Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 30-Nov-2023

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	132.00	132.75	0.75	0.6%	130.98
High	132.79	132.96	0.17	0.1%	131.71
Low	131.95	131.94	-0.01	0.0%	130.11
Close	132.71	132.29	-0.42	-0.3%	130.32
Range	0.84	1.02	0.18	21.4%	1.60
ATR	0.95	0.95	0.01	0.6%	0.00
Volume	1,270,652	1,464,582	193,930	15.3%	3,212,653

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.46	134.89	132.85
R3	134.44	133.87	132.57
R2	133.42	133.42	132.48
R1	132.85	132.85	132.38	132.63
PP	132.40	132.40	132.40	132.28
S1	131.83	131.83	132.20	131.61
S2	131.38	131.38	132.10
S3	130.36	130.81	132.01
S4	129.34	129.79	131.73

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	132.96	130.11	2.85	2.2%	0.90	0.7%	76%	True	False	1,004,840
10	132.96	130.11	2.85	2.2%	0.81	0.6%	76%	True	False	953,858
20	132.96	129.35	3.61	2.7%	0.88	0.7%	81%	True	False	995,923
40	132.96	127.18	5.78	4.4%	0.95	0.7%	88%	True	False	972,118
60	132.96	126.62	6.34	4.8%	0.91	0.7%	89%	True	False	914,322
80	132.96	126.62	6.34	4.8%	0.89	0.7%	89%	True	False	719,814
100	134.29	126.62	7.67	5.8%	0.86	0.6%	74%	False	False	575,933
120	134.29	126.62	7.67	5.8%	0.80	0.6%	74%	False	False	479,946

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	137.30
2.618	135.63
1.618	134.61
1.000	133.98
0.618	133.59
HIGH	132.96
0.618	132.57
0.500	132.45
0.382	132.33
LOW	131.94
0.618	131.31
1.000	130.92
1.618	130.29
2.618	129.27
4.250	127.61

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	132.45	132.20
PP	132.40	132.12
S1	132.34	132.03

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols