Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 08-Nov-2023
Day Change Summary
Previous Current
07-Nov-2023 08-Nov-2023 Change Change % Previous Week
Open 129.60 130.45 0.85 0.7% 128.73
High 130.56 130.92 0.36 0.3% 130.76
Low 129.35 130.25 0.90 0.7% 128.42
Close 130.33 130.73 0.40 0.3% 130.54
Range 1.21 0.67 -0.54 -44.6% 2.34
ATR 1.03 1.00 -0.03 -2.5% 0.00
Volume 980,493 1,130,492 149,999 15.3% 5,669,855
Daily Pivots for day following 08-Nov-2023
Classic Woodie Camarilla DeMark
R4 132.64 132.36 131.10
R3 131.97 131.69 130.91
R2 131.30 131.30 130.85
R1 131.02 131.02 130.79 131.16
PP 130.63 130.63 130.63 130.71
S1 130.35 130.35 130.67 130.49
S2 129.96 129.96 130.61
S3 129.29 129.68 130.55
S4 128.62 129.01 130.36
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
5 130.92 129.35 1.57 1.2% 0.97 0.7% 88% True False 1,088,066
10 130.92 127.56 3.36 2.6% 1.01 0.8% 94% True False 1,036,649
20 130.92 127.18 3.74 2.9% 0.99 0.8% 95% True False 971,110
40 131.49 126.62 4.87 3.7% 0.98 0.7% 84% False False 938,114
60 132.78 126.62 6.16 4.7% 0.91 0.7% 67% False False 718,280
80 134.29 126.62 7.67 5.9% 0.88 0.7% 54% False False 538,939
100 134.29 126.62 7.67 5.9% 0.81 0.6% 54% False False 431,153
120 135.03 126.62 8.41 6.4% 0.73 0.6% 49% False False 359,295
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.24
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 133.77
2.618 132.67
1.618 132.00
1.000 131.59
0.618 131.33
HIGH 130.92
0.618 130.66
0.500 130.59
0.382 130.51
LOW 130.25
0.618 129.84
1.000 129.58
1.618 129.17
2.618 128.50
4.250 127.40
Fisher Pivots for day following 08-Nov-2023
Pivot 1 day 3 day
R1 130.68 130.53
PP 130.63 130.33
S1 130.59 130.14

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

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