Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
129.92 |
128.92 |
-1.00 |
-0.8% |
128.17 |
High |
130.20 |
129.96 |
-0.24 |
-0.2% |
130.20 |
Low |
128.76 |
128.82 |
0.06 |
0.0% |
127.93 |
Close |
129.16 |
129.52 |
0.36 |
0.3% |
129.52 |
Range |
1.44 |
1.14 |
-0.30 |
-20.8% |
2.27 |
ATR |
1.02 |
1.03 |
0.01 |
0.8% |
0.00 |
Volume |
1,060,923 |
878,094 |
-182,829 |
-17.2% |
5,025,445 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.85 |
132.33 |
130.15 |
|
R3 |
131.71 |
131.19 |
129.83 |
|
R2 |
130.57 |
130.57 |
129.73 |
|
R1 |
130.05 |
130.05 |
129.62 |
130.31 |
PP |
129.43 |
129.43 |
129.43 |
129.57 |
S1 |
128.91 |
128.91 |
129.42 |
129.17 |
S2 |
128.29 |
128.29 |
129.31 |
|
S3 |
127.15 |
127.77 |
129.21 |
|
S4 |
126.01 |
126.63 |
128.89 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.03 |
135.04 |
130.77 |
|
R3 |
133.76 |
132.77 |
130.14 |
|
R2 |
131.49 |
131.49 |
129.94 |
|
R1 |
130.50 |
130.50 |
129.73 |
131.00 |
PP |
129.22 |
129.22 |
129.22 |
129.46 |
S1 |
128.23 |
128.23 |
129.31 |
128.73 |
S2 |
126.95 |
126.95 |
129.10 |
|
S3 |
124.68 |
125.96 |
128.90 |
|
S4 |
122.41 |
123.69 |
128.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130.20 |
127.93 |
2.27 |
1.8% |
1.18 |
0.9% |
70% |
False |
False |
1,005,089 |
10 |
130.20 |
126.62 |
3.58 |
2.8% |
1.07 |
0.8% |
81% |
False |
False |
961,938 |
20 |
130.24 |
126.62 |
3.62 |
2.8% |
0.98 |
0.8% |
80% |
False |
False |
920,687 |
40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.92 |
0.7% |
47% |
False |
False |
640,254 |
60 |
133.45 |
126.62 |
6.83 |
5.3% |
0.86 |
0.7% |
42% |
False |
False |
427,179 |
80 |
134.29 |
126.62 |
7.67 |
5.9% |
0.78 |
0.6% |
38% |
False |
False |
320,402 |
100 |
135.03 |
126.62 |
8.41 |
6.5% |
0.71 |
0.5% |
34% |
False |
False |
256,322 |
120 |
135.76 |
126.62 |
9.14 |
7.1% |
0.59 |
0.5% |
32% |
False |
False |
213,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.81 |
2.618 |
132.94 |
1.618 |
131.80 |
1.000 |
131.10 |
0.618 |
130.66 |
HIGH |
129.96 |
0.618 |
129.52 |
0.500 |
129.39 |
0.382 |
129.26 |
LOW |
128.82 |
0.618 |
128.12 |
1.000 |
127.68 |
1.618 |
126.98 |
2.618 |
125.84 |
4.250 |
123.98 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
129.48 |
129.51 |
PP |
129.43 |
129.49 |
S1 |
129.39 |
129.48 |
|