Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 09-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
128.14 |
128.17 |
0.03 |
0.0% |
128.17 |
High |
128.17 |
129.45 |
1.28 |
1.0% |
128.50 |
Low |
127.31 |
127.93 |
0.62 |
0.5% |
126.62 |
Close |
127.94 |
129.25 |
1.31 |
1.0% |
127.94 |
Range |
0.86 |
1.52 |
0.66 |
76.7% |
1.88 |
ATR |
0.96 |
1.00 |
0.04 |
4.2% |
0.00 |
Volume |
926,429 |
814,304 |
-112,125 |
-12.1% |
4,593,938 |
|
Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.44 |
132.86 |
130.09 |
|
R3 |
131.92 |
131.34 |
129.67 |
|
R2 |
130.40 |
130.40 |
129.53 |
|
R1 |
129.82 |
129.82 |
129.39 |
130.11 |
PP |
128.88 |
128.88 |
128.88 |
129.02 |
S1 |
128.30 |
128.30 |
129.11 |
128.59 |
S2 |
127.36 |
127.36 |
128.97 |
|
S3 |
125.84 |
126.78 |
128.83 |
|
S4 |
124.32 |
125.26 |
128.41 |
|
|
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 |
129.45 |
126.62 |
2.83 |
2.2% |
1.09 |
0.8% |
93% |
True |
False |
942,413 |
10 |
129.45 |
126.62 |
2.83 |
2.2% |
1.10 |
0.9% |
93% |
True |
False |
985,685 |
20 |
131.49 |
126.62 |
4.87 |
3.8% |
0.94 |
0.7% |
54% |
False |
False |
853,947 |
40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.87 |
0.7% |
43% |
False |
False |
535,184 |
60 |
134.29 |
126.62 |
7.67 |
5.9% |
0.83 |
0.6% |
34% |
False |
False |
357,013 |
80 |
134.29 |
126.62 |
7.67 |
5.9% |
0.75 |
0.6% |
34% |
False |
False |
267,763 |
100 |
135.03 |
126.62 |
8.41 |
6.5% |
0.67 |
0.5% |
31% |
False |
False |
214,211 |
120 |
135.76 |
126.62 |
9.14 |
7.1% |
0.55 |
0.4% |
29% |
False |
False |
178,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.91 |
2.618 |
133.43 |
1.618 |
131.91 |
1.000 |
130.97 |
0.618 |
130.39 |
HIGH |
129.45 |
0.618 |
128.87 |
0.500 |
128.69 |
0.382 |
128.51 |
LOW |
127.93 |
0.618 |
126.99 |
1.000 |
126.41 |
1.618 |
125.47 |
2.618 |
123.95 |
4.250 |
121.47 |
|
|
Fisher Pivots for day following 09-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
129.06 |
128.94 |
PP |
128.88 |
128.64 |
S1 |
128.69 |
128.33 |
|