Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
128.80 |
128.30 |
-0.50 |
-0.4% |
129.16 |
High |
128.80 |
128.92 |
0.12 |
0.1% |
129.28 |
Low |
127.33 |
128.30 |
0.97 |
0.8% |
127.33 |
Close |
127.33 |
128.85 |
1.52 |
1.2% |
128.85 |
Range |
1.47 |
0.62 |
-0.85 |
-57.8% |
1.95 |
ATR |
0.59 |
0.66 |
0.07 |
12.3% |
0.00 |
Volume |
71 |
30 |
-41 |
-57.7% |
292 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.55 |
130.32 |
129.19 |
|
R3 |
129.93 |
129.70 |
129.02 |
|
R2 |
129.31 |
129.31 |
128.96 |
|
R1 |
129.08 |
129.08 |
128.91 |
129.20 |
PP |
128.69 |
128.69 |
128.69 |
128.75 |
S1 |
128.46 |
128.46 |
128.79 |
128.58 |
S2 |
128.07 |
128.07 |
128.74 |
|
S3 |
127.45 |
127.84 |
128.68 |
|
S4 |
126.83 |
127.22 |
128.51 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.34 |
133.54 |
129.92 |
|
R3 |
132.39 |
131.59 |
129.39 |
|
R2 |
130.44 |
130.44 |
129.21 |
|
R1 |
129.64 |
129.64 |
129.03 |
129.07 |
PP |
128.49 |
128.49 |
128.49 |
128.20 |
S1 |
127.69 |
127.69 |
128.67 |
127.12 |
S2 |
126.54 |
126.54 |
128.49 |
|
S3 |
124.59 |
125.74 |
128.31 |
|
S4 |
122.64 |
123.79 |
127.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129.28 |
127.33 |
1.95 |
1.5% |
0.59 |
0.5% |
78% |
False |
False |
58 |
10 |
130.50 |
127.33 |
3.17 |
2.5% |
0.37 |
0.3% |
48% |
False |
False |
29 |
20 |
131.78 |
127.33 |
4.45 |
3.5% |
0.31 |
0.2% |
34% |
False |
False |
18 |
40 |
132.88 |
127.33 |
5.55 |
4.3% |
0.21 |
0.2% |
27% |
False |
False |
9 |
60 |
133.74 |
127.33 |
6.41 |
5.0% |
0.14 |
0.1% |
24% |
False |
False |
6 |
80 |
134.24 |
127.33 |
6.91 |
5.4% |
0.10 |
0.1% |
22% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.56 |
2.618 |
130.54 |
1.618 |
129.92 |
1.000 |
129.54 |
0.618 |
129.30 |
HIGH |
128.92 |
0.618 |
128.68 |
0.500 |
128.61 |
0.382 |
128.54 |
LOW |
128.30 |
0.618 |
127.92 |
1.000 |
127.68 |
1.618 |
127.30 |
2.618 |
126.68 |
4.250 |
125.67 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
128.77 |
128.64 |
PP |
128.69 |
128.43 |
S1 |
128.61 |
128.22 |
|