Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 15-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
136.39 |
136.13 |
-0.26 |
-0.2% |
134.71 |
High |
137.28 |
137.48 |
0.20 |
0.1% |
137.48 |
Low |
135.84 |
135.81 |
-0.03 |
0.0% |
134.53 |
Close |
136.22 |
137.33 |
1.11 |
0.8% |
137.33 |
Range |
1.44 |
1.67 |
0.23 |
16.0% |
2.95 |
ATR |
0.98 |
1.03 |
0.05 |
5.0% |
0.00 |
Volume |
1,326,379 |
952,565 |
-373,814 |
-28.2% |
4,479,654 |
|
Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.88 |
141.28 |
138.25 |
|
R3 |
140.21 |
139.61 |
137.79 |
|
R2 |
138.54 |
138.54 |
137.64 |
|
R1 |
137.94 |
137.94 |
137.48 |
138.24 |
PP |
136.87 |
136.87 |
136.87 |
137.03 |
S1 |
136.27 |
136.27 |
137.18 |
136.57 |
S2 |
135.20 |
135.20 |
137.02 |
|
S3 |
133.53 |
134.60 |
136.87 |
|
S4 |
131.86 |
132.93 |
136.41 |
|
|
Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.30 |
144.26 |
138.95 |
|
R3 |
142.35 |
141.31 |
138.14 |
|
R2 |
139.40 |
139.40 |
137.87 |
|
R1 |
138.36 |
138.36 |
137.60 |
138.88 |
PP |
136.45 |
136.45 |
136.45 |
136.71 |
S1 |
135.41 |
135.41 |
137.06 |
135.93 |
S2 |
133.50 |
133.50 |
136.79 |
|
S3 |
130.55 |
132.46 |
136.52 |
|
S4 |
127.60 |
129.51 |
135.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.48 |
134.53 |
2.95 |
2.1% |
1.14 |
0.8% |
95% |
True |
False |
895,930 |
10 |
137.48 |
133.42 |
4.06 |
3.0% |
1.07 |
0.8% |
96% |
True |
False |
963,376 |
20 |
137.48 |
130.47 |
7.01 |
5.1% |
0.96 |
0.7% |
98% |
True |
False |
552,303 |
40 |
137.48 |
127.44 |
10.04 |
7.3% |
0.83 |
0.6% |
99% |
True |
False |
276,656 |
60 |
137.48 |
126.95 |
10.53 |
7.7% |
0.74 |
0.5% |
99% |
True |
False |
184,483 |
80 |
137.48 |
126.95 |
10.53 |
7.7% |
0.61 |
0.4% |
99% |
True |
False |
138,363 |
100 |
137.48 |
126.95 |
10.53 |
7.7% |
0.49 |
0.4% |
99% |
True |
False |
110,690 |
120 |
137.48 |
126.95 |
10.53 |
7.7% |
0.41 |
0.3% |
99% |
True |
False |
92,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.58 |
2.618 |
141.85 |
1.618 |
140.18 |
1.000 |
139.15 |
0.618 |
138.51 |
HIGH |
137.48 |
0.618 |
136.84 |
0.500 |
136.65 |
0.382 |
136.45 |
LOW |
135.81 |
0.618 |
134.78 |
1.000 |
134.14 |
1.618 |
133.11 |
2.618 |
131.44 |
4.250 |
128.71 |
|
|
Fisher Pivots for day following 15-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
137.10 |
136.98 |
PP |
136.87 |
136.63 |
S1 |
136.65 |
136.28 |
|