Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 22-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.89 |
131.21 |
0.32 |
0.2% |
129.61 |
High |
131.40 |
131.71 |
0.31 |
0.2% |
131.74 |
Low |
130.79 |
130.88 |
0.09 |
0.1% |
129.35 |
Close |
131.26 |
131.22 |
-0.04 |
0.0% |
131.04 |
Range |
0.61 |
0.83 |
0.22 |
36.1% |
2.39 |
ATR |
0.93 |
0.92 |
-0.01 |
-0.8% |
0.00 |
Volume |
882,153 |
974,250 |
92,097 |
10.4% |
5,007,852 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.76 |
133.32 |
131.68 |
|
R3 |
132.93 |
132.49 |
131.45 |
|
R2 |
132.10 |
132.10 |
131.37 |
|
R1 |
131.66 |
131.66 |
131.30 |
131.88 |
PP |
131.27 |
131.27 |
131.27 |
131.38 |
S1 |
130.83 |
130.83 |
131.14 |
131.05 |
S2 |
130.44 |
130.44 |
131.07 |
|
S3 |
129.61 |
130.00 |
130.99 |
|
S4 |
128.78 |
129.17 |
130.76 |
|
|
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 |
130.47 |
1.27 |
1.0% |
0.71 |
0.5% |
59% |
False |
False |
902,877 |
10 |
131.74 |
129.35 |
2.39 |
1.8% |
0.83 |
0.6% |
78% |
False |
False |
945,394 |
20 |
131.74 |
127.56 |
4.18 |
3.2% |
0.92 |
0.7% |
88% |
False |
False |
991,022 |
40 |
131.74 |
126.62 |
5.12 |
3.9% |
0.98 |
0.7% |
90% |
False |
False |
980,585 |
60 |
132.78 |
126.62 |
6.16 |
4.7% |
0.92 |
0.7% |
75% |
False |
False |
874,362 |
80 |
132.91 |
126.62 |
6.29 |
4.8% |
0.89 |
0.7% |
73% |
False |
False |
657,067 |
100 |
134.29 |
126.62 |
7.67 |
5.8% |
0.85 |
0.6% |
60% |
False |
False |
525,692 |
120 |
134.29 |
126.62 |
7.67 |
5.8% |
0.78 |
0.6% |
60% |
False |
False |
438,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.24 |
2.618 |
133.88 |
1.618 |
133.05 |
1.000 |
132.54 |
0.618 |
132.22 |
HIGH |
131.71 |
0.618 |
131.39 |
0.500 |
131.30 |
0.382 |
131.20 |
LOW |
130.88 |
0.618 |
130.37 |
1.000 |
130.05 |
1.618 |
129.54 |
2.618 |
128.71 |
4.250 |
127.35 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
131.30 |
131.18 |
PP |
131.27 |
131.13 |
S1 |
131.25 |
131.09 |
|