Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
129.60 |
129.54 |
-0.06 |
0.0% |
130.20 |
High |
130.19 |
129.56 |
-0.63 |
-0.5% |
130.24 |
Low |
129.24 |
128.78 |
-0.46 |
-0.4% |
129.11 |
Close |
129.56 |
129.02 |
-0.54 |
-0.4% |
129.56 |
Range |
0.95 |
0.78 |
-0.17 |
-17.9% |
1.13 |
ATR |
0.83 |
0.82 |
0.00 |
-0.4% |
0.00 |
Volume |
761,148 |
820,333 |
59,185 |
7.8% |
3,525,428 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.46 |
131.02 |
129.45 |
|
R3 |
130.68 |
130.24 |
129.23 |
|
R2 |
129.90 |
129.90 |
129.16 |
|
R1 |
129.46 |
129.46 |
129.09 |
129.29 |
PP |
129.12 |
129.12 |
129.12 |
129.04 |
S1 |
128.68 |
128.68 |
128.95 |
128.51 |
S2 |
128.34 |
128.34 |
128.88 |
|
S3 |
127.56 |
127.90 |
128.81 |
|
S4 |
126.78 |
127.12 |
128.59 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.03 |
132.42 |
130.18 |
|
R3 |
131.90 |
131.29 |
129.87 |
|
R2 |
130.77 |
130.77 |
129.77 |
|
R1 |
130.16 |
130.16 |
129.66 |
129.90 |
PP |
129.64 |
129.64 |
129.64 |
129.51 |
S1 |
129.03 |
129.03 |
129.46 |
128.77 |
S2 |
128.51 |
128.51 |
129.35 |
|
S3 |
127.38 |
127.90 |
129.25 |
|
S4 |
126.25 |
126.77 |
128.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130.19 |
128.78 |
1.41 |
1.1% |
0.75 |
0.6% |
17% |
False |
True |
755,826 |
10 |
131.49 |
128.78 |
2.71 |
2.1% |
0.77 |
0.6% |
9% |
False |
True |
722,210 |
20 |
132.78 |
128.78 |
4.00 |
3.1% |
0.78 |
0.6% |
6% |
False |
True |
575,137 |
40 |
132.91 |
128.78 |
4.13 |
3.2% |
0.79 |
0.6% |
6% |
False |
True |
289,016 |
60 |
134.29 |
128.78 |
5.51 |
4.3% |
0.75 |
0.6% |
4% |
False |
True |
192,735 |
80 |
135.03 |
128.78 |
6.25 |
4.8% |
0.69 |
0.5% |
4% |
False |
True |
144,553 |
100 |
135.53 |
128.78 |
6.75 |
5.2% |
0.56 |
0.4% |
4% |
False |
True |
115,642 |
120 |
136.10 |
128.78 |
7.32 |
5.7% |
0.46 |
0.4% |
3% |
False |
True |
96,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.88 |
2.618 |
131.60 |
1.618 |
130.82 |
1.000 |
130.34 |
0.618 |
130.04 |
HIGH |
129.56 |
0.618 |
129.26 |
0.500 |
129.17 |
0.382 |
129.08 |
LOW |
128.78 |
0.618 |
128.30 |
1.000 |
128.00 |
1.618 |
127.52 |
2.618 |
126.74 |
4.250 |
125.47 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
129.17 |
129.49 |
PP |
129.12 |
129.33 |
S1 |
129.07 |
129.18 |
|