Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 08-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
135.49 |
135.38 |
-0.11 |
-0.1% |
133.72 |
High |
135.81 |
135.46 |
-0.35 |
-0.3% |
135.81 |
Low |
134.87 |
134.37 |
-0.50 |
-0.4% |
133.42 |
Close |
135.46 |
134.68 |
-0.78 |
-0.6% |
134.68 |
Range |
0.94 |
1.09 |
0.15 |
16.0% |
2.39 |
ATR |
0.91 |
0.93 |
0.01 |
1.4% |
0.00 |
Volume |
987,737 |
894,129 |
-93,608 |
-9.5% |
5,154,111 |
|
Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.11 |
137.48 |
135.28 |
|
R3 |
137.02 |
136.39 |
134.98 |
|
R2 |
135.93 |
135.93 |
134.88 |
|
R1 |
135.30 |
135.30 |
134.78 |
135.07 |
PP |
134.84 |
134.84 |
134.84 |
134.72 |
S1 |
134.21 |
134.21 |
134.58 |
133.98 |
S2 |
133.75 |
133.75 |
134.48 |
|
S3 |
132.66 |
133.12 |
134.38 |
|
S4 |
131.57 |
132.03 |
134.08 |
|
|
Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.81 |
140.63 |
135.99 |
|
R3 |
139.42 |
138.24 |
135.34 |
|
R2 |
137.03 |
137.03 |
135.12 |
|
R1 |
135.85 |
135.85 |
134.90 |
136.44 |
PP |
134.64 |
134.64 |
134.64 |
134.93 |
S1 |
133.46 |
133.46 |
134.46 |
134.05 |
S2 |
132.25 |
132.25 |
134.24 |
|
S3 |
129.86 |
131.07 |
134.02 |
|
S4 |
127.47 |
128.68 |
133.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.81 |
133.42 |
2.39 |
1.8% |
1.00 |
0.7% |
53% |
False |
False |
1,030,822 |
10 |
135.81 |
130.51 |
5.30 |
3.9% |
1.04 |
0.8% |
79% |
False |
False |
650,747 |
20 |
135.81 |
129.72 |
6.09 |
4.5% |
0.85 |
0.6% |
81% |
False |
False |
328,933 |
40 |
135.81 |
127.44 |
8.37 |
6.2% |
0.74 |
0.5% |
86% |
False |
False |
164,686 |
60 |
135.81 |
126.95 |
8.86 |
6.6% |
0.65 |
0.5% |
87% |
False |
False |
109,822 |
80 |
135.81 |
126.95 |
8.86 |
6.6% |
0.54 |
0.4% |
87% |
False |
False |
82,367 |
100 |
135.81 |
126.95 |
8.86 |
6.6% |
0.44 |
0.3% |
87% |
False |
False |
65,894 |
120 |
135.81 |
126.95 |
8.86 |
6.6% |
0.36 |
0.3% |
87% |
False |
False |
54,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.09 |
2.618 |
138.31 |
1.618 |
137.22 |
1.000 |
136.55 |
0.618 |
136.13 |
HIGH |
135.46 |
0.618 |
135.04 |
0.500 |
134.92 |
0.382 |
134.79 |
LOW |
134.37 |
0.618 |
133.70 |
1.000 |
133.28 |
1.618 |
132.61 |
2.618 |
131.52 |
4.250 |
129.74 |
|
|
Fisher Pivots for day following 08-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
134.92 |
135.09 |
PP |
134.84 |
134.95 |
S1 |
134.76 |
134.82 |
|