Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
129.30 |
129.19 |
-0.11 |
-0.1% |
128.17 |
| High |
129.47 |
129.99 |
0.52 |
0.4% |
128.50 |
| Low |
128.61 |
129.03 |
0.42 |
0.3% |
126.62 |
| Close |
129.15 |
129.78 |
0.63 |
0.5% |
127.94 |
| Range |
0.86 |
0.96 |
0.10 |
11.6% |
1.88 |
| ATR |
0.99 |
0.99 |
0.00 |
-0.2% |
0.00 |
| Volume |
1,092,455 |
1,179,669 |
87,214 |
8.0% |
4,593,938 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.48 |
132.09 |
130.31 |
|
| R3 |
131.52 |
131.13 |
130.04 |
|
| R2 |
130.56 |
130.56 |
129.96 |
|
| R1 |
130.17 |
130.17 |
129.87 |
130.37 |
| PP |
129.60 |
129.60 |
129.60 |
129.70 |
| S1 |
129.21 |
129.21 |
129.69 |
129.41 |
| S2 |
128.64 |
128.64 |
129.60 |
|
| S3 |
127.68 |
128.25 |
129.52 |
|
| S4 |
126.72 |
127.29 |
129.25 |
|
|
| 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 |
129.99 |
127.21 |
2.78 |
2.1% |
1.05 |
0.8% |
92% |
True |
False |
996,875 |
| 10 |
129.99 |
126.62 |
3.37 |
2.6% |
1.10 |
0.9% |
94% |
True |
False |
1,034,726 |
| 20 |
131.49 |
126.62 |
4.87 |
3.8% |
0.96 |
0.7% |
65% |
False |
False |
905,117 |
| 40 |
132.78 |
126.62 |
6.16 |
4.7% |
0.88 |
0.7% |
51% |
False |
False |
591,866 |
| 60 |
134.29 |
126.62 |
7.67 |
5.9% |
0.84 |
0.7% |
41% |
False |
False |
394,882 |
| 80 |
134.29 |
126.62 |
7.67 |
5.9% |
0.76 |
0.6% |
41% |
False |
False |
296,164 |
| 100 |
135.03 |
126.62 |
8.41 |
6.5% |
0.68 |
0.5% |
38% |
False |
False |
236,932 |
| 120 |
135.76 |
126.62 |
9.14 |
7.0% |
0.57 |
0.4% |
35% |
False |
False |
197,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.07 |
|
2.618 |
132.50 |
|
1.618 |
131.54 |
|
1.000 |
130.95 |
|
0.618 |
130.58 |
|
HIGH |
129.99 |
|
0.618 |
129.62 |
|
0.500 |
129.51 |
|
0.382 |
129.40 |
|
LOW |
129.03 |
|
0.618 |
128.44 |
|
1.000 |
128.07 |
|
1.618 |
127.48 |
|
2.618 |
126.52 |
|
4.250 |
124.95 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129.69 |
129.51 |
| PP |
129.60 |
129.23 |
| S1 |
129.51 |
128.96 |
|