Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
127.66 |
127.17 |
-0.49 |
-0.4% |
129.54 |
| High |
127.95 |
127.75 |
-0.20 |
-0.2% |
129.56 |
| Low |
127.10 |
126.62 |
-0.48 |
-0.4% |
127.01 |
| Close |
127.28 |
127.37 |
0.09 |
0.1% |
128.64 |
| Range |
0.85 |
1.13 |
0.28 |
32.9% |
2.55 |
| ATR |
0.95 |
0.96 |
0.01 |
1.4% |
0.00 |
| Volume |
918,843 |
1,080,969 |
162,126 |
17.6% |
5,268,941 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.64 |
130.13 |
127.99 |
|
| R3 |
129.51 |
129.00 |
127.68 |
|
| R2 |
128.38 |
128.38 |
127.58 |
|
| R1 |
127.87 |
127.87 |
127.47 |
128.13 |
| PP |
127.25 |
127.25 |
127.25 |
127.37 |
| S1 |
126.74 |
126.74 |
127.27 |
127.00 |
| S2 |
126.12 |
126.12 |
127.16 |
|
| S3 |
124.99 |
125.61 |
127.06 |
|
| S4 |
123.86 |
124.48 |
126.75 |
|
|
| 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 |
128.79 |
126.62 |
2.17 |
1.7% |
1.15 |
0.9% |
35% |
False |
True |
1,072,577 |
| 10 |
130.19 |
126.62 |
3.57 |
2.8% |
0.99 |
0.8% |
21% |
False |
True |
959,305 |
| 20 |
131.49 |
126.62 |
4.87 |
3.8% |
0.85 |
0.7% |
15% |
False |
True |
798,729 |
| 40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.84 |
0.7% |
12% |
False |
True |
467,511 |
| 60 |
134.29 |
126.62 |
7.67 |
6.0% |
0.80 |
0.6% |
10% |
False |
True |
311,809 |
| 80 |
134.29 |
126.62 |
7.67 |
6.0% |
0.73 |
0.6% |
10% |
False |
True |
233,860 |
| 100 |
135.03 |
126.62 |
8.41 |
6.6% |
0.63 |
0.5% |
9% |
False |
True |
187,088 |
| 120 |
135.76 |
126.62 |
9.14 |
7.2% |
0.53 |
0.4% |
8% |
False |
True |
155,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.55 |
|
2.618 |
130.71 |
|
1.618 |
129.58 |
|
1.000 |
128.88 |
|
0.618 |
128.45 |
|
HIGH |
127.75 |
|
0.618 |
127.32 |
|
0.500 |
127.19 |
|
0.382 |
127.05 |
|
LOW |
126.62 |
|
0.618 |
125.92 |
|
1.000 |
125.49 |
|
1.618 |
124.79 |
|
2.618 |
123.66 |
|
4.250 |
121.82 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127.31 |
127.56 |
| PP |
127.25 |
127.50 |
| S1 |
127.19 |
127.43 |
|