Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 30-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
132.34 |
133.15 |
0.81 |
0.6% |
131.25 |
High |
133.18 |
133.34 |
0.16 |
0.1% |
132.07 |
Low |
132.30 |
132.29 |
-0.01 |
0.0% |
130.47 |
Close |
133.10 |
132.65 |
-0.45 |
-0.3% |
130.65 |
Range |
0.88 |
1.05 |
0.17 |
19.3% |
1.60 |
ATR |
0.84 |
0.86 |
0.01 |
1.8% |
0.00 |
Volume |
125,176 |
331,829 |
206,653 |
165.1% |
54,546 |
|
Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.91 |
135.33 |
133.23 |
|
R3 |
134.86 |
134.28 |
132.94 |
|
R2 |
133.81 |
133.81 |
132.84 |
|
R1 |
133.23 |
133.23 |
132.75 |
133.00 |
PP |
132.76 |
132.76 |
132.76 |
132.64 |
S1 |
132.18 |
132.18 |
132.55 |
131.95 |
S2 |
131.71 |
131.71 |
132.46 |
|
S3 |
130.66 |
131.13 |
132.36 |
|
S4 |
129.61 |
130.08 |
132.07 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.86 |
134.86 |
131.53 |
|
R3 |
134.26 |
133.26 |
131.09 |
|
R2 |
132.66 |
132.66 |
130.94 |
|
R1 |
131.66 |
131.66 |
130.80 |
131.36 |
PP |
131.06 |
131.06 |
131.06 |
130.92 |
S1 |
130.06 |
130.06 |
130.50 |
129.76 |
S2 |
129.46 |
129.46 |
130.36 |
|
S3 |
127.86 |
128.46 |
130.21 |
|
S4 |
126.26 |
126.86 |
129.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.34 |
130.47 |
2.87 |
2.2% |
0.90 |
0.7% |
76% |
True |
False |
106,407 |
10 |
133.34 |
130.47 |
2.87 |
2.2% |
0.77 |
0.6% |
76% |
True |
False |
58,482 |
20 |
133.34 |
129.72 |
3.62 |
2.7% |
0.76 |
0.6% |
81% |
True |
False |
30,026 |
40 |
133.34 |
127.44 |
5.90 |
4.4% |
0.68 |
0.5% |
88% |
True |
False |
15,111 |
60 |
133.34 |
126.95 |
6.39 |
4.8% |
0.57 |
0.4% |
89% |
True |
False |
10,082 |
80 |
133.34 |
126.95 |
6.39 |
4.8% |
0.47 |
0.4% |
89% |
True |
False |
7,562 |
100 |
133.74 |
126.95 |
6.79 |
5.1% |
0.37 |
0.3% |
84% |
False |
False |
6,050 |
120 |
134.24 |
126.95 |
7.29 |
5.5% |
0.31 |
0.2% |
78% |
False |
False |
5,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.80 |
2.618 |
136.09 |
1.618 |
135.04 |
1.000 |
134.39 |
0.618 |
133.99 |
HIGH |
133.34 |
0.618 |
132.94 |
0.500 |
132.82 |
0.382 |
132.69 |
LOW |
132.29 |
0.618 |
131.64 |
1.000 |
131.24 |
1.618 |
130.59 |
2.618 |
129.54 |
4.250 |
127.83 |
|
|
Fisher Pivots for day following 30-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
132.82 |
132.57 |
PP |
132.76 |
132.48 |
S1 |
132.71 |
132.40 |
|