Euro Bund Future March 2024
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 |
133.94 |
134.93 |
0.99 |
0.7% |
130.93 |
High |
135.04 |
135.55 |
0.51 |
0.4% |
133.92 |
Low |
133.91 |
134.55 |
0.64 |
0.5% |
130.51 |
Close |
134.98 |
135.36 |
0.38 |
0.3% |
133.60 |
Range |
1.13 |
1.00 |
-0.13 |
-11.5% |
3.41 |
ATR |
0.91 |
0.91 |
0.01 |
0.7% |
0.00 |
Volume |
1,005,391 |
1,110,931 |
105,540 |
10.5% |
1,353,361 |
|
Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.15 |
137.76 |
135.91 |
|
R3 |
137.15 |
136.76 |
135.64 |
|
R2 |
136.15 |
136.15 |
135.54 |
|
R1 |
135.76 |
135.76 |
135.45 |
135.96 |
PP |
135.15 |
135.15 |
135.15 |
135.25 |
S1 |
134.76 |
134.76 |
135.27 |
134.96 |
S2 |
134.15 |
134.15 |
135.18 |
|
S3 |
133.15 |
133.76 |
135.09 |
|
S4 |
132.15 |
132.76 |
134.81 |
|
|
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 |
135.55 |
132.29 |
3.26 |
2.4% |
1.07 |
0.8% |
94% |
True |
False |
886,874 |
10 |
135.55 |
130.47 |
5.08 |
3.8% |
0.96 |
0.7% |
96% |
True |
False |
465,895 |
20 |
135.55 |
129.72 |
5.83 |
4.3% |
0.83 |
0.6% |
97% |
True |
False |
234,975 |
40 |
135.55 |
127.44 |
8.11 |
6.0% |
0.72 |
0.5% |
98% |
True |
False |
117,645 |
60 |
135.55 |
126.95 |
8.60 |
6.4% |
0.63 |
0.5% |
98% |
True |
False |
78,458 |
80 |
135.55 |
126.95 |
8.60 |
6.4% |
0.52 |
0.4% |
98% |
True |
False |
58,844 |
100 |
135.55 |
126.95 |
8.60 |
6.4% |
0.42 |
0.3% |
98% |
True |
False |
47,075 |
120 |
135.55 |
126.95 |
8.60 |
6.4% |
0.35 |
0.3% |
98% |
True |
False |
39,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.80 |
2.618 |
138.17 |
1.618 |
137.17 |
1.000 |
136.55 |
0.618 |
136.17 |
HIGH |
135.55 |
0.618 |
135.17 |
0.500 |
135.05 |
0.382 |
134.93 |
LOW |
134.55 |
0.618 |
133.93 |
1.000 |
133.55 |
1.618 |
132.93 |
2.618 |
131.93 |
4.250 |
130.30 |
|
|
Fisher Pivots for day following 06-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
135.26 |
135.07 |
PP |
135.15 |
134.78 |
S1 |
135.05 |
134.49 |
|