Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 30-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
132.00 |
132.75 |
0.75 |
0.6% |
130.98 |
High |
132.79 |
132.96 |
0.17 |
0.1% |
131.71 |
Low |
131.95 |
131.94 |
-0.01 |
0.0% |
130.11 |
Close |
132.71 |
132.29 |
-0.42 |
-0.3% |
130.32 |
Range |
0.84 |
1.02 |
0.18 |
21.4% |
1.60 |
ATR |
0.95 |
0.95 |
0.01 |
0.6% |
0.00 |
Volume |
1,270,652 |
1,464,582 |
193,930 |
15.3% |
3,212,653 |
|
Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.46 |
134.89 |
132.85 |
|
R3 |
134.44 |
133.87 |
132.57 |
|
R2 |
133.42 |
133.42 |
132.48 |
|
R1 |
132.85 |
132.85 |
132.38 |
132.63 |
PP |
132.40 |
132.40 |
132.40 |
132.28 |
S1 |
131.83 |
131.83 |
132.20 |
131.61 |
S2 |
131.38 |
131.38 |
132.10 |
|
S3 |
130.36 |
130.81 |
132.01 |
|
S4 |
129.34 |
129.79 |
131.73 |
|
|
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 |
132.96 |
130.11 |
2.85 |
2.2% |
0.90 |
0.7% |
76% |
True |
False |
1,004,840 |
10 |
132.96 |
130.11 |
2.85 |
2.2% |
0.81 |
0.6% |
76% |
True |
False |
953,858 |
20 |
132.96 |
129.35 |
3.61 |
2.7% |
0.88 |
0.7% |
81% |
True |
False |
995,923 |
40 |
132.96 |
127.18 |
5.78 |
4.4% |
0.95 |
0.7% |
88% |
True |
False |
972,118 |
60 |
132.96 |
126.62 |
6.34 |
4.8% |
0.91 |
0.7% |
89% |
True |
False |
914,322 |
80 |
132.96 |
126.62 |
6.34 |
4.8% |
0.89 |
0.7% |
89% |
True |
False |
719,814 |
100 |
134.29 |
126.62 |
7.67 |
5.8% |
0.86 |
0.6% |
74% |
False |
False |
575,933 |
120 |
134.29 |
126.62 |
7.67 |
5.8% |
0.80 |
0.6% |
74% |
False |
False |
479,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.30 |
2.618 |
135.63 |
1.618 |
134.61 |
1.000 |
133.98 |
0.618 |
133.59 |
HIGH |
132.96 |
0.618 |
132.57 |
0.500 |
132.45 |
0.382 |
132.33 |
LOW |
131.94 |
0.618 |
131.31 |
1.000 |
130.92 |
1.618 |
130.29 |
2.618 |
129.27 |
4.250 |
127.61 |
|
|
Fisher Pivots for day following 30-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
132.45 |
132.20 |
PP |
132.40 |
132.12 |
S1 |
132.34 |
132.03 |
|