Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 20-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
131.09 |
130.98 |
-0.11 |
-0.1% |
129.61 |
High |
131.74 |
131.00 |
-0.74 |
-0.6% |
131.74 |
Low |
130.90 |
130.47 |
-0.43 |
-0.3% |
129.35 |
Close |
131.04 |
130.68 |
-0.36 |
-0.3% |
131.04 |
Range |
0.84 |
0.53 |
-0.31 |
-36.9% |
2.39 |
ATR |
0.97 |
0.94 |
-0.03 |
-3.0% |
0.00 |
Volume |
902,867 |
737,286 |
-165,581 |
-18.3% |
5,007,852 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.31 |
132.02 |
130.97 |
|
R3 |
131.78 |
131.49 |
130.83 |
|
R2 |
131.25 |
131.25 |
130.78 |
|
R1 |
130.96 |
130.96 |
130.73 |
130.84 |
PP |
130.72 |
130.72 |
130.72 |
130.66 |
S1 |
130.43 |
130.43 |
130.63 |
130.31 |
S2 |
130.19 |
130.19 |
130.58 |
|
S3 |
129.66 |
129.90 |
130.53 |
|
S4 |
129.13 |
129.37 |
130.39 |
|
|
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 |
129.60 |
2.14 |
1.6% |
0.87 |
0.7% |
50% |
False |
False |
993,103 |
10 |
131.74 |
129.35 |
2.39 |
1.8% |
0.87 |
0.7% |
56% |
False |
False |
970,852 |
20 |
131.74 |
127.56 |
4.18 |
3.2% |
0.95 |
0.7% |
75% |
False |
False |
985,923 |
40 |
131.74 |
126.62 |
5.12 |
3.9% |
0.99 |
0.8% |
79% |
False |
False |
978,718 |
60 |
132.78 |
126.62 |
6.16 |
4.7% |
0.92 |
0.7% |
66% |
False |
False |
844,191 |
80 |
132.91 |
126.62 |
6.29 |
4.8% |
0.89 |
0.7% |
65% |
False |
False |
633,867 |
100 |
134.29 |
126.62 |
7.67 |
5.9% |
0.84 |
0.6% |
53% |
False |
False |
507,128 |
120 |
135.03 |
126.62 |
8.41 |
6.4% |
0.79 |
0.6% |
48% |
False |
False |
422,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.25 |
2.618 |
132.39 |
1.618 |
131.86 |
1.000 |
131.53 |
0.618 |
131.33 |
HIGH |
131.00 |
0.618 |
130.80 |
0.500 |
130.74 |
0.382 |
130.67 |
LOW |
130.47 |
0.618 |
130.14 |
1.000 |
129.94 |
1.618 |
129.61 |
2.618 |
129.08 |
4.250 |
128.22 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
130.74 |
131.11 |
PP |
130.72 |
130.96 |
S1 |
130.70 |
130.82 |
|