Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 25-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
128.27 |
128.78 |
0.51 |
0.4% |
129.49 |
High |
129.12 |
129.02 |
-0.10 |
-0.1% |
129.59 |
Low |
128.22 |
127.83 |
-0.39 |
-0.3% |
127.28 |
Close |
128.56 |
128.13 |
-0.43 |
-0.3% |
128.09 |
Range |
0.90 |
1.19 |
0.29 |
32.2% |
2.31 |
ATR |
0.96 |
0.98 |
0.02 |
1.7% |
0.00 |
Volume |
963,327 |
791,110 |
-172,217 |
-17.9% |
4,514,451 |
|
Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.90 |
131.20 |
128.78 |
|
R3 |
130.71 |
130.01 |
128.46 |
|
R2 |
129.52 |
129.52 |
128.35 |
|
R1 |
128.82 |
128.82 |
128.24 |
128.58 |
PP |
128.33 |
128.33 |
128.33 |
128.20 |
S1 |
127.63 |
127.63 |
128.02 |
127.39 |
S2 |
127.14 |
127.14 |
127.91 |
|
S3 |
125.95 |
126.44 |
127.80 |
|
S4 |
124.76 |
125.25 |
127.48 |
|
|
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 |
129.12 |
127.18 |
1.94 |
1.5% |
0.90 |
0.7% |
49% |
False |
False |
891,694 |
10 |
130.20 |
127.18 |
3.02 |
2.4% |
0.97 |
0.8% |
31% |
False |
False |
905,571 |
20 |
130.20 |
126.62 |
3.58 |
2.8% |
1.04 |
0.8% |
42% |
False |
False |
970,148 |
40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.92 |
0.7% |
25% |
False |
False |
816,031 |
60 |
132.91 |
126.62 |
6.29 |
4.9% |
0.88 |
0.7% |
24% |
False |
False |
545,749 |
80 |
134.29 |
126.62 |
7.67 |
6.0% |
0.83 |
0.7% |
20% |
False |
False |
409,360 |
100 |
134.29 |
126.62 |
7.67 |
6.0% |
0.75 |
0.6% |
20% |
False |
False |
327,489 |
120 |
135.53 |
126.62 |
8.91 |
7.0% |
0.65 |
0.5% |
17% |
False |
False |
272,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.08 |
2.618 |
132.14 |
1.618 |
130.95 |
1.000 |
130.21 |
0.618 |
129.76 |
HIGH |
129.02 |
0.618 |
128.57 |
0.500 |
128.43 |
0.382 |
128.28 |
LOW |
127.83 |
0.618 |
127.09 |
1.000 |
126.64 |
1.618 |
125.90 |
2.618 |
124.71 |
4.250 |
122.77 |
|
|
Fisher Pivots for day following 25-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
128.43 |
128.15 |
PP |
128.33 |
128.14 |
S1 |
128.23 |
128.14 |
|