Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 13-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
129.73 |
129.61 |
-0.12 |
-0.1% |
130.34 |
High |
130.13 |
129.99 |
-0.14 |
-0.1% |
130.93 |
Low |
129.45 |
129.35 |
-0.10 |
-0.1% |
129.35 |
Close |
129.82 |
129.64 |
-0.18 |
-0.1% |
129.82 |
Range |
0.68 |
0.64 |
-0.04 |
-5.9% |
1.58 |
ATR |
1.01 |
0.99 |
-0.03 |
-2.6% |
0.00 |
Volume |
901,482 |
779,620 |
-121,862 |
-13.5% |
4,740,601 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.58 |
131.25 |
129.99 |
|
R3 |
130.94 |
130.61 |
129.82 |
|
R2 |
130.30 |
130.30 |
129.76 |
|
R1 |
129.97 |
129.97 |
129.70 |
130.14 |
PP |
129.66 |
129.66 |
129.66 |
129.74 |
S1 |
129.33 |
129.33 |
129.58 |
129.50 |
S2 |
129.02 |
129.02 |
129.52 |
|
S3 |
128.38 |
128.69 |
129.46 |
|
S4 |
127.74 |
128.05 |
129.29 |
|
|
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% |
0.87 |
0.7% |
18% |
False |
True |
948,602 |
10 |
130.93 |
128.42 |
2.51 |
1.9% |
0.97 |
0.8% |
49% |
False |
False |
1,030,498 |
20 |
130.93 |
127.18 |
3.75 |
2.9% |
0.95 |
0.7% |
66% |
False |
False |
971,052 |
40 |
130.93 |
126.62 |
4.31 |
3.3% |
0.97 |
0.7% |
70% |
False |
False |
949,058 |
60 |
132.78 |
126.62 |
6.16 |
4.8% |
0.92 |
0.7% |
49% |
False |
False |
761,968 |
80 |
133.45 |
126.62 |
6.83 |
5.3% |
0.88 |
0.7% |
44% |
False |
False |
571,823 |
100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.82 |
0.6% |
39% |
False |
False |
457,473 |
120 |
135.03 |
126.62 |
8.41 |
6.5% |
0.76 |
0.6% |
36% |
False |
False |
381,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.71 |
2.618 |
131.67 |
1.618 |
131.03 |
1.000 |
130.63 |
0.618 |
130.39 |
HIGH |
129.99 |
0.618 |
129.75 |
0.500 |
129.67 |
0.382 |
129.59 |
LOW |
129.35 |
0.618 |
128.95 |
1.000 |
128.71 |
1.618 |
128.31 |
2.618 |
127.67 |
4.250 |
126.63 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
129.67 |
130.14 |
PP |
129.66 |
129.97 |
S1 |
129.65 |
129.81 |
|