Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
127.63 |
128.17 |
0.54 |
0.4% |
129.54 |
| High |
128.79 |
128.50 |
-0.29 |
-0.2% |
129.56 |
| Low |
127.46 |
127.62 |
0.16 |
0.1% |
127.01 |
| Close |
128.64 |
127.75 |
-0.89 |
-0.7% |
128.64 |
| Range |
1.33 |
0.88 |
-0.45 |
-33.8% |
2.55 |
| ATR |
0.95 |
0.95 |
0.01 |
0.5% |
0.00 |
| Volume |
1,179,201 |
696,175 |
-483,026 |
-41.0% |
5,268,941 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.60 |
130.05 |
128.23 |
|
| R3 |
129.72 |
129.17 |
127.99 |
|
| R2 |
128.84 |
128.84 |
127.91 |
|
| R1 |
128.29 |
128.29 |
127.83 |
128.13 |
| PP |
127.96 |
127.96 |
127.96 |
127.87 |
| S1 |
127.41 |
127.41 |
127.67 |
127.25 |
| S2 |
127.08 |
127.08 |
127.59 |
|
| S3 |
126.20 |
126.53 |
127.51 |
|
| S4 |
125.32 |
125.65 |
127.27 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.05 |
134.90 |
130.04 |
|
| R3 |
133.50 |
132.35 |
129.34 |
|
| R2 |
130.95 |
130.95 |
129.11 |
|
| R1 |
129.80 |
129.80 |
128.87 |
129.10 |
| PP |
128.40 |
128.40 |
128.40 |
128.06 |
| S1 |
127.25 |
127.25 |
128.41 |
126.55 |
| S2 |
125.85 |
125.85 |
128.17 |
|
| S3 |
123.30 |
124.70 |
127.94 |
|
| S4 |
120.75 |
122.15 |
127.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.30 |
127.01 |
2.29 |
1.8% |
1.11 |
0.9% |
32% |
False |
False |
1,028,956 |
| 10 |
130.19 |
127.01 |
3.18 |
2.5% |
0.93 |
0.7% |
23% |
False |
False |
892,391 |
| 20 |
131.49 |
127.01 |
4.48 |
3.5% |
0.82 |
0.6% |
17% |
False |
False |
777,979 |
| 40 |
132.91 |
127.01 |
5.90 |
4.6% |
0.85 |
0.7% |
13% |
False |
False |
417,567 |
| 60 |
134.29 |
127.01 |
7.28 |
5.7% |
0.79 |
0.6% |
10% |
False |
False |
278,480 |
| 80 |
134.29 |
127.01 |
7.28 |
5.7% |
0.72 |
0.6% |
10% |
False |
False |
208,862 |
| 100 |
135.03 |
127.01 |
8.02 |
6.3% |
0.61 |
0.5% |
9% |
False |
False |
167,090 |
| 120 |
135.76 |
127.01 |
8.75 |
6.8% |
0.51 |
0.4% |
8% |
False |
False |
139,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.24 |
|
2.618 |
130.80 |
|
1.618 |
129.92 |
|
1.000 |
129.38 |
|
0.618 |
129.04 |
|
HIGH |
128.50 |
|
0.618 |
128.16 |
|
0.500 |
128.06 |
|
0.382 |
127.96 |
|
LOW |
127.62 |
|
0.618 |
127.08 |
|
1.000 |
126.74 |
|
1.618 |
126.20 |
|
2.618 |
125.32 |
|
4.250 |
123.88 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.06 |
127.90 |
| PP |
127.96 |
127.85 |
| S1 |
127.85 |
127.80 |
|