Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 10-Nov-2023

Day Change Summary
	Previous	Current
	09-Nov-2023	10-Nov-2023	Change	Change %	Previous Week
Open	130.80	129.73	-1.07	-0.8%	130.34
High	130.93	130.13	-0.80	-0.6%	130.93
Low	129.77	129.45	-0.32	-0.2%	129.35
Close	130.44	129.82	-0.62	-0.5%	129.82
Range	1.16	0.68	-0.48	-41.4%	1.58
ATR	1.01	1.01	0.00	-0.2%	0.00
Volume	950,924	901,482	-49,442	-5.2%	4,740,601

Daily Pivots for day following 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	131.84	131.51	130.19
R3	131.16	130.83	130.01
R2	130.48	130.48	129.94
R1	130.15	130.15	129.88	130.32
PP	129.80	129.80	129.80	129.88
S1	129.47	129.47	129.76	129.64
S2	129.12	129.12	129.70
S3	128.44	128.79	129.63
S4	127.76	128.11	129.45

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.77	133.88	130.69
R3	133.19	132.30	130.25
R2	131.61	131.61	130.11
R1	130.72	130.72	129.96	130.38
PP	130.03	130.03	130.03	129.86
S1	129.14	129.14	129.68	128.80
S2	128.45	128.45	129.53
S3	126.87	127.56	129.39
S4	125.29	125.98	128.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.93	129.35	1.58	1.2%	0.94	0.7%	30%	False	False	948,120
10	130.93	128.42	2.51	1.9%	1.01	0.8%	56%	False	False	1,041,045
20	130.93	127.18	3.75	2.9%	0.95	0.7%	70%	False	False	966,779
40	130.93	126.62	4.31	3.3%	0.97	0.7%	74%	False	False	943,733
60	132.78	126.62	6.16	4.7%	0.93	0.7%	52%	False	False	749,096
80	133.45	126.62	6.83	5.3%	0.88	0.7%	47%	False	False	562,079
100	134.29	126.62	7.67	5.9%	0.82	0.6%	42%	False	False	449,677
120	135.03	126.62	8.41	6.5%	0.75	0.6%	38%	False	False	374,732

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	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.02
2.618	131.91
1.618	131.23
1.000	130.81
0.618	130.55
HIGH	130.13
0.618	129.87
0.500	129.79
0.382	129.71
LOW	129.45
0.618	129.03
1.000	128.77
1.618	128.35
2.618	127.67
4.250	126.56

Fisher Pivots for day following 10-Nov-2023
Pivot	1 day	3 day
R1	129.81	130.19
PP	129.80	130.07
S1	129.79	129.94

Download as Excel Spreadsheet

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

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