Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
130.98 |
130.89 |
-0.09 |
-0.1% |
129.61 |
| High |
131.00 |
131.40 |
0.40 |
0.3% |
131.74 |
| Low |
130.47 |
130.79 |
0.32 |
0.2% |
129.35 |
| Close |
130.68 |
131.26 |
0.58 |
0.4% |
131.04 |
| Range |
0.53 |
0.61 |
0.08 |
15.1% |
2.39 |
| ATR |
0.94 |
0.93 |
-0.02 |
-1.7% |
0.00 |
| Volume |
737,286 |
882,153 |
144,867 |
19.6% |
5,007,852 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.98 |
132.73 |
131.60 |
|
| R3 |
132.37 |
132.12 |
131.43 |
|
| R2 |
131.76 |
131.76 |
131.37 |
|
| R1 |
131.51 |
131.51 |
131.32 |
131.64 |
| PP |
131.15 |
131.15 |
131.15 |
131.21 |
| S1 |
130.90 |
130.90 |
131.20 |
131.03 |
| S2 |
130.54 |
130.54 |
131.15 |
|
| S3 |
129.93 |
130.29 |
131.09 |
|
| S4 |
129.32 |
129.68 |
130.92 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.88 |
136.85 |
132.35 |
|
| R3 |
135.49 |
134.46 |
131.70 |
|
| R2 |
133.10 |
133.10 |
131.48 |
|
| R1 |
132.07 |
132.07 |
131.26 |
132.59 |
| PP |
130.71 |
130.71 |
130.71 |
130.97 |
| S1 |
129.68 |
129.68 |
130.82 |
130.20 |
| S2 |
128.32 |
128.32 |
130.60 |
|
| S3 |
125.93 |
127.29 |
130.38 |
|
| S4 |
123.54 |
124.90 |
129.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131.74 |
130.36 |
1.38 |
1.1% |
0.71 |
0.5% |
65% |
False |
False |
940,463 |
| 10 |
131.74 |
129.35 |
2.39 |
1.8% |
0.81 |
0.6% |
80% |
False |
False |
961,018 |
| 20 |
131.74 |
127.56 |
4.18 |
3.2% |
0.94 |
0.7% |
89% |
False |
False |
981,865 |
| 40 |
131.74 |
126.62 |
5.12 |
3.9% |
0.99 |
0.8% |
91% |
False |
False |
979,632 |
| 60 |
132.78 |
126.62 |
6.16 |
4.7% |
0.92 |
0.7% |
75% |
False |
False |
858,715 |
| 80 |
132.91 |
126.62 |
6.29 |
4.8% |
0.89 |
0.7% |
74% |
False |
False |
644,891 |
| 100 |
134.29 |
126.62 |
7.67 |
5.8% |
0.85 |
0.6% |
60% |
False |
False |
515,950 |
| 120 |
135.03 |
126.62 |
8.41 |
6.4% |
0.78 |
0.6% |
55% |
False |
False |
429,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.99 |
|
2.618 |
133.00 |
|
1.618 |
132.39 |
|
1.000 |
132.01 |
|
0.618 |
131.78 |
|
HIGH |
131.40 |
|
0.618 |
131.17 |
|
0.500 |
131.10 |
|
0.382 |
131.02 |
|
LOW |
130.79 |
|
0.618 |
130.41 |
|
1.000 |
130.18 |
|
1.618 |
129.80 |
|
2.618 |
129.19 |
|
4.250 |
128.20 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131.21 |
131.21 |
| PP |
131.15 |
131.16 |
| S1 |
131.10 |
131.11 |
|