Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 130.54 130.35 -0.19 -0.1% 130.98
High 130.63 131.43 0.80 0.6% 131.71
Low 130.11 130.16 0.05 0.0% 130.11
Close 130.32 131.32 1.00 0.8% 130.32
Range 0.52 1.27 0.75 144.2% 1.60
ATR 0.93 0.96 0.02 2.6% 0.00
Volume 618,964 739,462 120,498 19.5% 3,212,653
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 134.78 134.32 132.02
R3 133.51 133.05 131.67
R2 132.24 132.24 131.55
R1 131.78 131.78 131.44 132.01
PP 130.97 130.97 130.97 131.09
S1 130.51 130.51 131.20 130.74
S2 129.70 129.70 131.09
S3 128.43 129.24 130.97
S4 127.16 127.97 130.62
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 135.51 134.52 131.20
R3 133.91 132.92 130.76
R2 132.31 132.31 130.61
R1 131.32 131.32 130.47 131.02
PP 130.71 130.71 130.71 130.56
S1 129.72 129.72 130.17 129.42
S2 129.11 129.11 130.03
S3 127.51 128.12 129.88
S4 125.91 126.52 129.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.71 130.11 1.60 1.2% 0.75 0.6% 76% False False 790,423
10 131.74 129.35 2.39 1.8% 0.82 0.6% 82% False False 895,996
20 131.74 128.42 3.32 2.5% 0.91 0.7% 87% False False 968,521
40 131.74 126.62 5.12 3.9% 0.95 0.7% 92% False False 947,873
60 132.78 126.62 6.16 4.7% 0.91 0.7% 76% False False 889,092
80 132.91 126.62 6.29 4.8% 0.90 0.7% 75% False False 674,040
100 134.29 126.62 7.67 5.8% 0.85 0.6% 61% False False 539,275
120 134.29 126.62 7.67 5.8% 0.79 0.6% 61% False False 449,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 136.83
2.618 134.75
1.618 133.48
1.000 132.70
0.618 132.21
HIGH 131.43
0.618 130.94
0.500 130.80
0.382 130.65
LOW 130.16
0.618 129.38
1.000 128.89
1.618 128.11
2.618 126.84
4.250 124.76
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 131.15 131.18
PP 130.97 131.05
S1 130.80 130.91

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These figures are updated between 7pm and 10pm EST after a trading day.

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