Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
129.54 |
128.83 |
-0.71 |
-0.5% |
130.20 |
High |
129.56 |
129.30 |
-0.26 |
-0.2% |
130.24 |
Low |
128.78 |
128.69 |
-0.09 |
-0.1% |
129.11 |
Close |
129.02 |
128.89 |
-0.13 |
-0.1% |
129.56 |
Range |
0.78 |
0.61 |
-0.17 |
-21.8% |
1.13 |
ATR |
0.82 |
0.81 |
-0.02 |
-1.8% |
0.00 |
Volume |
820,333 |
845,596 |
25,263 |
3.1% |
3,525,428 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.79 |
130.45 |
129.23 |
|
R3 |
130.18 |
129.84 |
129.06 |
|
R2 |
129.57 |
129.57 |
129.00 |
|
R1 |
129.23 |
129.23 |
128.95 |
129.40 |
PP |
128.96 |
128.96 |
128.96 |
129.05 |
S1 |
128.62 |
128.62 |
128.83 |
128.79 |
S2 |
128.35 |
128.35 |
128.78 |
|
S3 |
127.74 |
128.01 |
128.72 |
|
S4 |
127.13 |
127.40 |
128.55 |
|
|
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 |
128.69 |
1.50 |
1.2% |
0.73 |
0.6% |
13% |
False |
True |
790,787 |
10 |
131.49 |
128.69 |
2.80 |
2.2% |
0.78 |
0.6% |
7% |
False |
True |
754,293 |
20 |
132.78 |
128.69 |
4.09 |
3.2% |
0.78 |
0.6% |
5% |
False |
True |
616,882 |
40 |
132.91 |
128.69 |
4.22 |
3.3% |
0.79 |
0.6% |
5% |
False |
True |
310,150 |
60 |
134.29 |
128.69 |
5.60 |
4.3% |
0.75 |
0.6% |
4% |
False |
True |
206,828 |
80 |
135.03 |
128.69 |
6.34 |
4.9% |
0.68 |
0.5% |
3% |
False |
True |
155,123 |
100 |
135.53 |
128.69 |
6.84 |
5.3% |
0.56 |
0.4% |
3% |
False |
True |
124,098 |
120 |
136.10 |
128.69 |
7.41 |
5.7% |
0.47 |
0.4% |
3% |
False |
True |
103,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.89 |
2.618 |
130.90 |
1.618 |
130.29 |
1.000 |
129.91 |
0.618 |
129.68 |
HIGH |
129.30 |
0.618 |
129.07 |
0.500 |
129.00 |
0.382 |
128.92 |
LOW |
128.69 |
0.618 |
128.31 |
1.000 |
128.08 |
1.618 |
127.70 |
2.618 |
127.09 |
4.250 |
126.10 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
129.00 |
129.44 |
PP |
128.96 |
129.26 |
S1 |
128.93 |
129.07 |
|