Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
127.53 |
128.14 |
0.61 |
0.5% |
128.17 |
| High |
128.28 |
128.17 |
-0.11 |
-0.1% |
128.50 |
| Low |
127.21 |
127.31 |
0.10 |
0.1% |
126.62 |
| Close |
128.07 |
127.94 |
-0.13 |
-0.1% |
127.94 |
| Range |
1.07 |
0.86 |
-0.21 |
-19.6% |
1.88 |
| ATR |
0.97 |
0.96 |
-0.01 |
-0.8% |
0.00 |
| Volume |
971,522 |
926,429 |
-45,093 |
-4.6% |
4,593,938 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.39 |
130.02 |
128.41 |
|
| R3 |
129.53 |
129.16 |
128.18 |
|
| R2 |
128.67 |
128.67 |
128.10 |
|
| R1 |
128.30 |
128.30 |
128.02 |
128.06 |
| PP |
127.81 |
127.81 |
127.81 |
127.68 |
| S1 |
127.44 |
127.44 |
127.86 |
127.20 |
| S2 |
126.95 |
126.95 |
127.78 |
|
| S3 |
126.09 |
126.58 |
127.70 |
|
| S4 |
125.23 |
125.72 |
127.47 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.33 |
132.51 |
128.97 |
|
| R3 |
131.45 |
130.63 |
128.46 |
|
| R2 |
129.57 |
129.57 |
128.28 |
|
| R1 |
128.75 |
128.75 |
128.11 |
128.22 |
| PP |
127.69 |
127.69 |
127.69 |
127.42 |
| S1 |
126.87 |
126.87 |
127.77 |
126.34 |
| S2 |
125.81 |
125.81 |
127.60 |
|
| S3 |
123.93 |
124.99 |
127.42 |
|
| S4 |
122.05 |
123.11 |
126.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.50 |
126.62 |
1.88 |
1.5% |
0.96 |
0.7% |
70% |
False |
False |
918,787 |
| 10 |
129.56 |
126.62 |
2.94 |
2.3% |
1.03 |
0.8% |
45% |
False |
False |
986,287 |
| 20 |
131.49 |
126.62 |
4.87 |
3.8% |
0.88 |
0.7% |
27% |
False |
False |
833,759 |
| 40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.85 |
0.7% |
21% |
False |
False |
514,865 |
| 60 |
134.29 |
126.62 |
7.67 |
6.0% |
0.80 |
0.6% |
17% |
False |
False |
343,442 |
| 80 |
134.29 |
126.62 |
7.67 |
6.0% |
0.75 |
0.6% |
17% |
False |
False |
257,584 |
| 100 |
135.03 |
126.62 |
8.41 |
6.6% |
0.65 |
0.5% |
16% |
False |
False |
206,068 |
| 120 |
135.76 |
126.62 |
9.14 |
7.1% |
0.54 |
0.4% |
14% |
False |
False |
171,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.83 |
|
2.618 |
130.42 |
|
1.618 |
129.56 |
|
1.000 |
129.03 |
|
0.618 |
128.70 |
|
HIGH |
128.17 |
|
0.618 |
127.84 |
|
0.500 |
127.74 |
|
0.382 |
127.64 |
|
LOW |
127.31 |
|
0.618 |
126.78 |
|
1.000 |
126.45 |
|
1.618 |
125.92 |
|
2.618 |
125.06 |
|
4.250 |
123.66 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127.87 |
127.78 |
| PP |
127.81 |
127.61 |
| S1 |
127.74 |
127.45 |
|