Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 14-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
129.61 |
129.69 |
0.08 |
0.1% |
130.34 |
High |
129.99 |
130.98 |
0.99 |
0.8% |
130.93 |
Low |
129.35 |
129.60 |
0.25 |
0.2% |
129.35 |
Close |
129.64 |
130.88 |
1.24 |
1.0% |
129.82 |
Range |
0.64 |
1.38 |
0.74 |
115.6% |
1.58 |
ATR |
0.99 |
1.01 |
0.03 |
2.9% |
0.00 |
Volume |
779,620 |
1,145,353 |
365,733 |
46.9% |
4,740,601 |
|
Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.63 |
134.13 |
131.64 |
|
R3 |
133.25 |
132.75 |
131.26 |
|
R2 |
131.87 |
131.87 |
131.13 |
|
R1 |
131.37 |
131.37 |
131.01 |
131.62 |
PP |
130.49 |
130.49 |
130.49 |
130.61 |
S1 |
129.99 |
129.99 |
130.75 |
130.24 |
S2 |
129.11 |
129.11 |
130.63 |
|
S3 |
127.73 |
128.61 |
130.50 |
|
S4 |
126.35 |
127.23 |
130.12 |
|
|
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 |
130.98 |
129.35 |
1.63 |
1.2% |
0.91 |
0.7% |
94% |
True |
False |
981,574 |
10 |
130.98 |
128.42 |
2.56 |
2.0% |
1.01 |
0.8% |
96% |
True |
False |
1,024,106 |
20 |
130.98 |
127.18 |
3.80 |
2.9% |
0.96 |
0.7% |
97% |
True |
False |
976,584 |
40 |
130.98 |
126.62 |
4.36 |
3.3% |
0.99 |
0.8% |
98% |
True |
False |
960,922 |
60 |
132.78 |
126.62 |
6.16 |
4.7% |
0.93 |
0.7% |
69% |
False |
False |
780,974 |
80 |
133.02 |
126.62 |
6.40 |
4.9% |
0.89 |
0.7% |
67% |
False |
False |
586,140 |
100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.83 |
0.6% |
56% |
False |
False |
468,927 |
120 |
135.03 |
126.62 |
8.41 |
6.4% |
0.77 |
0.6% |
51% |
False |
False |
390,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.85 |
2.618 |
134.59 |
1.618 |
133.21 |
1.000 |
132.36 |
0.618 |
131.83 |
HIGH |
130.98 |
0.618 |
130.45 |
0.500 |
130.29 |
0.382 |
130.13 |
LOW |
129.60 |
0.618 |
128.75 |
1.000 |
128.22 |
1.618 |
127.37 |
2.618 |
125.99 |
4.250 |
123.74 |
|
|
Fisher Pivots for day following 14-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.68 |
130.64 |
PP |
130.49 |
130.40 |
S1 |
130.29 |
130.17 |
|