Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 14-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
135.08 |
136.39 |
1.31 |
1.0% |
133.72 |
High |
136.52 |
137.28 |
0.76 |
0.6% |
135.81 |
Low |
135.07 |
135.84 |
0.77 |
0.6% |
133.42 |
Close |
135.67 |
136.22 |
0.55 |
0.4% |
134.68 |
Range |
1.45 |
1.44 |
-0.01 |
-0.7% |
2.39 |
ATR |
0.93 |
0.98 |
0.05 |
5.2% |
0.00 |
Volume |
815,893 |
1,326,379 |
510,486 |
62.6% |
5,154,111 |
|
Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.77 |
139.93 |
137.01 |
|
R3 |
139.33 |
138.49 |
136.62 |
|
R2 |
137.89 |
137.89 |
136.48 |
|
R1 |
137.05 |
137.05 |
136.35 |
136.75 |
PP |
136.45 |
136.45 |
136.45 |
136.30 |
S1 |
135.61 |
135.61 |
136.09 |
135.31 |
S2 |
135.01 |
135.01 |
135.96 |
|
S3 |
133.57 |
134.17 |
135.82 |
|
S4 |
132.13 |
132.73 |
135.43 |
|
|
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 |
137.28 |
134.37 |
2.91 |
2.1% |
1.03 |
0.8% |
64% |
True |
False |
884,243 |
10 |
137.28 |
132.59 |
4.69 |
3.4% |
1.04 |
0.8% |
77% |
True |
False |
951,150 |
20 |
137.28 |
130.47 |
6.81 |
5.0% |
0.90 |
0.7% |
84% |
True |
False |
504,816 |
40 |
137.28 |
127.44 |
9.84 |
7.2% |
0.80 |
0.6% |
89% |
True |
False |
252,845 |
60 |
137.28 |
126.95 |
10.33 |
7.6% |
0.71 |
0.5% |
90% |
True |
False |
168,607 |
80 |
137.28 |
126.95 |
10.33 |
7.6% |
0.60 |
0.4% |
90% |
True |
False |
126,456 |
100 |
137.28 |
126.95 |
10.33 |
7.6% |
0.48 |
0.3% |
90% |
True |
False |
101,165 |
120 |
137.28 |
126.95 |
10.33 |
7.6% |
0.40 |
0.3% |
90% |
True |
False |
84,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.40 |
2.618 |
141.05 |
1.618 |
139.61 |
1.000 |
138.72 |
0.618 |
138.17 |
HIGH |
137.28 |
0.618 |
136.73 |
0.500 |
136.56 |
0.382 |
136.39 |
LOW |
135.84 |
0.618 |
134.95 |
1.000 |
134.40 |
1.618 |
133.51 |
2.618 |
132.07 |
4.250 |
129.72 |
|
|
Fisher Pivots for day following 14-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
136.56 |
136.16 |
PP |
136.45 |
136.10 |
S1 |
136.33 |
136.04 |
|