Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 07-Nov-2023

Day Change Summary
	Previous	Current
	06-Nov-2023	07-Nov-2023	Change	Change %	Previous Week
Open	130.34	129.60	-0.74	-0.6%	128.73
High	130.38	130.56	0.18	0.1%	130.76
Low	129.41	129.35	-0.06	0.0%	128.42
Close	129.68	130.33	0.65	0.5%	130.54
Range	0.97	1.21	0.24	24.7%	2.34
ATR	1.01	1.03	0.01	1.4%	0.00
Volume	777,210	980,493	203,283	26.2%	5,669,855

Daily Pivots for day following 07-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.71	133.23	131.00
R3	132.50	132.02	130.66
R2	131.29	131.29	130.55
R1	130.81	130.81	130.44	131.05
PP	130.08	130.08	130.08	130.20
S1	129.60	129.60	130.22	129.84
S2	128.87	128.87	130.11
S3	127.66	128.39	130.00
S4	126.45	127.18	129.66

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%	1.12	0.9%	82%	False	False	1,066,638
10	130.76	127.56	3.20	2.5%	1.06	0.8%	87%	False	False	1,002,711
20	130.76	127.18	3.58	2.7%	1.00	0.8%	88%	False	False	973,569
40	131.49	126.62	4.87	3.7%	0.98	0.8%	76%	False	False	927,950
60	132.78	126.62	6.16	4.7%	0.92	0.7%	60%	False	False	699,507
80	134.29	126.62	7.67	5.9%	0.88	0.7%	48%	False	False	524,808
100	134.29	126.62	7.67	5.9%	0.81	0.6%	48%	False	False	419,849
120	135.03	126.62	8.41	6.5%	0.73	0.6%	44%	False	False	349,874

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135.70
2.618	133.73
1.618	132.52
1.000	131.77
0.618	131.31
HIGH	130.56
0.618	130.10
0.500	129.96
0.382	129.81
LOW	129.35
0.618	128.60
1.000	128.14
1.618	127.39
2.618	126.18
4.250	124.21

Fisher Pivots for day following 07-Nov-2023
Pivot	1 day	3 day
R1	130.21	130.24
PP	130.08	130.15
S1	129.96	130.06

Download as Excel Spreadsheet

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

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