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 |
|
|
|
| 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 |
|