Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 16-Nov-2023

Day Change Summary
	Previous	Current
	15-Nov-2023	16-Nov-2023	Change	Change %	Previous Week
Open	130.96	130.64	-0.32	-0.2%	130.34
High	131.22	131.28	0.06	0.0%	130.93
Low	130.36	130.56	0.20	0.2%	129.35
Close	130.64	131.20	0.56	0.4%	129.82
Range	0.86	0.72	-0.14	-16.3%	1.58
ATR	1.00	0.98	-0.02	-2.0%	0.00
Volume	1,162,181	1,017,831	-144,350	-12.4%	4,740,601

Daily Pivots for day following 16-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.17	132.91	131.60
R3	132.45	132.19	131.40
R2	131.73	131.73	131.33
R1	131.47	131.47	131.27	131.60
PP	131.01	131.01	131.01	131.08
S1	130.75	130.75	131.13	130.88
S2	130.29	130.29	131.07
S3	129.57	130.03	131.00
S4	128.85	129.31	130.80

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	131.28	129.35	1.93	1.5%	0.86	0.7%	96%	True	False	1,001,293
10	131.28	129.35	1.93	1.5%	0.94	0.7%	96%	True	False	999,352
20	131.28	127.18	4.10	3.1%	0.97	0.7%	98%	True	False	986,446
40	131.28	126.62	4.66	3.6%	0.99	0.8%	98%	True	False	977,251
60	132.78	126.62	6.16	4.7%	0.92	0.7%	74%	False	False	817,070
80	133.02	126.62	6.40	4.9%	0.90	0.7%	72%	False	False	613,369
100	134.29	126.62	7.67	5.8%	0.84	0.6%	60%	False	False	490,727
120	135.03	126.62	8.41	6.4%	0.78	0.6%	54%	False	False	408,940

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134.34
2.618	133.16
1.618	132.44
1.000	132.00
0.618	131.72
HIGH	131.28
0.618	131.00
0.500	130.92
0.382	130.84
LOW	130.56
0.618	130.12
1.000	129.84
1.618	129.40
2.618	128.68
4.250	127.50

Fisher Pivots for day following 16-Nov-2023
Pivot	1 day	3 day
R1	131.11	130.95
PP	131.01	130.69
S1	130.92	130.44

Download as Excel Spreadsheet

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

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