Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 10-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
128.17 |
129.30 |
1.13 |
0.9% |
128.17 |
High |
129.45 |
129.47 |
0.02 |
0.0% |
128.50 |
Low |
127.93 |
128.61 |
0.68 |
0.5% |
126.62 |
Close |
129.25 |
129.15 |
-0.10 |
-0.1% |
127.94 |
Range |
1.52 |
0.86 |
-0.66 |
-43.4% |
1.88 |
ATR |
1.00 |
0.99 |
-0.01 |
-1.0% |
0.00 |
Volume |
814,304 |
1,092,455 |
278,151 |
34.2% |
4,593,938 |
|
Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.66 |
131.26 |
129.62 |
|
R3 |
130.80 |
130.40 |
129.39 |
|
R2 |
129.94 |
129.94 |
129.31 |
|
R1 |
129.54 |
129.54 |
129.23 |
129.31 |
PP |
129.08 |
129.08 |
129.08 |
128.96 |
S1 |
128.68 |
128.68 |
129.07 |
128.45 |
S2 |
128.22 |
128.22 |
128.99 |
|
S3 |
127.36 |
127.82 |
128.91 |
|
S4 |
126.50 |
126.96 |
128.68 |
|
|
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 |
129.47 |
126.62 |
2.85 |
2.2% |
1.09 |
0.8% |
89% |
True |
False |
977,135 |
10 |
129.47 |
126.62 |
2.85 |
2.2% |
1.13 |
0.9% |
89% |
True |
False |
1,010,370 |
20 |
131.49 |
126.62 |
4.87 |
3.8% |
0.95 |
0.7% |
52% |
False |
False |
882,331 |
40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.87 |
0.7% |
41% |
False |
False |
562,476 |
60 |
134.29 |
126.62 |
7.67 |
5.9% |
0.84 |
0.7% |
33% |
False |
False |
375,221 |
80 |
134.29 |
126.62 |
7.67 |
5.9% |
0.76 |
0.6% |
33% |
False |
False |
281,419 |
100 |
135.03 |
126.62 |
8.41 |
6.5% |
0.67 |
0.5% |
30% |
False |
False |
225,135 |
120 |
135.76 |
126.62 |
9.14 |
7.1% |
0.56 |
0.4% |
28% |
False |
False |
187,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.13 |
2.618 |
131.72 |
1.618 |
130.86 |
1.000 |
130.33 |
0.618 |
130.00 |
HIGH |
129.47 |
0.618 |
129.14 |
0.500 |
129.04 |
0.382 |
128.94 |
LOW |
128.61 |
0.618 |
128.08 |
1.000 |
127.75 |
1.618 |
127.22 |
2.618 |
126.36 |
4.250 |
124.96 |
|
|
Fisher Pivots for day following 10-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
129.11 |
128.90 |
PP |
129.08 |
128.64 |
S1 |
129.04 |
128.39 |
|