Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 04-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
132.47 |
133.32 |
0.85 |
0.6% |
130.35 |
High |
133.53 |
133.81 |
0.28 |
0.2% |
133.53 |
Low |
132.23 |
133.03 |
0.80 |
0.6% |
130.16 |
Close |
133.22 |
133.45 |
0.23 |
0.2% |
133.22 |
Range |
1.30 |
0.78 |
-0.52 |
-40.0% |
3.37 |
ATR |
0.98 |
0.96 |
-0.01 |
-1.4% |
0.00 |
Volume |
1,708,630 |
1,706,889 |
-1,741 |
-0.1% |
6,113,866 |
|
Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.77 |
135.39 |
133.88 |
|
R3 |
134.99 |
134.61 |
133.66 |
|
R2 |
134.21 |
134.21 |
133.59 |
|
R1 |
133.83 |
133.83 |
133.52 |
134.02 |
PP |
133.43 |
133.43 |
133.43 |
133.53 |
S1 |
133.05 |
133.05 |
133.38 |
133.24 |
S2 |
132.65 |
132.65 |
133.31 |
|
S3 |
131.87 |
132.27 |
133.24 |
|
S4 |
131.09 |
131.49 |
133.02 |
|
|
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 |
133.81 |
131.10 |
2.71 |
2.0% |
0.96 |
0.7% |
87% |
True |
False |
1,416,258 |
10 |
133.81 |
130.11 |
3.70 |
2.8% |
0.86 |
0.6% |
90% |
True |
False |
1,103,340 |
20 |
133.81 |
129.35 |
4.46 |
3.3% |
0.89 |
0.7% |
92% |
True |
False |
1,039,093 |
40 |
133.81 |
127.18 |
6.63 |
5.0% |
0.95 |
0.7% |
95% |
True |
False |
1,010,057 |
60 |
133.81 |
126.62 |
7.19 |
5.4% |
0.93 |
0.7% |
95% |
True |
False |
951,291 |
80 |
133.81 |
126.62 |
7.19 |
5.4% |
0.90 |
0.7% |
95% |
True |
False |
762,461 |
100 |
134.29 |
126.62 |
7.67 |
5.7% |
0.86 |
0.6% |
89% |
False |
False |
610,088 |
120 |
134.29 |
126.62 |
7.67 |
5.7% |
0.81 |
0.6% |
89% |
False |
False |
508,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.13 |
2.618 |
135.85 |
1.618 |
135.07 |
1.000 |
134.59 |
0.618 |
134.29 |
HIGH |
133.81 |
0.618 |
133.51 |
0.500 |
133.42 |
0.382 |
133.33 |
LOW |
133.03 |
0.618 |
132.55 |
1.000 |
132.25 |
1.618 |
131.77 |
2.618 |
130.99 |
4.250 |
129.72 |
|
|
Fisher Pivots for day following 04-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
133.44 |
133.26 |
PP |
133.43 |
133.07 |
S1 |
133.42 |
132.88 |
|