Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 05-Dec-2023

Day Change Summary
	Previous	Current
	04-Dec-2023	05-Dec-2023	Change	Change %	Previous Week
Open	133.32	133.53	0.21	0.2%	130.35
High	133.81	134.59	0.78	0.6%	133.53
Low	133.03	133.50	0.47	0.4%	130.16
Close	133.45	134.53	1.08	0.8%	133.22
Range	0.78	1.09	0.31	39.7%	3.37
ATR	0.96	0.97	0.01	1.3%	0.00
Volume	1,706,889	1,241,612	-465,277	-27.3%	6,113,866

Daily Pivots for day following 05-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.48	137.09	135.13
R3	136.39	136.00	134.83
R2	135.30	135.30	134.73
R1	134.91	134.91	134.63	135.11
PP	134.21	134.21	134.21	134.30
S1	133.82	133.82	134.43	134.02
S2	133.12	133.12	134.33
S3	132.03	132.73	134.23
S4	130.94	131.64	133.93

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	134.59	131.94	2.65	2.0%	1.01	0.7%	98%	True	False	1,478,473
10	134.59	130.11	4.48	3.3%	0.91	0.7%	99%	True	False	1,153,773
20	134.59	129.35	5.24	3.9%	0.89	0.7%	99%	True	False	1,062,313
40	134.59	127.18	7.41	5.5%	0.94	0.7%	99%	True	False	1,020,740
60	134.59	126.62	7.97	5.9%	0.94	0.7%	99%	True	False	965,142
80	134.59	126.62	7.97	5.9%	0.90	0.7%	99%	True	False	777,962
100	134.59	126.62	7.97	5.9%	0.87	0.6%	99%	True	False	622,504
120	134.59	126.62	7.97	5.9%	0.82	0.6%	99%	True	False	518,755

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139.22
2.618	137.44
1.618	136.35
1.000	135.68
0.618	135.26
HIGH	134.59
0.618	134.17
0.500	134.05
0.382	133.92
LOW	133.50
0.618	132.83
1.000	132.41
1.618	131.74
2.618	130.65
4.250	128.87

Fisher Pivots for day following 05-Dec-2023
Pivot	1 day	3 day
R1	134.37	134.16
PP	134.21	133.78
S1	134.05	133.41

Download as Excel Spreadsheet

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

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