Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
129.05 |
128.09 |
-0.96 |
-0.7% |
128.17 |
| High |
129.14 |
128.28 |
-0.86 |
-0.7% |
130.20 |
| Low |
127.96 |
127.56 |
-0.40 |
-0.3% |
127.93 |
| Close |
128.09 |
127.61 |
-0.48 |
-0.4% |
129.52 |
| Range |
1.18 |
0.72 |
-0.46 |
-39.0% |
2.27 |
| ATR |
1.02 |
0.99 |
-0.02 |
-2.1% |
0.00 |
| Volume |
1,034,704 |
929,345 |
-105,359 |
-10.2% |
5,025,445 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.98 |
129.51 |
128.01 |
|
| R3 |
129.26 |
128.79 |
127.81 |
|
| R2 |
128.54 |
128.54 |
127.74 |
|
| R1 |
128.07 |
128.07 |
127.68 |
127.95 |
| PP |
127.82 |
127.82 |
127.82 |
127.75 |
| S1 |
127.35 |
127.35 |
127.54 |
127.23 |
| S2 |
127.10 |
127.10 |
127.48 |
|
| S3 |
126.38 |
126.63 |
127.41 |
|
| S4 |
125.66 |
125.91 |
127.21 |
|
|
| 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 |
127.56 |
2.64 |
2.1% |
1.03 |
0.8% |
2% |
False |
True |
919,448 |
| 10 |
130.20 |
127.21 |
2.99 |
2.3% |
1.04 |
0.8% |
13% |
False |
False |
958,162 |
| 20 |
130.20 |
126.62 |
3.58 |
2.8% |
1.02 |
0.8% |
28% |
False |
False |
958,733 |
| 40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.92 |
0.7% |
16% |
False |
False |
706,317 |
| 60 |
133.02 |
126.62 |
6.40 |
5.0% |
0.88 |
0.7% |
15% |
False |
False |
471,472 |
| 80 |
134.29 |
126.62 |
7.67 |
6.0% |
0.80 |
0.6% |
13% |
False |
False |
353,629 |
| 100 |
135.03 |
126.62 |
8.41 |
6.6% |
0.74 |
0.6% |
12% |
False |
False |
282,904 |
| 120 |
135.76 |
126.62 |
9.14 |
7.2% |
0.61 |
0.5% |
11% |
False |
False |
235,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.34 |
|
2.618 |
130.16 |
|
1.618 |
129.44 |
|
1.000 |
129.00 |
|
0.618 |
128.72 |
|
HIGH |
128.28 |
|
0.618 |
128.00 |
|
0.500 |
127.92 |
|
0.382 |
127.84 |
|
LOW |
127.56 |
|
0.618 |
127.12 |
|
1.000 |
126.84 |
|
1.618 |
126.40 |
|
2.618 |
125.68 |
|
4.250 |
124.50 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127.92 |
128.58 |
| PP |
127.82 |
128.25 |
| S1 |
127.71 |
127.93 |
|