Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
128.30 |
128.27 |
-0.03 |
0.0% |
129.16 |
| High |
128.92 |
128.27 |
-0.65 |
-0.5% |
129.28 |
| Low |
128.30 |
128.00 |
-0.30 |
-0.2% |
127.33 |
| Close |
128.85 |
128.00 |
-0.85 |
-0.7% |
128.85 |
| Range |
0.62 |
0.27 |
-0.35 |
-56.5% |
1.95 |
| ATR |
0.66 |
0.67 |
0.01 |
2.1% |
0.00 |
| Volume |
30 |
4 |
-26 |
-86.7% |
292 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.90 |
128.72 |
128.15 |
|
| R3 |
128.63 |
128.45 |
128.07 |
|
| R2 |
128.36 |
128.36 |
128.05 |
|
| R1 |
128.18 |
128.18 |
128.02 |
128.14 |
| PP |
128.09 |
128.09 |
128.09 |
128.07 |
| S1 |
127.91 |
127.91 |
127.98 |
127.87 |
| S2 |
127.82 |
127.82 |
127.95 |
|
| S3 |
127.55 |
127.64 |
127.93 |
|
| S4 |
127.28 |
127.37 |
127.85 |
|
|
| 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 |
129.14 |
127.33 |
1.81 |
1.4% |
0.61 |
0.5% |
37% |
False |
False |
55 |
| 10 |
130.11 |
127.33 |
2.78 |
2.2% |
0.35 |
0.3% |
24% |
False |
False |
29 |
| 20 |
131.68 |
127.33 |
4.35 |
3.4% |
0.32 |
0.3% |
15% |
False |
False |
18 |
| 40 |
132.88 |
127.33 |
5.55 |
4.3% |
0.21 |
0.2% |
12% |
False |
False |
9 |
| 60 |
133.74 |
127.33 |
6.41 |
5.0% |
0.14 |
0.1% |
10% |
False |
False |
6 |
| 80 |
134.24 |
127.33 |
6.91 |
5.4% |
0.11 |
0.1% |
10% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.42 |
|
2.618 |
128.98 |
|
1.618 |
128.71 |
|
1.000 |
128.54 |
|
0.618 |
128.44 |
|
HIGH |
128.27 |
|
0.618 |
128.17 |
|
0.500 |
128.14 |
|
0.382 |
128.10 |
|
LOW |
128.00 |
|
0.618 |
127.83 |
|
1.000 |
127.73 |
|
1.618 |
127.56 |
|
2.618 |
127.29 |
|
4.250 |
126.85 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.14 |
128.13 |
| PP |
128.09 |
128.08 |
| S1 |
128.05 |
128.04 |
|