Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 29-Nov-2023

Day Change Summary
	Previous	Current
	28-Nov-2023	29-Nov-2023	Change	Change %	Previous Week
Open	131.27	132.00	0.73	0.6%	130.98
High	131.97	132.79	0.82	0.6%	131.71
Low	131.10	131.95	0.85	0.6%	130.11
Close	131.93	132.71	0.78	0.6%	130.32
Range	0.87	0.84	-0.03	-3.4%	1.60
ATR	0.95	0.95	-0.01	-0.7%	0.00
Volume	930,540	1,270,652	340,112	36.5%	3,212,653

Daily Pivots for day following 29-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.00	134.70	133.17
R3	134.16	133.86	132.94
R2	133.32	133.32	132.86
R1	133.02	133.02	132.79	133.17
PP	132.48	132.48	132.48	132.56
S1	132.18	132.18	132.63	132.33
S2	131.64	131.64	132.56
S3	130.80	131.34	132.48
S4	129.96	130.50	132.25

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	132.79	130.11	2.68	2.0%	0.87	0.7%	97%	True	False	906,773
10	132.79	130.11	2.68	2.0%	0.79	0.6%	97%	True	False	923,618
20	132.79	128.42	4.37	3.3%	0.90	0.7%	98%	True	False	973,862
40	132.79	126.62	6.17	4.6%	0.95	0.7%	99%	True	False	962,528
60	132.79	126.62	6.17	4.6%	0.91	0.7%	99%	True	False	904,850
80	132.91	126.62	6.29	4.7%	0.90	0.7%	97%	False	False	701,524
100	134.29	126.62	7.67	5.8%	0.85	0.6%	79%	False	False	561,287
120	134.29	126.62	7.67	5.8%	0.80	0.6%	79%	False	False	467,741

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	0.15
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	136.36
2.618	134.99
1.618	134.15
1.000	133.63
0.618	133.31
HIGH	132.79
0.618	132.47
0.500	132.37
0.382	132.27
LOW	131.95
0.618	131.43
1.000	131.11
1.618	130.59
2.618	129.75
4.250	128.38

Fisher Pivots for day following 29-Nov-2023
Pivot	1 day	3 day
R1	132.60	132.30
PP	132.48	131.89
S1	132.37	131.48

Download as Excel Spreadsheet

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

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