Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
128.92 |
129.49 |
0.57 |
0.4% |
128.17 |
High |
129.96 |
129.59 |
-0.37 |
-0.3% |
130.20 |
Low |
128.82 |
128.92 |
0.10 |
0.1% |
127.93 |
Close |
129.52 |
129.08 |
-0.44 |
-0.3% |
129.52 |
Range |
1.14 |
0.67 |
-0.47 |
-41.2% |
2.27 |
ATR |
1.03 |
1.00 |
-0.03 |
-2.5% |
0.00 |
Volume |
878,094 |
694,176 |
-183,918 |
-20.9% |
5,025,445 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.21 |
130.81 |
129.45 |
|
R3 |
130.54 |
130.14 |
129.26 |
|
R2 |
129.87 |
129.87 |
129.20 |
|
R1 |
129.47 |
129.47 |
129.14 |
129.34 |
PP |
129.20 |
129.20 |
129.20 |
129.13 |
S1 |
128.80 |
128.80 |
129.02 |
128.67 |
S2 |
128.53 |
128.53 |
128.96 |
|
S3 |
127.86 |
128.13 |
128.90 |
|
S4 |
127.19 |
127.46 |
128.71 |
|
|
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 |
128.61 |
1.59 |
1.2% |
1.01 |
0.8% |
30% |
False |
False |
981,063 |
10 |
130.20 |
126.62 |
3.58 |
2.8% |
1.05 |
0.8% |
69% |
False |
False |
961,738 |
20 |
130.20 |
126.62 |
3.58 |
2.8% |
0.99 |
0.8% |
69% |
False |
False |
927,064 |
40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.91 |
0.7% |
40% |
False |
False |
657,427 |
60 |
133.45 |
126.62 |
6.83 |
5.3% |
0.86 |
0.7% |
36% |
False |
False |
438,747 |
80 |
134.29 |
126.62 |
7.67 |
5.9% |
0.78 |
0.6% |
32% |
False |
False |
329,079 |
100 |
135.03 |
126.62 |
8.41 |
6.5% |
0.72 |
0.6% |
29% |
False |
False |
263,264 |
120 |
135.76 |
126.62 |
9.14 |
7.1% |
0.60 |
0.5% |
27% |
False |
False |
219,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.44 |
2.618 |
131.34 |
1.618 |
130.67 |
1.000 |
130.26 |
0.618 |
130.00 |
HIGH |
129.59 |
0.618 |
129.33 |
0.500 |
129.26 |
0.382 |
129.18 |
LOW |
128.92 |
0.618 |
128.51 |
1.000 |
128.25 |
1.618 |
127.84 |
2.618 |
127.17 |
4.250 |
126.07 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
129.26 |
129.48 |
PP |
129.20 |
129.35 |
S1 |
129.14 |
129.21 |
|