Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 11-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
135.38 |
134.71 |
-0.67 |
-0.5% |
133.72 |
High |
135.46 |
134.89 |
-0.57 |
-0.4% |
135.81 |
Low |
134.37 |
134.53 |
0.16 |
0.1% |
133.42 |
Close |
134.68 |
134.63 |
-0.05 |
0.0% |
134.68 |
Range |
1.09 |
0.36 |
-0.73 |
-67.0% |
2.39 |
ATR |
0.93 |
0.89 |
-0.04 |
-4.4% |
0.00 |
Volume |
894,129 |
583,958 |
-310,171 |
-34.7% |
5,154,111 |
|
Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.76 |
135.56 |
134.83 |
|
R3 |
135.40 |
135.20 |
134.73 |
|
R2 |
135.04 |
135.04 |
134.70 |
|
R1 |
134.84 |
134.84 |
134.66 |
134.76 |
PP |
134.68 |
134.68 |
134.68 |
134.65 |
S1 |
134.48 |
134.48 |
134.60 |
134.40 |
S2 |
134.32 |
134.32 |
134.56 |
|
S3 |
133.96 |
134.12 |
134.53 |
|
S4 |
133.60 |
133.76 |
134.43 |
|
|
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 |
133.91 |
1.90 |
1.4% |
0.90 |
0.7% |
38% |
False |
False |
916,429 |
10 |
135.81 |
131.45 |
4.36 |
3.2% |
0.95 |
0.7% |
73% |
False |
False |
707,065 |
20 |
135.81 |
129.72 |
6.09 |
4.5% |
0.85 |
0.6% |
81% |
False |
False |
358,080 |
40 |
135.81 |
127.44 |
8.37 |
6.2% |
0.74 |
0.5% |
86% |
False |
False |
179,280 |
60 |
135.81 |
126.95 |
8.86 |
6.6% |
0.66 |
0.5% |
87% |
False |
False |
119,554 |
80 |
135.81 |
126.95 |
8.86 |
6.6% |
0.55 |
0.4% |
87% |
False |
False |
89,667 |
100 |
135.81 |
126.95 |
8.86 |
6.6% |
0.44 |
0.3% |
87% |
False |
False |
71,733 |
120 |
135.81 |
126.95 |
8.86 |
6.6% |
0.37 |
0.3% |
87% |
False |
False |
59,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.42 |
2.618 |
135.83 |
1.618 |
135.47 |
1.000 |
135.25 |
0.618 |
135.11 |
HIGH |
134.89 |
0.618 |
134.75 |
0.500 |
134.71 |
0.382 |
134.67 |
LOW |
134.53 |
0.618 |
134.31 |
1.000 |
134.17 |
1.618 |
133.95 |
2.618 |
133.59 |
4.250 |
133.00 |
|
|
Fisher Pivots for day following 11-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
134.71 |
135.09 |
PP |
134.68 |
134.94 |
S1 |
134.66 |
134.78 |
|