Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 07-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
134.55 |
134.90 |
0.35 |
0.3% |
130.35 |
High |
135.08 |
135.21 |
0.13 |
0.1% |
133.53 |
Low |
134.11 |
134.42 |
0.31 |
0.2% |
130.16 |
Close |
134.91 |
135.12 |
0.21 |
0.2% |
133.22 |
Range |
0.97 |
0.79 |
-0.18 |
-18.6% |
3.37 |
ATR |
0.97 |
0.96 |
-0.01 |
-1.4% |
0.00 |
Volume |
158,523 |
9,026 |
-149,497 |
-94.3% |
6,113,866 |
|
Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.29 |
136.99 |
135.55 |
|
R3 |
136.50 |
136.20 |
135.34 |
|
R2 |
135.71 |
135.71 |
135.26 |
|
R1 |
135.41 |
135.41 |
135.19 |
135.56 |
PP |
134.92 |
134.92 |
134.92 |
134.99 |
S1 |
134.62 |
134.62 |
135.05 |
134.77 |
S2 |
134.13 |
134.13 |
134.98 |
|
S3 |
133.34 |
133.83 |
134.90 |
|
S4 |
132.55 |
133.04 |
134.69 |
|
|
Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.41 |
141.19 |
135.07 |
|
R3 |
139.04 |
137.82 |
134.15 |
|
R2 |
135.67 |
135.67 |
133.84 |
|
R1 |
134.45 |
134.45 |
133.53 |
135.06 |
PP |
132.30 |
132.30 |
132.30 |
132.61 |
S1 |
131.08 |
131.08 |
132.91 |
131.69 |
S2 |
128.93 |
128.93 |
132.60 |
|
S3 |
125.56 |
127.71 |
132.29 |
|
S4 |
122.19 |
124.34 |
131.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.21 |
132.23 |
2.98 |
2.2% |
0.99 |
0.7% |
97% |
True |
False |
964,936 |
10 |
135.21 |
130.11 |
5.10 |
3.8% |
0.95 |
0.7% |
98% |
True |
False |
984,888 |
20 |
135.21 |
129.35 |
5.86 |
4.3% |
0.89 |
0.7% |
98% |
True |
False |
965,141 |
40 |
135.21 |
127.18 |
8.03 |
5.9% |
0.94 |
0.7% |
99% |
True |
False |
968,125 |
60 |
135.21 |
126.62 |
8.59 |
6.4% |
0.95 |
0.7% |
99% |
True |
False |
947,123 |
80 |
135.21 |
126.62 |
8.59 |
6.4% |
0.91 |
0.7% |
99% |
True |
False |
779,996 |
100 |
135.21 |
126.62 |
8.59 |
6.4% |
0.88 |
0.7% |
99% |
True |
False |
624,179 |
120 |
135.21 |
126.62 |
8.59 |
6.4% |
0.82 |
0.6% |
99% |
True |
False |
520,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.57 |
2.618 |
137.28 |
1.618 |
136.49 |
1.000 |
136.00 |
0.618 |
135.70 |
HIGH |
135.21 |
0.618 |
134.91 |
0.500 |
134.82 |
0.382 |
134.72 |
LOW |
134.42 |
0.618 |
133.93 |
1.000 |
133.63 |
1.618 |
133.14 |
2.618 |
132.35 |
4.250 |
131.06 |
|
|
Fisher Pivots for day following 07-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
135.02 |
134.87 |
PP |
134.92 |
134.61 |
S1 |
134.82 |
134.36 |
|