Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 17-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.64 |
131.09 |
0.45 |
0.3% |
129.61 |
High |
131.28 |
131.74 |
0.46 |
0.4% |
131.74 |
Low |
130.56 |
130.90 |
0.34 |
0.3% |
129.35 |
Close |
131.20 |
131.04 |
-0.16 |
-0.1% |
131.04 |
Range |
0.72 |
0.84 |
0.12 |
16.7% |
2.39 |
ATR |
0.98 |
0.97 |
-0.01 |
-1.0% |
0.00 |
Volume |
1,017,831 |
902,867 |
-114,964 |
-11.3% |
5,007,852 |
|
Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.75 |
133.23 |
131.50 |
|
R3 |
132.91 |
132.39 |
131.27 |
|
R2 |
132.07 |
132.07 |
131.19 |
|
R1 |
131.55 |
131.55 |
131.12 |
131.39 |
PP |
131.23 |
131.23 |
131.23 |
131.15 |
S1 |
130.71 |
130.71 |
130.96 |
130.55 |
S2 |
130.39 |
130.39 |
130.89 |
|
S3 |
129.55 |
129.87 |
130.81 |
|
S4 |
128.71 |
129.03 |
130.58 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.88 |
136.85 |
132.35 |
|
R3 |
135.49 |
134.46 |
131.70 |
|
R2 |
133.10 |
133.10 |
131.48 |
|
R1 |
132.07 |
132.07 |
131.26 |
132.59 |
PP |
130.71 |
130.71 |
130.71 |
130.97 |
S1 |
129.68 |
129.68 |
130.82 |
130.20 |
S2 |
128.32 |
128.32 |
130.60 |
|
S3 |
125.93 |
127.29 |
130.38 |
|
S4 |
123.54 |
124.90 |
129.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.74 |
129.35 |
2.39 |
1.8% |
0.89 |
0.7% |
71% |
True |
False |
1,001,570 |
10 |
131.74 |
129.35 |
2.39 |
1.8% |
0.91 |
0.7% |
71% |
True |
False |
974,845 |
20 |
131.74 |
127.18 |
4.56 |
3.5% |
0.98 |
0.8% |
85% |
True |
False |
991,449 |
40 |
131.74 |
126.62 |
5.12 |
3.9% |
0.99 |
0.8% |
86% |
True |
False |
980,794 |
60 |
132.78 |
126.62 |
6.16 |
4.7% |
0.92 |
0.7% |
72% |
False |
False |
832,023 |
80 |
132.91 |
126.62 |
6.29 |
4.8% |
0.90 |
0.7% |
70% |
False |
False |
624,654 |
100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.84 |
0.6% |
58% |
False |
False |
499,755 |
120 |
135.03 |
126.62 |
8.41 |
6.4% |
0.79 |
0.6% |
53% |
False |
False |
416,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.31 |
2.618 |
133.94 |
1.618 |
133.10 |
1.000 |
132.58 |
0.618 |
132.26 |
HIGH |
131.74 |
0.618 |
131.42 |
0.500 |
131.32 |
0.382 |
131.22 |
LOW |
130.90 |
0.618 |
130.38 |
1.000 |
130.06 |
1.618 |
129.54 |
2.618 |
128.70 |
4.250 |
127.33 |
|
|
Fisher Pivots for day following 17-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
131.32 |
131.05 |
PP |
131.23 |
131.05 |
S1 |
131.13 |
131.04 |
|