Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 07-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
134.93 |
135.49 |
0.56 |
0.4% |
130.93 |
High |
135.55 |
135.81 |
0.26 |
0.2% |
133.92 |
Low |
134.55 |
134.87 |
0.32 |
0.2% |
130.51 |
Close |
135.36 |
135.46 |
0.10 |
0.1% |
133.60 |
Range |
1.00 |
0.94 |
-0.06 |
-6.0% |
3.41 |
ATR |
0.91 |
0.91 |
0.00 |
0.2% |
0.00 |
Volume |
1,110,931 |
987,737 |
-123,194 |
-11.1% |
1,353,361 |
|
Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.20 |
137.77 |
135.98 |
|
R3 |
137.26 |
136.83 |
135.72 |
|
R2 |
136.32 |
136.32 |
135.63 |
|
R1 |
135.89 |
135.89 |
135.55 |
135.64 |
PP |
135.38 |
135.38 |
135.38 |
135.25 |
S1 |
134.95 |
134.95 |
135.37 |
134.70 |
S2 |
134.44 |
134.44 |
135.29 |
|
S3 |
133.50 |
134.01 |
135.20 |
|
S4 |
132.56 |
133.07 |
134.94 |
|
|
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 |
135.81 |
132.59 |
3.22 |
2.4% |
1.04 |
0.8% |
89% |
True |
False |
1,018,056 |
10 |
135.81 |
130.47 |
5.34 |
3.9% |
0.97 |
0.7% |
93% |
True |
False |
562,231 |
20 |
135.81 |
129.72 |
6.09 |
4.5% |
0.85 |
0.6% |
94% |
True |
False |
284,351 |
40 |
135.81 |
127.44 |
8.37 |
6.2% |
0.72 |
0.5% |
96% |
True |
False |
142,338 |
60 |
135.81 |
126.95 |
8.86 |
6.5% |
0.65 |
0.5% |
96% |
True |
False |
94,920 |
80 |
135.81 |
126.95 |
8.86 |
6.5% |
0.53 |
0.4% |
96% |
True |
False |
71,191 |
100 |
135.81 |
126.95 |
8.86 |
6.5% |
0.42 |
0.3% |
96% |
True |
False |
56,952 |
120 |
135.81 |
126.95 |
8.86 |
6.5% |
0.35 |
0.3% |
96% |
True |
False |
47,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.81 |
2.618 |
138.27 |
1.618 |
137.33 |
1.000 |
136.75 |
0.618 |
136.39 |
HIGH |
135.81 |
0.618 |
135.45 |
0.500 |
135.34 |
0.382 |
135.23 |
LOW |
134.87 |
0.618 |
134.29 |
1.000 |
133.93 |
1.618 |
133.35 |
2.618 |
132.41 |
4.250 |
130.88 |
|
|
Fisher Pivots for day following 07-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
135.42 |
135.26 |
PP |
135.38 |
135.06 |
S1 |
135.34 |
134.86 |
|