Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 19-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
137.20 |
136.84 |
-0.36 |
-0.3% |
134.71 |
High |
137.49 |
137.47 |
-0.02 |
0.0% |
137.48 |
Low |
136.59 |
136.77 |
0.18 |
0.1% |
134.53 |
Close |
136.74 |
137.40 |
0.66 |
0.5% |
137.33 |
Range |
0.90 |
0.70 |
-0.20 |
-22.2% |
2.95 |
ATR |
1.02 |
1.00 |
-0.02 |
-2.0% |
0.00 |
Volume |
591,204 |
642,557 |
51,353 |
8.7% |
4,479,654 |
|
Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.31 |
139.06 |
137.79 |
|
R3 |
138.61 |
138.36 |
137.59 |
|
R2 |
137.91 |
137.91 |
137.53 |
|
R1 |
137.66 |
137.66 |
137.46 |
137.79 |
PP |
137.21 |
137.21 |
137.21 |
137.28 |
S1 |
136.96 |
136.96 |
137.34 |
137.09 |
S2 |
136.51 |
136.51 |
137.27 |
|
S3 |
135.81 |
136.26 |
137.21 |
|
S4 |
135.11 |
135.56 |
137.02 |
|
|
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 |
135.07 |
2.42 |
1.8% |
1.23 |
0.9% |
96% |
False |
False |
865,719 |
10 |
137.49 |
134.37 |
3.12 |
2.3% |
1.04 |
0.8% |
97% |
False |
False |
870,621 |
20 |
137.49 |
130.47 |
7.02 |
5.1% |
0.97 |
0.7% |
99% |
False |
False |
613,646 |
40 |
137.49 |
127.95 |
9.54 |
6.9% |
0.84 |
0.6% |
99% |
False |
False |
307,494 |
60 |
137.49 |
126.95 |
10.54 |
7.7% |
0.76 |
0.6% |
99% |
False |
False |
205,045 |
80 |
137.49 |
126.95 |
10.54 |
7.7% |
0.63 |
0.5% |
99% |
False |
False |
153,785 |
100 |
137.49 |
126.95 |
10.54 |
7.7% |
0.51 |
0.4% |
99% |
False |
False |
123,028 |
120 |
137.49 |
126.95 |
10.54 |
7.7% |
0.42 |
0.3% |
99% |
False |
False |
102,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.45 |
2.618 |
139.30 |
1.618 |
138.60 |
1.000 |
138.17 |
0.618 |
137.90 |
HIGH |
137.47 |
0.618 |
137.20 |
0.500 |
137.12 |
0.382 |
137.04 |
LOW |
136.77 |
0.618 |
136.34 |
1.000 |
136.07 |
1.618 |
135.64 |
2.618 |
134.94 |
4.250 |
133.80 |
|
|
Fisher Pivots for day following 19-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
137.31 |
137.15 |
PP |
137.21 |
136.90 |
S1 |
137.12 |
136.65 |
|