Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	129.73	129.61	-0.12	-0.1%	130.34
High	130.13	129.99	-0.14	-0.1%	130.93
Low	129.45	129.35	-0.10	-0.1%	129.35
Close	129.82	129.64	-0.18	-0.1%	129.82
Range	0.68	0.64	-0.04	-5.9%	1.58
ATR	1.01	0.99	-0.03	-2.6%	0.00
Volume	901,482	779,620	-121,862	-13.5%	4,740,601

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	131.58	131.25	129.99
R3	130.94	130.61	129.82
R2	130.30	130.30	129.76
R1	129.97	129.97	129.70	130.14
PP	129.66	129.66	129.66	129.74
S1	129.33	129.33	129.58	129.50
S2	129.02	129.02	129.52
S3	128.38	128.69	129.46
S4	127.74	128.05	129.29

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.77	133.88	130.69
R3	133.19	132.30	130.25
R2	131.61	131.61	130.11
R1	130.72	130.72	129.96	130.38
PP	130.03	130.03	130.03	129.86
S1	129.14	129.14	129.68	128.80
S2	128.45	128.45	129.53
S3	126.87	127.56	129.39
S4	125.29	125.98	128.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.93	129.35	1.58	1.2%	0.87	0.7%	18%	False	True	948,602
10	130.93	128.42	2.51	1.9%	0.97	0.8%	49%	False	False	1,030,498
20	130.93	127.18	3.75	2.9%	0.95	0.7%	66%	False	False	971,052
40	130.93	126.62	4.31	3.3%	0.97	0.7%	70%	False	False	949,058
60	132.78	126.62	6.16	4.8%	0.92	0.7%	49%	False	False	761,968
80	133.45	126.62	6.83	5.3%	0.88	0.7%	44%	False	False	571,823
100	134.29	126.62	7.67	5.9%	0.82	0.6%	39%	False	False	457,473
120	135.03	126.62	8.41	6.5%	0.76	0.6%	36%	False	False	381,229

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	132.71
2.618	131.67
1.618	131.03
1.000	130.63
0.618	130.39
HIGH	129.99
0.618	129.75
0.500	129.67
0.382	129.59
LOW	129.35
0.618	128.95
1.000	128.71
1.618	128.31
2.618	127.67
4.250	126.63

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	129.67	130.14
PP	129.66	129.97
S1	129.65	129.81

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These figures are updated between 7pm and 10pm EST after a trading day.

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