Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 28-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
130.35 |
131.27 |
0.92 |
0.7% |
130.98 |
High |
131.43 |
131.97 |
0.54 |
0.4% |
131.71 |
Low |
130.16 |
131.10 |
0.94 |
0.7% |
130.11 |
Close |
131.32 |
131.93 |
0.61 |
0.5% |
130.32 |
Range |
1.27 |
0.87 |
-0.40 |
-31.5% |
1.60 |
ATR |
0.96 |
0.95 |
-0.01 |
-0.7% |
0.00 |
Volume |
739,462 |
930,540 |
191,078 |
25.8% |
3,212,653 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.28 |
133.97 |
132.41 |
|
R3 |
133.41 |
133.10 |
132.17 |
|
R2 |
132.54 |
132.54 |
132.09 |
|
R1 |
132.23 |
132.23 |
132.01 |
132.39 |
PP |
131.67 |
131.67 |
131.67 |
131.74 |
S1 |
131.36 |
131.36 |
131.85 |
131.52 |
S2 |
130.80 |
130.80 |
131.77 |
|
S3 |
129.93 |
130.49 |
131.69 |
|
S4 |
129.06 |
129.62 |
131.45 |
|
|
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 |
131.97 |
130.11 |
1.86 |
1.4% |
0.82 |
0.6% |
98% |
True |
False |
829,073 |
10 |
131.97 |
129.60 |
2.37 |
1.8% |
0.84 |
0.6% |
98% |
True |
False |
911,088 |
20 |
131.97 |
128.42 |
3.55 |
2.7% |
0.91 |
0.7% |
99% |
True |
False |
970,793 |
40 |
131.97 |
126.62 |
5.35 |
4.1% |
0.95 |
0.7% |
99% |
True |
False |
953,732 |
60 |
131.97 |
126.62 |
5.35 |
4.1% |
0.91 |
0.7% |
99% |
True |
False |
895,148 |
80 |
132.91 |
126.62 |
6.29 |
4.8% |
0.90 |
0.7% |
84% |
False |
False |
685,650 |
100 |
134.29 |
126.62 |
7.67 |
5.8% |
0.85 |
0.6% |
69% |
False |
False |
548,581 |
120 |
134.29 |
126.62 |
7.67 |
5.8% |
0.79 |
0.6% |
69% |
False |
False |
457,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.67 |
2.618 |
134.25 |
1.618 |
133.38 |
1.000 |
132.84 |
0.618 |
132.51 |
HIGH |
131.97 |
0.618 |
131.64 |
0.500 |
131.54 |
0.382 |
131.43 |
LOW |
131.10 |
0.618 |
130.56 |
1.000 |
130.23 |
1.618 |
129.69 |
2.618 |
128.82 |
4.250 |
127.40 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
131.80 |
131.63 |
PP |
131.67 |
131.34 |
S1 |
131.54 |
131.04 |
|