Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
127.67 |
127.52 |
-0.15 |
-0.1% |
129.49 |
| High |
127.88 |
128.13 |
0.25 |
0.2% |
129.59 |
| Low |
127.28 |
127.48 |
0.20 |
0.2% |
127.28 |
| Close |
127.53 |
128.09 |
0.56 |
0.4% |
128.09 |
| Range |
0.60 |
0.65 |
0.05 |
8.3% |
2.31 |
| ATR |
0.97 |
0.94 |
-0.02 |
-2.3% |
0.00 |
| Volume |
1,053,433 |
802,793 |
-250,640 |
-23.8% |
4,514,451 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.85 |
129.62 |
128.45 |
|
| R3 |
129.20 |
128.97 |
128.27 |
|
| R2 |
128.55 |
128.55 |
128.21 |
|
| R1 |
128.32 |
128.32 |
128.15 |
128.44 |
| PP |
127.90 |
127.90 |
127.90 |
127.96 |
| S1 |
127.67 |
127.67 |
128.03 |
127.79 |
| S2 |
127.25 |
127.25 |
127.97 |
|
| S3 |
126.60 |
127.02 |
127.91 |
|
| S4 |
125.95 |
126.37 |
127.73 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.25 |
133.98 |
129.36 |
|
| R3 |
132.94 |
131.67 |
128.73 |
|
| R2 |
130.63 |
130.63 |
128.51 |
|
| R1 |
129.36 |
129.36 |
128.30 |
128.84 |
| PP |
128.32 |
128.32 |
128.32 |
128.06 |
| S1 |
127.05 |
127.05 |
127.88 |
126.53 |
| S2 |
126.01 |
126.01 |
127.67 |
|
| S3 |
123.70 |
124.74 |
127.45 |
|
| S4 |
121.39 |
122.43 |
126.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.59 |
127.28 |
2.31 |
1.8% |
0.76 |
0.6% |
35% |
False |
False |
902,890 |
| 10 |
130.20 |
127.28 |
2.92 |
2.3% |
0.97 |
0.8% |
28% |
False |
False |
953,989 |
| 20 |
130.20 |
126.62 |
3.58 |
2.8% |
1.00 |
0.8% |
41% |
False |
False |
970,138 |
| 40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.89 |
0.7% |
24% |
False |
False |
752,309 |
| 60 |
132.91 |
126.62 |
6.29 |
4.9% |
0.87 |
0.7% |
23% |
False |
False |
502,389 |
| 80 |
134.29 |
126.62 |
7.67 |
6.0% |
0.81 |
0.6% |
19% |
False |
False |
376,832 |
| 100 |
135.03 |
126.62 |
8.41 |
6.6% |
0.75 |
0.6% |
17% |
False |
False |
301,467 |
| 120 |
135.53 |
126.62 |
8.91 |
7.0% |
0.62 |
0.5% |
16% |
False |
False |
251,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.89 |
|
2.618 |
129.83 |
|
1.618 |
129.18 |
|
1.000 |
128.78 |
|
0.618 |
128.53 |
|
HIGH |
128.13 |
|
0.618 |
127.88 |
|
0.500 |
127.81 |
|
0.382 |
127.73 |
|
LOW |
127.48 |
|
0.618 |
127.08 |
|
1.000 |
126.83 |
|
1.618 |
126.43 |
|
2.618 |
125.78 |
|
4.250 |
124.72 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.00 |
127.99 |
| PP |
127.90 |
127.88 |
| S1 |
127.81 |
127.78 |
|