Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 06-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
133.53 |
134.55 |
1.02 |
0.8% |
130.35 |
High |
134.59 |
135.08 |
0.49 |
0.4% |
133.53 |
Low |
133.50 |
134.11 |
0.61 |
0.5% |
130.16 |
Close |
134.53 |
134.91 |
0.38 |
0.3% |
133.22 |
Range |
1.09 |
0.97 |
-0.12 |
-11.0% |
3.37 |
ATR |
0.97 |
0.97 |
0.00 |
0.0% |
0.00 |
Volume |
1,241,612 |
158,523 |
-1,083,089 |
-87.2% |
6,113,866 |
|
Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.61 |
137.23 |
135.44 |
|
R3 |
136.64 |
136.26 |
135.18 |
|
R2 |
135.67 |
135.67 |
135.09 |
|
R1 |
135.29 |
135.29 |
135.00 |
135.48 |
PP |
134.70 |
134.70 |
134.70 |
134.80 |
S1 |
134.32 |
134.32 |
134.82 |
134.51 |
S2 |
133.73 |
133.73 |
134.73 |
|
S3 |
132.76 |
133.35 |
134.64 |
|
S4 |
131.79 |
132.38 |
134.38 |
|
|
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 |
135.08 |
131.94 |
3.14 |
2.3% |
1.03 |
0.8% |
95% |
True |
False |
1,256,047 |
10 |
135.08 |
130.11 |
4.97 |
3.7% |
0.95 |
0.7% |
97% |
True |
False |
1,081,410 |
20 |
135.08 |
129.35 |
5.73 |
4.2% |
0.88 |
0.7% |
97% |
True |
False |
1,021,214 |
40 |
135.08 |
127.18 |
7.90 |
5.9% |
0.94 |
0.7% |
98% |
True |
False |
997,391 |
60 |
135.08 |
126.62 |
8.46 |
6.3% |
0.95 |
0.7% |
98% |
True |
False |
959,038 |
80 |
135.08 |
126.62 |
8.46 |
6.3% |
0.91 |
0.7% |
98% |
True |
False |
779,934 |
100 |
135.08 |
126.62 |
8.46 |
6.3% |
0.88 |
0.7% |
98% |
True |
False |
624,089 |
120 |
135.08 |
126.62 |
8.46 |
6.3% |
0.82 |
0.6% |
98% |
True |
False |
520,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.20 |
2.618 |
137.62 |
1.618 |
136.65 |
1.000 |
136.05 |
0.618 |
135.68 |
HIGH |
135.08 |
0.618 |
134.71 |
0.500 |
134.60 |
0.382 |
134.48 |
LOW |
134.11 |
0.618 |
133.51 |
1.000 |
133.14 |
1.618 |
132.54 |
2.618 |
131.57 |
4.250 |
129.99 |
|
|
Fisher Pivots for day following 06-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
134.81 |
134.63 |
PP |
134.70 |
134.34 |
S1 |
134.60 |
134.06 |
|