Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 04-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
132.77 |
133.72 |
0.95 |
0.7% |
130.93 |
High |
133.92 |
134.24 |
0.32 |
0.2% |
133.92 |
Low |
132.59 |
133.42 |
0.83 |
0.6% |
130.51 |
Close |
133.60 |
133.86 |
0.26 |
0.2% |
133.60 |
Range |
1.33 |
0.82 |
-0.51 |
-38.3% |
3.41 |
ATR |
0.89 |
0.88 |
0.00 |
-0.6% |
0.00 |
Volume |
830,300 |
1,155,923 |
325,623 |
39.2% |
1,353,361 |
|
Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.30 |
135.90 |
134.31 |
|
R3 |
135.48 |
135.08 |
134.09 |
|
R2 |
134.66 |
134.66 |
134.01 |
|
R1 |
134.26 |
134.26 |
133.94 |
134.46 |
PP |
133.84 |
133.84 |
133.84 |
133.94 |
S1 |
133.44 |
133.44 |
133.78 |
133.64 |
S2 |
133.02 |
133.02 |
133.71 |
|
S3 |
132.20 |
132.62 |
133.63 |
|
S4 |
131.38 |
131.80 |
133.41 |
|
|
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 |
134.24 |
131.45 |
2.79 |
2.1% |
0.99 |
0.7% |
86% |
True |
False |
497,702 |
10 |
134.24 |
130.47 |
3.77 |
2.8% |
0.85 |
0.6% |
90% |
True |
False |
256,383 |
20 |
134.24 |
129.72 |
4.52 |
3.4% |
0.79 |
0.6% |
92% |
True |
False |
129,248 |
40 |
134.24 |
127.44 |
6.80 |
5.1% |
0.71 |
0.5% |
94% |
True |
False |
64,751 |
60 |
134.24 |
126.95 |
7.29 |
5.4% |
0.60 |
0.4% |
95% |
True |
False |
43,186 |
80 |
134.24 |
126.95 |
7.29 |
5.4% |
0.49 |
0.4% |
95% |
True |
False |
32,390 |
100 |
134.24 |
126.95 |
7.29 |
5.4% |
0.39 |
0.3% |
95% |
True |
False |
25,912 |
120 |
134.24 |
126.95 |
7.29 |
5.4% |
0.33 |
0.2% |
95% |
True |
False |
21,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.73 |
2.618 |
136.39 |
1.618 |
135.57 |
1.000 |
135.06 |
0.618 |
134.75 |
HIGH |
134.24 |
0.618 |
133.93 |
0.500 |
133.83 |
0.382 |
133.73 |
LOW |
133.42 |
0.618 |
132.91 |
1.000 |
132.60 |
1.618 |
132.09 |
2.618 |
131.27 |
4.250 |
129.94 |
|
|
Fisher Pivots for day following 04-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
133.85 |
133.66 |
PP |
133.84 |
133.46 |
S1 |
133.83 |
133.27 |
|