Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
128.93 |
128.32 |
-0.61 |
-0.5% |
130.20 |
| High |
129.23 |
128.59 |
-0.64 |
-0.5% |
130.24 |
| Low |
128.06 |
127.01 |
-1.05 |
-0.8% |
129.11 |
| Close |
128.64 |
127.09 |
-1.55 |
-1.2% |
129.56 |
| Range |
1.17 |
1.58 |
0.41 |
35.0% |
1.13 |
| ATR |
0.83 |
0.89 |
0.06 |
6.8% |
0.00 |
| Volume |
936,112 |
1,487,699 |
551,587 |
58.9% |
3,525,428 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.30 |
131.28 |
127.96 |
|
| R3 |
130.72 |
129.70 |
127.52 |
|
| R2 |
129.14 |
129.14 |
127.38 |
|
| R1 |
128.12 |
128.12 |
127.23 |
127.84 |
| PP |
127.56 |
127.56 |
127.56 |
127.43 |
| S1 |
126.54 |
126.54 |
126.95 |
126.26 |
| S2 |
125.98 |
125.98 |
126.80 |
|
| S3 |
124.40 |
124.96 |
126.66 |
|
| S4 |
122.82 |
123.38 |
126.22 |
|
|
| 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 |
127.01 |
3.18 |
2.5% |
1.02 |
0.8% |
3% |
False |
True |
970,177 |
| 10 |
131.27 |
127.01 |
4.26 |
3.4% |
0.87 |
0.7% |
2% |
False |
True |
831,535 |
| 20 |
132.78 |
127.01 |
5.77 |
4.5% |
0.84 |
0.7% |
1% |
False |
True |
729,347 |
| 40 |
132.91 |
127.01 |
5.90 |
4.6% |
0.83 |
0.7% |
1% |
False |
True |
370,737 |
| 60 |
134.29 |
127.01 |
7.28 |
5.7% |
0.78 |
0.6% |
1% |
False |
True |
247,224 |
| 80 |
134.29 |
127.01 |
7.28 |
5.7% |
0.70 |
0.5% |
1% |
False |
True |
185,420 |
| 100 |
135.53 |
127.01 |
8.52 |
6.7% |
0.59 |
0.5% |
1% |
False |
True |
148,336 |
| 120 |
135.76 |
127.01 |
8.75 |
6.9% |
0.49 |
0.4% |
1% |
False |
True |
123,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.31 |
|
2.618 |
132.73 |
|
1.618 |
131.15 |
|
1.000 |
130.17 |
|
0.618 |
129.57 |
|
HIGH |
128.59 |
|
0.618 |
127.99 |
|
0.500 |
127.80 |
|
0.382 |
127.61 |
|
LOW |
127.01 |
|
0.618 |
126.03 |
|
1.000 |
125.43 |
|
1.618 |
124.45 |
|
2.618 |
122.87 |
|
4.250 |
120.30 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127.80 |
128.16 |
| PP |
127.56 |
127.80 |
| S1 |
127.33 |
127.45 |
|