Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	130.54	130.35	-0.19	-0.1%	130.98
High	130.63	131.43	0.80	0.6%	131.71
Low	130.11	130.16	0.05	0.0%	130.11
Close	130.32	131.32	1.00	0.8%	130.32
Range	0.52	1.27	0.75	144.2%	1.60
ATR	0.93	0.96	0.02	2.6%	0.00
Volume	618,964	739,462	120,498	19.5%	3,212,653

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.78	134.32	132.02
R3	133.51	133.05	131.67
R2	132.24	132.24	131.55
R1	131.78	131.78	131.44	132.01
PP	130.97	130.97	130.97	131.09
S1	130.51	130.51	131.20	130.74
S2	129.70	129.70	131.09
S3	128.43	129.24	130.97
S4	127.16	127.97	130.62

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	131.71	130.11	1.60	1.2%	0.75	0.6%	76%	False	False	790,423
10	131.74	129.35	2.39	1.8%	0.82	0.6%	82%	False	False	895,996
20	131.74	128.42	3.32	2.5%	0.91	0.7%	87%	False	False	968,521
40	131.74	126.62	5.12	3.9%	0.95	0.7%	92%	False	False	947,873
60	132.78	126.62	6.16	4.7%	0.91	0.7%	76%	False	False	889,092
80	132.91	126.62	6.29	4.8%	0.90	0.7%	75%	False	False	674,040
100	134.29	126.62	7.67	5.8%	0.85	0.6%	61%	False	False	539,275
120	134.29	126.62	7.67	5.8%	0.79	0.6%	61%	False	False	449,398

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	136.83
2.618	134.75
1.618	133.48
1.000	132.70
0.618	132.21
HIGH	131.43
0.618	130.94
0.500	130.80
0.382	130.65
LOW	130.16
0.618	129.38
1.000	128.89
1.618	128.11
2.618	126.84
4.250	124.76

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	131.15	131.18
PP	130.97	131.05
S1	130.80	130.91

Download as Excel Spreadsheet

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

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