Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 01-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
133.15 |
132.77 |
-0.38 |
-0.3% |
130.93 |
High |
133.34 |
133.92 |
0.58 |
0.4% |
133.92 |
Low |
132.29 |
132.59 |
0.30 |
0.2% |
130.51 |
Close |
132.65 |
133.60 |
0.95 |
0.7% |
133.60 |
Range |
1.05 |
1.33 |
0.28 |
26.7% |
3.41 |
ATR |
0.86 |
0.89 |
0.03 |
4.0% |
0.00 |
Volume |
331,829 |
830,300 |
498,471 |
150.2% |
1,353,361 |
|
Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.36 |
136.81 |
134.33 |
|
R3 |
136.03 |
135.48 |
133.97 |
|
R2 |
134.70 |
134.70 |
133.84 |
|
R1 |
134.15 |
134.15 |
133.72 |
134.43 |
PP |
133.37 |
133.37 |
133.37 |
133.51 |
S1 |
132.82 |
132.82 |
133.48 |
133.10 |
S2 |
132.04 |
132.04 |
133.36 |
|
S3 |
130.71 |
131.49 |
133.23 |
|
S4 |
129.38 |
130.16 |
132.87 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.91 |
141.66 |
135.48 |
|
R3 |
139.50 |
138.25 |
134.54 |
|
R2 |
136.09 |
136.09 |
134.23 |
|
R1 |
134.84 |
134.84 |
133.91 |
135.47 |
PP |
132.68 |
132.68 |
132.68 |
132.99 |
S1 |
131.43 |
131.43 |
133.29 |
132.06 |
S2 |
129.27 |
129.27 |
132.97 |
|
S3 |
125.86 |
128.02 |
132.66 |
|
S4 |
122.45 |
124.61 |
131.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.92 |
130.51 |
3.41 |
2.6% |
1.08 |
0.8% |
91% |
True |
False |
270,672 |
10 |
133.92 |
130.47 |
3.45 |
2.6% |
0.85 |
0.6% |
91% |
True |
False |
141,229 |
20 |
133.92 |
129.72 |
4.20 |
3.1% |
0.80 |
0.6% |
92% |
True |
False |
71,510 |
40 |
133.92 |
127.44 |
6.48 |
4.9% |
0.70 |
0.5% |
95% |
True |
False |
35,857 |
60 |
133.92 |
126.95 |
6.97 |
5.2% |
0.59 |
0.4% |
95% |
True |
False |
23,920 |
80 |
133.92 |
126.95 |
6.97 |
5.2% |
0.48 |
0.4% |
95% |
True |
False |
17,941 |
100 |
133.92 |
126.95 |
6.97 |
5.2% |
0.39 |
0.3% |
95% |
True |
False |
14,353 |
120 |
134.24 |
126.95 |
7.29 |
5.5% |
0.32 |
0.2% |
91% |
False |
False |
11,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.57 |
2.618 |
137.40 |
1.618 |
136.07 |
1.000 |
135.25 |
0.618 |
134.74 |
HIGH |
133.92 |
0.618 |
133.41 |
0.500 |
133.26 |
0.382 |
133.10 |
LOW |
132.59 |
0.618 |
131.77 |
1.000 |
131.26 |
1.618 |
130.44 |
2.618 |
129.11 |
4.250 |
126.94 |
|
|
Fisher Pivots for day following 01-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
133.49 |
133.44 |
PP |
133.37 |
133.27 |
S1 |
133.26 |
133.11 |
|