Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 05-Dec-2023
Day Change Summary
Previous Current
04-Dec-2023 05-Dec-2023 Change Change % Previous Week
Open 133.32 133.53 0.21 0.2% 130.35
High 133.81 134.59 0.78 0.6% 133.53
Low 133.03 133.50 0.47 0.4% 130.16
Close 133.45 134.53 1.08 0.8% 133.22
Range 0.78 1.09 0.31 39.7% 3.37
ATR 0.96 0.97 0.01 1.3% 0.00
Volume 1,706,889 1,241,612 -465,277 -27.3% 6,113,866
Daily Pivots for day following 05-Dec-2023
Classic Woodie Camarilla DeMark
R4 137.48 137.09 135.13
R3 136.39 136.00 134.83
R2 135.30 135.30 134.73
R1 134.91 134.91 134.63 135.11
PP 134.21 134.21 134.21 134.30
S1 133.82 133.82 134.43 134.02
S2 133.12 133.12 134.33
S3 132.03 132.73 134.23
S4 130.94 131.64 133.93
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
5 134.59 131.94 2.65 2.0% 1.01 0.7% 98% True False 1,478,473
10 134.59 130.11 4.48 3.3% 0.91 0.7% 99% True False 1,153,773
20 134.59 129.35 5.24 3.9% 0.89 0.7% 99% True False 1,062,313
40 134.59 127.18 7.41 5.5% 0.94 0.7% 99% True False 1,020,740
60 134.59 126.62 7.97 5.9% 0.94 0.7% 99% True False 965,142
80 134.59 126.62 7.97 5.9% 0.90 0.7% 99% True False 777,962
100 134.59 126.62 7.97 5.9% 0.87 0.6% 99% True False 622,504
120 134.59 126.62 7.97 5.9% 0.82 0.6% 99% True False 518,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.22
2.618 137.44
1.618 136.35
1.000 135.68
0.618 135.26
HIGH 134.59
0.618 134.17
0.500 134.05
0.382 133.92
LOW 133.50
0.618 132.83
1.000 132.41
1.618 131.74
2.618 130.65
4.250 128.87
Fisher Pivots for day following 05-Dec-2023
Pivot 1 day 3 day
R1 134.37 134.16
PP 134.21 133.78
S1 134.05 133.41

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

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