Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 01-Dec-2023

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	132.75	132.47	-0.28	-0.2%	130.35
High	132.96	133.53	0.57	0.4%	133.53
Low	131.94	132.23	0.29	0.2%	130.16
Close	132.29	133.22	0.93	0.7%	133.22
Range	1.02	1.30	0.28	27.5%	3.37
ATR	0.95	0.98	0.02	2.6%	0.00
Volume	1,464,582	1,708,630	244,048	16.7%	6,113,866

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.89	136.36	133.94
R3	135.59	135.06	133.58
R2	134.29	134.29	133.46
R1	133.76	133.76	133.34	134.03
PP	132.99	132.99	132.99	133.13
S1	132.46	132.46	133.10	132.73
S2	131.69	131.69	132.98
S3	130.39	131.16	132.86
S4	129.09	129.86	132.51

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	142.41	141.19	135.07
R3	139.04	137.82	134.15
R2	135.67	135.67	133.84
R1	134.45	134.45	133.53	135.06
PP	132.30	132.30	132.30	132.61
S1	131.08	131.08	132.91	131.69
S2	128.93	128.93	132.60
S3	125.56	127.71	132.29
S4	122.19	124.34	131.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.53	130.16	3.37	2.5%	1.06	0.8%	91%	True	False	1,222,773
10	133.53	130.11	3.42	2.6%	0.86	0.6%	91%	True	False	1,022,938
20	133.53	129.35	4.18	3.1%	0.90	0.7%	93%	True	False	1,011,145
40	133.53	127.18	6.35	4.8%	0.95	0.7%	95%	True	False	990,546
60	133.53	126.62	6.91	5.2%	0.92	0.7%	96%	True	False	931,457
80	133.53	126.62	6.91	5.2%	0.90	0.7%	96%	True	False	741,126
100	134.29	126.62	7.67	5.8%	0.86	0.6%	86%	False	False	593,019
120	134.29	126.62	7.67	5.8%	0.81	0.6%	86%	False	False	494,185

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 12 trading days

Fibonacci Retracements and Extensions
4.250	139.06
2.618	136.93
1.618	135.63
1.000	134.83
0.618	134.33
HIGH	133.53
0.618	133.03
0.500	132.88
0.382	132.73
LOW	132.23
0.618	131.43
1.000	130.93
1.618	130.13
2.618	128.83
4.250	126.71

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	133.11	133.06
PP	132.99	132.90
S1	132.88	132.74

Download as Excel Spreadsheet

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

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