Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
128.78 |
127.90 |
-0.88 |
-0.7% |
129.49 |
| High |
129.02 |
128.79 |
-0.23 |
-0.2% |
129.59 |
| Low |
127.83 |
127.56 |
-0.27 |
-0.2% |
127.28 |
| Close |
128.13 |
128.47 |
0.34 |
0.3% |
128.09 |
| Range |
1.19 |
1.23 |
0.04 |
3.4% |
2.31 |
| ATR |
0.98 |
0.99 |
0.02 |
1.9% |
0.00 |
| Volume |
791,110 |
1,002,648 |
211,538 |
26.7% |
4,514,451 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.96 |
131.45 |
129.15 |
|
| R3 |
130.73 |
130.22 |
128.81 |
|
| R2 |
129.50 |
129.50 |
128.70 |
|
| R1 |
128.99 |
128.99 |
128.58 |
129.25 |
| PP |
128.27 |
128.27 |
128.27 |
128.40 |
| S1 |
127.76 |
127.76 |
128.36 |
128.02 |
| S2 |
127.04 |
127.04 |
128.24 |
|
| S3 |
125.81 |
126.53 |
128.13 |
|
| S4 |
124.58 |
125.30 |
127.79 |
|
|
| 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% |
1.03 |
0.8% |
66% |
False |
False |
881,537 |
| 10 |
129.96 |
127.18 |
2.78 |
2.2% |
0.95 |
0.7% |
46% |
False |
False |
899,743 |
| 20 |
130.20 |
126.62 |
3.58 |
2.8% |
1.02 |
0.8% |
52% |
False |
False |
945,896 |
| 40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.93 |
0.7% |
30% |
False |
False |
837,622 |
| 60 |
132.91 |
126.62 |
6.29 |
4.9% |
0.90 |
0.7% |
29% |
False |
False |
562,457 |
| 80 |
134.29 |
126.62 |
7.67 |
6.0% |
0.84 |
0.7% |
24% |
False |
False |
421,892 |
| 100 |
134.29 |
126.62 |
7.67 |
6.0% |
0.76 |
0.6% |
24% |
False |
False |
337,515 |
| 120 |
135.53 |
126.62 |
8.91 |
6.9% |
0.66 |
0.5% |
21% |
False |
False |
281,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.02 |
|
2.618 |
132.01 |
|
1.618 |
130.78 |
|
1.000 |
130.02 |
|
0.618 |
129.55 |
|
HIGH |
128.79 |
|
0.618 |
128.32 |
|
0.500 |
128.18 |
|
0.382 |
128.03 |
|
LOW |
127.56 |
|
0.618 |
126.80 |
|
1.000 |
126.33 |
|
1.618 |
125.57 |
|
2.618 |
124.34 |
|
4.250 |
122.33 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.37 |
128.43 |
| PP |
128.27 |
128.38 |
| S1 |
128.18 |
128.34 |
|