	0.01	0.6%	0.00
Volume	1,404,202	1,147,935	-256,267	-18.3%	5,669,855

Daily Pivots for day following 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.59	133.16	131.14
R3	132.50	132.07	130.84
R2	131.41	131.41	130.74
R1	130.98	130.98	130.64	131.20
PP	130.32	130.32	130.32	130.43
S1	129.89	129.89	130.44	130.11
S2	129.23	129.23	130.34
S3	128.14	128.80	130.24
S4	127.05	127.71	129.94

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.93	136.07	131.83
R3	134.59	133.73	131.18
R2	132.25	132.25	130.97
R1	131.39	131.39	130.75	131.82
PP	129.91	129.91	129.91	130.12
S1	129.05	129.05	130.33	129.48
S2	127.57	127.57	130.11
S3	125.23	126.71	129.90
S4	122.89	124.37	129.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.76	128.42	2.34	1.8%	1.08	0.8%	91%	True	False	1,133,971
10	130.76	127.18	3.58	2.7%	1.05	0.8%	94%	True	False	1,008,054
20	130.76	127.18	3.58	2.7%	1.01	0.8%	94%	True	False	981,022
40	131.49	126.62	4.87	3.7%	0.95	0.7%	80%	False	False	907,390
60	132.78	126.62	6.16	4.7%	0.91	0.7%	64%	False	False	670,251
80	134.29	126.62	7.67	5.9%	0.86	0.7%	51%	False	False	502,837
100	134.29	126.62	7.67	5.9%	0.80	0.6%	51%	False	False	402,272
120	135.03	126.62	8.41	6.4%	0.71	0.5%	47%	False	False	335,227

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	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.39
2.618	133.61
1.618	132.52
1.000	131.85
0.618	131.43
HIGH	130.76
0.618	130.34
0.500	130.22
0.382	130.09
LOW	129.67
0.618	129.00
1.000	128.58
1.618	127.91
2.618	126.82
4.250	125.04

Fisher Pivots for day following 03-Nov-2023
Pivot	1 day	3 day
R1	130.43	130.22
PP	130.32	129.91
S1	130.22	129.59

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols