Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 13-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
134.80 |
135.08 |
0.28 |
0.2% |
133.72 |
High |
135.60 |
136.52 |
0.92 |
0.7% |
135.81 |
Low |
134.80 |
135.07 |
0.27 |
0.2% |
133.42 |
Close |
135.08 |
135.67 |
0.59 |
0.4% |
134.68 |
Range |
0.80 |
1.45 |
0.65 |
81.3% |
2.39 |
ATR |
0.89 |
0.93 |
0.04 |
4.5% |
0.00 |
Volume |
800,859 |
815,893 |
15,034 |
1.9% |
5,154,111 |
|
Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.10 |
139.34 |
136.47 |
|
R3 |
138.65 |
137.89 |
136.07 |
|
R2 |
137.20 |
137.20 |
135.94 |
|
R1 |
136.44 |
136.44 |
135.80 |
136.82 |
PP |
135.75 |
135.75 |
135.75 |
135.95 |
S1 |
134.99 |
134.99 |
135.54 |
135.37 |
S2 |
134.30 |
134.30 |
135.40 |
|
S3 |
132.85 |
133.54 |
135.27 |
|
S4 |
131.40 |
132.09 |
134.87 |
|
|
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 |
136.52 |
134.37 |
2.15 |
1.6% |
0.93 |
0.7% |
60% |
True |
False |
816,515 |
10 |
136.52 |
132.29 |
4.23 |
3.1% |
1.00 |
0.7% |
80% |
True |
False |
851,695 |
20 |
136.52 |
130.47 |
6.05 |
4.5% |
0.87 |
0.6% |
86% |
True |
False |
438,618 |
40 |
136.52 |
127.44 |
9.08 |
6.7% |
0.78 |
0.6% |
91% |
True |
False |
219,696 |
60 |
136.52 |
126.95 |
9.57 |
7.1% |
0.69 |
0.5% |
91% |
True |
False |
146,500 |
80 |
136.52 |
126.95 |
9.57 |
7.1% |
0.58 |
0.4% |
91% |
True |
False |
109,876 |
100 |
136.52 |
126.95 |
9.57 |
7.1% |
0.46 |
0.3% |
91% |
True |
False |
87,901 |
120 |
136.52 |
126.95 |
9.57 |
7.1% |
0.38 |
0.3% |
91% |
True |
False |
73,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.68 |
2.618 |
140.32 |
1.618 |
138.87 |
1.000 |
137.97 |
0.618 |
137.42 |
HIGH |
136.52 |
0.618 |
135.97 |
0.500 |
135.80 |
0.382 |
135.62 |
LOW |
135.07 |
0.618 |
134.17 |
1.000 |
133.62 |
1.618 |
132.72 |
2.618 |
131.27 |
4.250 |
128.91 |
|
|
Fisher Pivots for day following 13-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
135.80 |
135.62 |
PP |
135.75 |
135.57 |
S1 |
135.71 |
135.53 |
|