Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	131.21	130.54	-0.67	-0.5%	130.98
High	131.71	130.63	-1.08	-0.8%	131.71
Low	130.88	130.11	-0.77	-0.6%	130.11
Close	131.22	130.32	-0.90	-0.7%	130.32
Range	0.83	0.52	-0.31	-37.3%	1.60
ATR	0.92	0.93	0.01	1.5%	0.00
Volume	974,250	618,964	-355,286	-36.5%	3,212,653

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	131.91	131.64	130.61
R3	131.39	131.12	130.46
R2	130.87	130.87	130.42
R1	130.60	130.60	130.37	130.48
PP	130.35	130.35	130.35	130.29
S1	130.08	130.08	130.27	129.96
S2	129.83	129.83	130.22
S3	129.31	129.56	130.18
S4	128.79	129.04	130.03

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.51	134.52	131.20
R3	133.91	132.92	130.76
R2	132.31	132.31	130.61
R1	131.32	131.32	130.47	131.02
PP	130.71	130.71	130.71	130.56
S1	129.72	129.72	130.17	129.42
S2	129.11	129.11	130.03
S3	127.51	128.12	129.88
S4	125.91	126.52	129.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.74	130.11	1.63	1.3%	0.67	0.5%	13%	False	True	823,104
10	131.74	129.35	2.39	1.8%	0.76	0.6%	41%	False	False	912,198
20	131.74	128.31	3.43	2.6%	0.88	0.7%	59%	False	False	971,837
40	131.74	126.62	5.12	3.9%	0.95	0.7%	72%	False	False	958,867
60	132.78	126.62	6.16	4.7%	0.91	0.7%	60%	False	False	882,360
80	132.91	126.62	6.29	4.8%	0.89	0.7%	59%	False	False	664,802
100	134.29	126.62	7.67	5.9%	0.85	0.7%	48%	False	False	531,881
120	134.29	126.62	7.67	5.9%	0.78	0.6%	48%	False	False	443,236

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	0.17
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	132.84
2.618	131.99
1.618	131.47
1.000	131.15
0.618	130.95
HIGH	130.63
0.618	130.43
0.500	130.37
0.382	130.31
LOW	130.11
0.618	129.79
1.000	129.59
1.618	129.27
2.618	128.75
4.250	127.90

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	130.37	130.91
PP	130.35	130.71
S1	130.34	130.52

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

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