Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	131.09	130.98	-0.11	-0.1%	129.61
High	131.74	131.00	-0.74	-0.6%	131.74
Low	130.90	130.47	-0.43	-0.3%	129.35
Close	131.04	130.68	-0.36	-0.3%	131.04
Range	0.84	0.53	-0.31	-36.9%	2.39
ATR	0.97	0.94	-0.03	-3.0%	0.00
Volume	902,867	737,286	-165,581	-18.3%	5,007,852

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.31	132.02	130.97
R3	131.78	131.49	130.83
R2	131.25	131.25	130.78
R1	130.96	130.96	130.73	130.84
PP	130.72	130.72	130.72	130.66
S1	130.43	130.43	130.63	130.31
S2	130.19	130.19	130.58
S3	129.66	129.90	130.53
S4	129.13	129.37	130.39

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.88	136.85	132.35
R3	135.49	134.46	131.70
R2	133.10	133.10	131.48
R1	132.07	132.07	131.26	132.59
PP	130.71	130.71	130.71	130.97
S1	129.68	129.68	130.82	130.20
S2	128.32	128.32	130.60
S3	125.93	127.29	130.38
S4	123.54	124.90	129.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.74	129.60	2.14	1.6%	0.87	0.7%	50%	False	False	993,103
10	131.74	129.35	2.39	1.8%	0.87	0.7%	56%	False	False	970,852
20	131.74	127.56	4.18	3.2%	0.95	0.7%	75%	False	False	985,923
40	131.74	126.62	5.12	3.9%	0.99	0.8%	79%	False	False	978,718
60	132.78	126.62	6.16	4.7%	0.92	0.7%	66%	False	False	844,191
80	132.91	126.62	6.29	4.8%	0.89	0.7%	65%	False	False	633,867
100	134.29	126.62	7.67	5.9%	0.84	0.6%	53%	False	False	507,128
120	135.03	126.62	8.41	6.4%	0.79	0.6%	48%	False	False	422,608

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	133.25
2.618	132.39
1.618	131.86
1.000	131.53
0.618	131.33
HIGH	131.00
0.618	130.80
0.500	130.74
0.382	130.67
LOW	130.47
0.618	130.14
1.000	129.94
1.618	129.61
2.618	129.08
4.250	128.22

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	130.74	131.11
PP	130.72	130.96
S1	130.70	130.82

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

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