Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 22-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
138.05 |
137.78 |
-0.27 |
-0.2% |
137.20 |
High |
138.21 |
138.11 |
-0.10 |
-0.1% |
138.21 |
Low |
137.63 |
137.58 |
-0.05 |
0.0% |
136.59 |
Close |
137.95 |
137.90 |
-0.05 |
0.0% |
137.90 |
Range |
0.58 |
0.53 |
-0.05 |
-8.6% |
1.62 |
ATR |
0.96 |
0.93 |
-0.03 |
-3.2% |
0.00 |
Volume |
674,615 |
389,203 |
-285,412 |
-42.3% |
2,951,056 |
|
Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.45 |
139.21 |
138.19 |
|
R3 |
138.92 |
138.68 |
138.05 |
|
R2 |
138.39 |
138.39 |
138.00 |
|
R1 |
138.15 |
138.15 |
137.95 |
138.27 |
PP |
137.86 |
137.86 |
137.86 |
137.93 |
S1 |
137.62 |
137.62 |
137.85 |
137.74 |
S2 |
137.33 |
137.33 |
137.80 |
|
S3 |
136.80 |
137.09 |
137.75 |
|
S4 |
136.27 |
136.56 |
137.61 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.43 |
141.78 |
138.79 |
|
R3 |
140.81 |
140.16 |
138.35 |
|
R2 |
139.19 |
139.19 |
138.20 |
|
R1 |
138.54 |
138.54 |
138.05 |
138.87 |
PP |
137.57 |
137.57 |
137.57 |
137.73 |
S1 |
136.92 |
136.92 |
137.75 |
137.25 |
S2 |
135.95 |
135.95 |
137.60 |
|
S3 |
134.33 |
135.30 |
137.45 |
|
S4 |
132.71 |
133.68 |
137.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.21 |
136.59 |
1.62 |
1.2% |
0.70 |
0.5% |
81% |
False |
False |
590,211 |
10 |
138.21 |
134.53 |
3.68 |
2.7% |
0.92 |
0.7% |
92% |
False |
False |
743,071 |
20 |
138.21 |
130.51 |
7.70 |
5.6% |
0.98 |
0.7% |
96% |
False |
False |
696,909 |
40 |
138.21 |
128.60 |
9.61 |
7.0% |
0.84 |
0.6% |
97% |
False |
False |
350,421 |
60 |
138.21 |
126.95 |
11.26 |
8.2% |
0.75 |
0.5% |
97% |
False |
False |
233,662 |
80 |
138.21 |
126.95 |
11.26 |
8.2% |
0.64 |
0.5% |
97% |
False |
False |
175,251 |
100 |
138.21 |
126.95 |
11.26 |
8.2% |
0.53 |
0.4% |
97% |
False |
False |
140,201 |
120 |
138.21 |
126.95 |
11.26 |
8.2% |
0.44 |
0.3% |
97% |
False |
False |
116,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.36 |
2.618 |
139.50 |
1.618 |
138.97 |
1.000 |
138.64 |
0.618 |
138.44 |
HIGH |
138.11 |
0.618 |
137.91 |
0.500 |
137.85 |
0.382 |
137.78 |
LOW |
137.58 |
0.618 |
137.25 |
1.000 |
137.05 |
1.618 |
136.72 |
2.618 |
136.19 |
4.250 |
135.33 |
|
|
Fisher Pivots for day following 22-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
137.88 |
137.86 |
PP |
137.86 |
137.81 |
S1 |
137.85 |
137.77 |
|