Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
128.27 |
128.02 |
-0.25 |
-0.2% |
129.16 |
| High |
128.27 |
128.02 |
-0.25 |
-0.2% |
129.28 |
| Low |
128.00 |
127.37 |
-0.63 |
-0.5% |
127.33 |
| Close |
128.00 |
127.50 |
-0.50 |
-0.4% |
128.85 |
| Range |
0.27 |
0.65 |
0.38 |
140.7% |
1.95 |
| ATR |
0.67 |
0.67 |
0.00 |
-0.2% |
0.00 |
| Volume |
4 |
19 |
15 |
375.0% |
292 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.58 |
129.19 |
127.86 |
|
| R3 |
128.93 |
128.54 |
127.68 |
|
| R2 |
128.28 |
128.28 |
127.62 |
|
| R1 |
127.89 |
127.89 |
127.56 |
127.76 |
| PP |
127.63 |
127.63 |
127.63 |
127.57 |
| S1 |
127.24 |
127.24 |
127.44 |
127.11 |
| S2 |
126.98 |
126.98 |
127.38 |
|
| S3 |
126.33 |
126.59 |
127.32 |
|
| S4 |
125.68 |
125.94 |
127.14 |
|
|
| 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 |
129.10 |
127.33 |
1.77 |
1.4% |
0.74 |
0.6% |
10% |
False |
False |
59 |
| 10 |
130.11 |
127.33 |
2.78 |
2.2% |
0.42 |
0.3% |
6% |
False |
False |
31 |
| 20 |
131.42 |
127.33 |
4.09 |
3.2% |
0.32 |
0.2% |
4% |
False |
False |
18 |
| 40 |
132.88 |
127.33 |
5.55 |
4.4% |
0.23 |
0.2% |
3% |
False |
False |
10 |
| 60 |
133.74 |
127.33 |
6.41 |
5.0% |
0.15 |
0.1% |
3% |
False |
False |
6 |
| 80 |
134.24 |
127.33 |
6.91 |
5.4% |
0.12 |
0.1% |
2% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.78 |
|
2.618 |
129.72 |
|
1.618 |
129.07 |
|
1.000 |
128.67 |
|
0.618 |
128.42 |
|
HIGH |
128.02 |
|
0.618 |
127.77 |
|
0.500 |
127.70 |
|
0.382 |
127.62 |
|
LOW |
127.37 |
|
0.618 |
126.97 |
|
1.000 |
126.72 |
|
1.618 |
126.32 |
|
2.618 |
125.67 |
|
4.250 |
124.61 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127.70 |
128.15 |
| PP |
127.63 |
127.93 |
| S1 |
127.57 |
127.72 |
|