Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 16-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.96 |
130.64 |
-0.32 |
-0.2% |
130.34 |
High |
131.22 |
131.28 |
0.06 |
0.0% |
130.93 |
Low |
130.36 |
130.56 |
0.20 |
0.2% |
129.35 |
Close |
130.64 |
131.20 |
0.56 |
0.4% |
129.82 |
Range |
0.86 |
0.72 |
-0.14 |
-16.3% |
1.58 |
ATR |
1.00 |
0.98 |
-0.02 |
-2.0% |
0.00 |
Volume |
1,162,181 |
1,017,831 |
-144,350 |
-12.4% |
4,740,601 |
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.17 |
132.91 |
131.60 |
|
R3 |
132.45 |
132.19 |
131.40 |
|
R2 |
131.73 |
131.73 |
131.33 |
|
R1 |
131.47 |
131.47 |
131.27 |
131.60 |
PP |
131.01 |
131.01 |
131.01 |
131.08 |
S1 |
130.75 |
130.75 |
131.13 |
130.88 |
S2 |
130.29 |
130.29 |
131.07 |
|
S3 |
129.57 |
130.03 |
131.00 |
|
S4 |
128.85 |
129.31 |
130.80 |
|
|
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 |
131.28 |
129.35 |
1.93 |
1.5% |
0.86 |
0.7% |
96% |
True |
False |
1,001,293 |
10 |
131.28 |
129.35 |
1.93 |
1.5% |
0.94 |
0.7% |
96% |
True |
False |
999,352 |
20 |
131.28 |
127.18 |
4.10 |
3.1% |
0.97 |
0.7% |
98% |
True |
False |
986,446 |
40 |
131.28 |
126.62 |
4.66 |
3.6% |
0.99 |
0.8% |
98% |
True |
False |
977,251 |
60 |
132.78 |
126.62 |
6.16 |
4.7% |
0.92 |
0.7% |
74% |
False |
False |
817,070 |
80 |
133.02 |
126.62 |
6.40 |
4.9% |
0.90 |
0.7% |
72% |
False |
False |
613,369 |
100 |
134.29 |
126.62 |
7.67 |
5.8% |
0.84 |
0.6% |
60% |
False |
False |
490,727 |
120 |
135.03 |
126.62 |
8.41 |
6.4% |
0.78 |
0.6% |
54% |
False |
False |
408,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.34 |
2.618 |
133.16 |
1.618 |
132.44 |
1.000 |
132.00 |
0.618 |
131.72 |
HIGH |
131.28 |
0.618 |
131.00 |
0.500 |
130.92 |
0.382 |
130.84 |
LOW |
130.56 |
0.618 |
130.12 |
1.000 |
129.84 |
1.618 |
129.40 |
2.618 |
128.68 |
4.250 |
127.50 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
131.11 |
130.95 |
PP |
131.01 |
130.69 |
S1 |
130.92 |
130.44 |
|