Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 15-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
129.69 |
130.96 |
1.27 |
1.0% |
130.34 |
High |
130.98 |
131.22 |
0.24 |
0.2% |
130.93 |
Low |
129.60 |
130.36 |
0.76 |
0.6% |
129.35 |
Close |
130.88 |
130.64 |
-0.24 |
-0.2% |
129.82 |
Range |
1.38 |
0.86 |
-0.52 |
-37.7% |
1.58 |
ATR |
1.01 |
1.00 |
-0.01 |
-1.1% |
0.00 |
Volume |
1,145,353 |
1,162,181 |
16,828 |
1.5% |
4,740,601 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.32 |
132.84 |
131.11 |
|
R3 |
132.46 |
131.98 |
130.88 |
|
R2 |
131.60 |
131.60 |
130.80 |
|
R1 |
131.12 |
131.12 |
130.72 |
130.93 |
PP |
130.74 |
130.74 |
130.74 |
130.65 |
S1 |
130.26 |
130.26 |
130.56 |
130.07 |
S2 |
129.88 |
129.88 |
130.48 |
|
S3 |
129.02 |
129.40 |
130.40 |
|
S4 |
128.16 |
128.54 |
130.17 |
|
|
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 |
131.22 |
129.35 |
1.87 |
1.4% |
0.94 |
0.7% |
69% |
True |
False |
987,912 |
10 |
131.22 |
129.35 |
1.87 |
1.4% |
0.96 |
0.7% |
69% |
True |
False |
1,037,989 |
20 |
131.22 |
127.18 |
4.04 |
3.1% |
0.97 |
0.7% |
86% |
True |
False |
988,226 |
40 |
131.22 |
126.62 |
4.60 |
3.5% |
0.99 |
0.8% |
87% |
True |
False |
973,480 |
60 |
132.78 |
126.62 |
6.16 |
4.7% |
0.93 |
0.7% |
65% |
False |
False |
800,287 |
80 |
133.02 |
126.62 |
6.40 |
4.9% |
0.90 |
0.7% |
63% |
False |
False |
600,661 |
100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.83 |
0.6% |
52% |
False |
False |
480,549 |
120 |
135.03 |
126.62 |
8.41 |
6.4% |
0.77 |
0.6% |
48% |
False |
False |
400,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.88 |
2.618 |
133.47 |
1.618 |
132.61 |
1.000 |
132.08 |
0.618 |
131.75 |
HIGH |
131.22 |
0.618 |
130.89 |
0.500 |
130.79 |
0.382 |
130.69 |
LOW |
130.36 |
0.618 |
129.83 |
1.000 |
129.50 |
1.618 |
128.97 |
2.618 |
128.11 |
4.250 |
126.71 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.79 |
130.52 |
PP |
130.74 |
130.40 |
S1 |
130.69 |
130.29 |
|