Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 05-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
127.17 |
127.53 |
0.36 |
0.3% |
129.54 |
High |
127.75 |
128.28 |
0.53 |
0.4% |
129.56 |
Low |
126.62 |
127.21 |
0.59 |
0.5% |
127.01 |
Close |
127.37 |
128.07 |
0.70 |
0.5% |
128.64 |
Range |
1.13 |
1.07 |
-0.06 |
-5.3% |
2.55 |
ATR |
0.96 |
0.97 |
0.01 |
0.8% |
0.00 |
Volume |
1,080,969 |
971,522 |
-109,447 |
-10.1% |
5,268,941 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.06 |
130.64 |
128.66 |
|
R3 |
129.99 |
129.57 |
128.36 |
|
R2 |
128.92 |
128.92 |
128.27 |
|
R1 |
128.50 |
128.50 |
128.17 |
128.71 |
PP |
127.85 |
127.85 |
127.85 |
127.96 |
S1 |
127.43 |
127.43 |
127.97 |
127.64 |
S2 |
126.78 |
126.78 |
127.87 |
|
S3 |
125.71 |
126.36 |
127.78 |
|
S4 |
124.64 |
125.29 |
127.48 |
|
|
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% |
1.05 |
0.8% |
67% |
False |
False |
969,342 |
10 |
130.19 |
126.62 |
3.57 |
2.8% |
1.04 |
0.8% |
41% |
False |
False |
969,759 |
20 |
131.49 |
126.62 |
4.87 |
3.8% |
0.87 |
0.7% |
30% |
False |
False |
813,280 |
40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.85 |
0.7% |
24% |
False |
False |
491,707 |
60 |
134.29 |
126.62 |
7.67 |
6.0% |
0.81 |
0.6% |
19% |
False |
False |
328,001 |
80 |
134.29 |
126.62 |
7.67 |
6.0% |
0.74 |
0.6% |
19% |
False |
False |
246,004 |
100 |
135.03 |
126.62 |
8.41 |
6.6% |
0.64 |
0.5% |
17% |
False |
False |
196,803 |
120 |
135.76 |
126.62 |
9.14 |
7.1% |
0.54 |
0.4% |
16% |
False |
False |
164,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.83 |
2.618 |
131.08 |
1.618 |
130.01 |
1.000 |
129.35 |
0.618 |
128.94 |
HIGH |
128.28 |
0.618 |
127.87 |
0.500 |
127.75 |
0.382 |
127.62 |
LOW |
127.21 |
0.618 |
126.55 |
1.000 |
126.14 |
1.618 |
125.48 |
2.618 |
124.41 |
4.250 |
122.66 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
127.96 |
127.86 |
PP |
127.85 |
127.66 |
S1 |
127.75 |
127.45 |
|