Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
129.49 |
129.05 |
-0.44 |
-0.3% |
128.17 |
| High |
129.59 |
129.14 |
-0.45 |
-0.3% |
130.20 |
| Low |
128.92 |
127.96 |
-0.96 |
-0.7% |
127.93 |
| Close |
129.08 |
128.09 |
-0.99 |
-0.8% |
129.52 |
| Range |
0.67 |
1.18 |
0.51 |
76.1% |
2.27 |
| ATR |
1.00 |
1.02 |
0.01 |
1.3% |
0.00 |
| Volume |
694,176 |
1,034,704 |
340,528 |
49.1% |
5,025,445 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.94 |
131.19 |
128.74 |
|
| R3 |
130.76 |
130.01 |
128.41 |
|
| R2 |
129.58 |
129.58 |
128.31 |
|
| R1 |
128.83 |
128.83 |
128.20 |
128.62 |
| PP |
128.40 |
128.40 |
128.40 |
128.29 |
| S1 |
127.65 |
127.65 |
127.98 |
127.44 |
| S2 |
127.22 |
127.22 |
127.87 |
|
| S3 |
126.04 |
126.47 |
127.77 |
|
| S4 |
124.86 |
125.29 |
127.44 |
|
|
| 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 |
127.96 |
2.24 |
1.7% |
1.08 |
0.8% |
6% |
False |
True |
969,513 |
| 10 |
130.20 |
126.62 |
3.58 |
2.8% |
1.08 |
0.8% |
41% |
False |
False |
973,324 |
| 20 |
130.20 |
126.62 |
3.58 |
2.8% |
1.01 |
0.8% |
41% |
False |
False |
945,260 |
| 40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.92 |
0.7% |
24% |
False |
False |
683,169 |
| 60 |
133.02 |
126.62 |
6.40 |
5.0% |
0.87 |
0.7% |
23% |
False |
False |
455,992 |
| 80 |
134.29 |
126.62 |
7.67 |
6.0% |
0.79 |
0.6% |
19% |
False |
False |
342,013 |
| 100 |
135.03 |
126.62 |
8.41 |
6.6% |
0.73 |
0.6% |
17% |
False |
False |
273,611 |
| 120 |
135.76 |
126.62 |
9.14 |
7.1% |
0.61 |
0.5% |
16% |
False |
False |
228,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.16 |
|
2.618 |
132.23 |
|
1.618 |
131.05 |
|
1.000 |
130.32 |
|
0.618 |
129.87 |
|
HIGH |
129.14 |
|
0.618 |
128.69 |
|
0.500 |
128.55 |
|
0.382 |
128.41 |
|
LOW |
127.96 |
|
0.618 |
127.23 |
|
1.000 |
126.78 |
|
1.618 |
126.05 |
|
2.618 |
124.87 |
|
4.250 |
122.95 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.55 |
128.96 |
| PP |
128.40 |
128.67 |
| S1 |
128.24 |
128.38 |
|