Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 18-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
136.13 |
137.20 |
1.07 |
0.8% |
134.71 |
High |
137.48 |
137.49 |
0.01 |
0.0% |
137.48 |
Low |
135.81 |
136.59 |
0.78 |
0.6% |
134.53 |
Close |
137.33 |
136.74 |
-0.59 |
-0.4% |
137.33 |
Range |
1.67 |
0.90 |
-0.77 |
-46.1% |
2.95 |
ATR |
1.03 |
1.02 |
-0.01 |
-0.9% |
0.00 |
Volume |
952,565 |
591,204 |
-361,361 |
-37.9% |
4,479,654 |
|
Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.64 |
139.09 |
137.24 |
|
R3 |
138.74 |
138.19 |
136.99 |
|
R2 |
137.84 |
137.84 |
136.91 |
|
R1 |
137.29 |
137.29 |
136.82 |
137.12 |
PP |
136.94 |
136.94 |
136.94 |
136.85 |
S1 |
136.39 |
136.39 |
136.66 |
136.22 |
S2 |
136.04 |
136.04 |
136.58 |
|
S3 |
135.14 |
135.49 |
136.49 |
|
S4 |
134.24 |
134.59 |
136.25 |
|
|
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 |
137.49 |
134.80 |
2.69 |
2.0% |
1.25 |
0.9% |
72% |
True |
False |
897,380 |
10 |
137.49 |
133.91 |
3.58 |
2.6% |
1.08 |
0.8% |
79% |
True |
False |
906,904 |
20 |
137.49 |
130.47 |
7.02 |
5.1% |
0.96 |
0.7% |
89% |
True |
False |
581,643 |
40 |
137.49 |
127.44 |
10.05 |
7.3% |
0.84 |
0.6% |
93% |
True |
False |
291,432 |
60 |
137.49 |
126.95 |
10.54 |
7.7% |
0.75 |
0.5% |
93% |
True |
False |
194,336 |
80 |
137.49 |
126.95 |
10.54 |
7.7% |
0.62 |
0.5% |
93% |
True |
False |
145,753 |
100 |
137.49 |
126.95 |
10.54 |
7.7% |
0.50 |
0.4% |
93% |
True |
False |
116,602 |
120 |
137.49 |
126.95 |
10.54 |
7.7% |
0.42 |
0.3% |
93% |
True |
False |
97,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.32 |
2.618 |
139.85 |
1.618 |
138.95 |
1.000 |
138.39 |
0.618 |
138.05 |
HIGH |
137.49 |
0.618 |
137.15 |
0.500 |
137.04 |
0.382 |
136.93 |
LOW |
136.59 |
0.618 |
136.03 |
1.000 |
135.69 |
1.618 |
135.13 |
2.618 |
134.23 |
4.250 |
132.77 |
|
|
Fisher Pivots for day following 18-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
137.04 |
136.71 |
PP |
136.94 |
136.68 |
S1 |
136.84 |
136.65 |
|