Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 01-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
132.75 |
132.47 |
-0.28 |
-0.2% |
130.35 |
High |
132.96 |
133.53 |
0.57 |
0.4% |
133.53 |
Low |
131.94 |
132.23 |
0.29 |
0.2% |
130.16 |
Close |
132.29 |
133.22 |
0.93 |
0.7% |
133.22 |
Range |
1.02 |
1.30 |
0.28 |
27.5% |
3.37 |
ATR |
0.95 |
0.98 |
0.02 |
2.6% |
0.00 |
Volume |
1,464,582 |
1,708,630 |
244,048 |
16.7% |
6,113,866 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.89 |
136.36 |
133.94 |
|
R3 |
135.59 |
135.06 |
133.58 |
|
R2 |
134.29 |
134.29 |
133.46 |
|
R1 |
133.76 |
133.76 |
133.34 |
134.03 |
PP |
132.99 |
132.99 |
132.99 |
133.13 |
S1 |
132.46 |
132.46 |
133.10 |
132.73 |
S2 |
131.69 |
131.69 |
132.98 |
|
S3 |
130.39 |
131.16 |
132.86 |
|
S4 |
129.09 |
129.86 |
132.51 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.41 |
141.19 |
135.07 |
|
R3 |
139.04 |
137.82 |
134.15 |
|
R2 |
135.67 |
135.67 |
133.84 |
|
R1 |
134.45 |
134.45 |
133.53 |
135.06 |
PP |
132.30 |
132.30 |
132.30 |
132.61 |
S1 |
131.08 |
131.08 |
132.91 |
131.69 |
S2 |
128.93 |
128.93 |
132.60 |
|
S3 |
125.56 |
127.71 |
132.29 |
|
S4 |
122.19 |
124.34 |
131.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.53 |
130.16 |
3.37 |
2.5% |
1.06 |
0.8% |
91% |
True |
False |
1,222,773 |
10 |
133.53 |
130.11 |
3.42 |
2.6% |
0.86 |
0.6% |
91% |
True |
False |
1,022,938 |
20 |
133.53 |
129.35 |
4.18 |
3.1% |
0.90 |
0.7% |
93% |
True |
False |
1,011,145 |
40 |
133.53 |
127.18 |
6.35 |
4.8% |
0.95 |
0.7% |
95% |
True |
False |
990,546 |
60 |
133.53 |
126.62 |
6.91 |
5.2% |
0.92 |
0.7% |
96% |
True |
False |
931,457 |
80 |
133.53 |
126.62 |
6.91 |
5.2% |
0.90 |
0.7% |
96% |
True |
False |
741,126 |
100 |
134.29 |
126.62 |
7.67 |
5.8% |
0.86 |
0.6% |
86% |
False |
False |
593,019 |
120 |
134.29 |
126.62 |
7.67 |
5.8% |
0.81 |
0.6% |
86% |
False |
False |
494,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.06 |
2.618 |
136.93 |
1.618 |
135.63 |
1.000 |
134.83 |
0.618 |
134.33 |
HIGH |
133.53 |
0.618 |
133.03 |
0.500 |
132.88 |
0.382 |
132.73 |
LOW |
132.23 |
0.618 |
131.43 |
1.000 |
130.93 |
1.618 |
130.13 |
2.618 |
128.83 |
4.250 |
126.71 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
133.11 |
133.06 |
PP |
132.99 |
132.90 |
S1 |
132.88 |
132.74 |
|