Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
134.71 |
134.80 |
0.09 |
0.1% |
133.72 |
| High |
134.89 |
135.60 |
0.71 |
0.5% |
135.81 |
| Low |
134.53 |
134.80 |
0.27 |
0.2% |
133.42 |
| Close |
134.63 |
135.08 |
0.45 |
0.3% |
134.68 |
| Range |
0.36 |
0.80 |
0.44 |
122.2% |
2.39 |
| ATR |
0.89 |
0.89 |
0.01 |
0.7% |
0.00 |
| Volume |
583,958 |
800,859 |
216,901 |
37.1% |
5,154,111 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.56 |
137.12 |
135.52 |
|
| R3 |
136.76 |
136.32 |
135.30 |
|
| R2 |
135.96 |
135.96 |
135.23 |
|
| R1 |
135.52 |
135.52 |
135.15 |
135.74 |
| PP |
135.16 |
135.16 |
135.16 |
135.27 |
| S1 |
134.72 |
134.72 |
135.01 |
134.94 |
| S2 |
134.36 |
134.36 |
134.93 |
|
| S3 |
133.56 |
133.92 |
134.86 |
|
| S4 |
132.76 |
133.12 |
134.64 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.81 |
140.63 |
135.99 |
|
| R3 |
139.42 |
138.24 |
135.34 |
|
| R2 |
137.03 |
137.03 |
135.12 |
|
| R1 |
135.85 |
135.85 |
134.90 |
136.44 |
| PP |
134.64 |
134.64 |
134.64 |
134.93 |
| S1 |
133.46 |
133.46 |
134.46 |
134.05 |
| S2 |
132.25 |
132.25 |
134.24 |
|
| S3 |
129.86 |
131.07 |
134.02 |
|
| S4 |
127.47 |
128.68 |
133.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.81 |
134.37 |
1.44 |
1.1% |
0.84 |
0.6% |
49% |
False |
False |
875,522 |
| 10 |
135.81 |
132.29 |
3.52 |
2.6% |
0.94 |
0.7% |
79% |
False |
False |
782,623 |
| 20 |
135.81 |
130.00 |
5.81 |
4.3% |
0.87 |
0.6% |
87% |
False |
False |
398,041 |
| 40 |
135.81 |
127.44 |
8.37 |
6.2% |
0.75 |
0.6% |
91% |
False |
False |
199,300 |
| 60 |
135.81 |
126.95 |
8.86 |
6.6% |
0.66 |
0.5% |
92% |
False |
False |
132,902 |
| 80 |
135.81 |
126.95 |
8.86 |
6.6% |
0.56 |
0.4% |
92% |
False |
False |
99,677 |
| 100 |
135.81 |
126.95 |
8.86 |
6.6% |
0.45 |
0.3% |
92% |
False |
False |
79,742 |
| 120 |
135.81 |
126.95 |
8.86 |
6.6% |
0.37 |
0.3% |
92% |
False |
False |
66,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.00 |
|
2.618 |
137.69 |
|
1.618 |
136.89 |
|
1.000 |
136.40 |
|
0.618 |
136.09 |
|
HIGH |
135.60 |
|
0.618 |
135.29 |
|
0.500 |
135.20 |
|
0.382 |
135.11 |
|
LOW |
134.80 |
|
0.618 |
134.31 |
|
1.000 |
134.00 |
|
1.618 |
133.51 |
|
2.618 |
132.71 |
|
4.250 |
131.40 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
135.20 |
135.05 |
| PP |
135.16 |
135.02 |
| S1 |
135.12 |
134.99 |
|