Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 06-Nov-2023

Day Change Summary
	Previous	Current
	03-Nov-2023	06-Nov-2023	Change	Change %	Previous Week
Open	129.90	130.34	0.44	0.3%	128.73
High	130.76	130.38	-0.38	-0.3%	130.76
Low	129.67	129.41	-0.26	-0.2%	128.42
Close	130.54	129.68	-0.86	-0.7%	130.54
Range	1.09	0.97	-0.12	-11.0%	2.34
ATR	1.01	1.01	0.01	0.9%	0.00
Volume	1,147,935	777,210	-370,725	-32.3%	5,669,855

Daily Pivots for day following 06-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.73	132.18	130.21
R3	131.76	131.21	129.95
R2	130.79	130.79	129.86
R1	130.24	130.24	129.77	130.03
PP	129.82	129.82	129.82	129.72
S1	129.27	129.27	129.59	129.06
S2	128.85	128.85	129.50
S3	127.88	128.30	129.41
S4	126.91	127.33	129.15

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%	1.07	0.8%	54%	False	False	1,112,394
10	130.76	127.56	3.20	2.5%	1.03	0.8%	66%	False	False	1,000,994
20	130.76	127.18	3.58	2.8%	0.99	0.8%	70%	False	False	979,167
40	131.49	126.62	4.87	3.8%	0.96	0.7%	63%	False	False	916,557
60	132.78	126.62	6.16	4.8%	0.91	0.7%	50%	False	False	683,178
80	134.29	126.62	7.67	5.9%	0.87	0.7%	40%	False	False	512,552
100	134.29	126.62	7.67	5.9%	0.80	0.6%	40%	False	False	410,044
120	135.03	126.62	8.41	6.5%	0.72	0.6%	36%	False	False	341,703

Crabel Price Patterns
NR	True
NR4	False
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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134.50
2.618	132.92
1.618	131.95
1.000	131.35
0.618	130.98
HIGH	130.38
0.618	130.01
0.500	129.90
0.382	129.78
LOW	129.41
0.618	128.81
1.000	128.44
1.618	127.84
2.618	126.87
4.250	125.29

Fisher Pivots for day following 06-Nov-2023
Pivot	1 day	3 day
R1	129.90	130.09
PP	129.82	129.95
S1	129.75	129.82

Download as Excel Spreadsheet

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

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