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 |
|
|
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 |
|