Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
127.52 |
127.76 |
0.24 |
0.2% |
129.49 |
| High |
128.13 |
128.36 |
0.23 |
0.2% |
129.59 |
| Low |
127.48 |
127.18 |
-0.30 |
-0.2% |
127.28 |
| Close |
128.09 |
128.16 |
0.07 |
0.1% |
128.09 |
| Range |
0.65 |
1.18 |
0.53 |
81.5% |
2.31 |
| ATR |
0.94 |
0.96 |
0.02 |
1.8% |
0.00 |
| Volume |
802,793 |
847,808 |
45,015 |
5.6% |
4,514,451 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.44 |
130.98 |
128.81 |
|
| R3 |
130.26 |
129.80 |
128.48 |
|
| R2 |
129.08 |
129.08 |
128.38 |
|
| R1 |
128.62 |
128.62 |
128.27 |
128.85 |
| PP |
127.90 |
127.90 |
127.90 |
128.02 |
| S1 |
127.44 |
127.44 |
128.05 |
127.67 |
| S2 |
126.72 |
126.72 |
127.94 |
|
| S3 |
125.54 |
126.26 |
127.84 |
|
| S4 |
124.36 |
125.08 |
127.51 |
|
|
| 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 |
129.14 |
127.18 |
1.96 |
1.5% |
0.87 |
0.7% |
50% |
False |
True |
933,616 |
| 10 |
130.20 |
127.18 |
3.02 |
2.4% |
0.94 |
0.7% |
32% |
False |
True |
957,340 |
| 20 |
130.20 |
126.62 |
3.58 |
2.8% |
1.02 |
0.8% |
43% |
False |
False |
971,512 |
| 40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.90 |
0.7% |
25% |
False |
False |
773,325 |
| 60 |
132.91 |
126.62 |
6.29 |
4.9% |
0.87 |
0.7% |
24% |
False |
False |
516,515 |
| 80 |
134.29 |
126.62 |
7.67 |
6.0% |
0.82 |
0.6% |
20% |
False |
False |
387,429 |
| 100 |
135.03 |
126.62 |
8.41 |
6.6% |
0.76 |
0.6% |
18% |
False |
False |
309,945 |
| 120 |
135.53 |
126.62 |
8.91 |
7.0% |
0.63 |
0.5% |
17% |
False |
False |
258,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.38 |
|
2.618 |
131.45 |
|
1.618 |
130.27 |
|
1.000 |
129.54 |
|
0.618 |
129.09 |
|
HIGH |
128.36 |
|
0.618 |
127.91 |
|
0.500 |
127.77 |
|
0.382 |
127.63 |
|
LOW |
127.18 |
|
0.618 |
126.45 |
|
1.000 |
126.00 |
|
1.618 |
125.27 |
|
2.618 |
124.09 |
|
4.250 |
122.17 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.03 |
128.03 |
| PP |
127.90 |
127.90 |
| S1 |
127.77 |
127.77 |
|